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Wealth distribution and the Lorenz curve : a finitary approach

Scalas, Enrico; Radivojević, Tijana; Garibaldi, Ubaldo - In: Journal of economic interaction and coordination : JEIC 10 (2015) 1, pp. 79-89

Persistent link: https://www.econbiz.de/10011378718

Probabilistic bounded relative error property for learning rare event simulation techniques

Ridder, Ad; Tuffin, Bruno - 2012

Persistent link: https://www.econbiz.de/10009722965

Space reduction for a class of multidimensional markov chains : a summary and some applications

He, Qi-ming; Alfa, Attahiru S. - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011848110

Optimal claiming strategies in Bonus Malus systems and implied Markov chains

Charpentier, Arthur; David, Arthur; Elie, Romuald - In: Risks : open access journal 5 (2017) 4, pp. 1-17

In this paper, we investigate the impact of the accident reporting strategy of drivers, within a Bonus-Malus system. We exhibit the induced modification of the corresponding class level transition matrix and derive the optimal reporting strategy for rational drivers. The hunger for bonuses...

Persistent link: https://www.econbiz.de/10011783521

Sample path large deviations for stochastic evolutionary game dynamics

Sandholm, William H.; Staudigl, Mathias - In: Mathematics of operations research 43 (2018) 4, pp. 1348-1377

Persistent link: https://www.econbiz.de/10011957096

A partitioning algorithm for Markov decision processes with applications to market microstructure

Chen, Ningyuan; Kou, Steven; Wang, Chun - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 784-803

Persistent link: https://www.econbiz.de/10011823146

Banach Contraction Principle and ruin probabilities in regime-switching models

Gajek, Lesław; Rudź, Marcin - In: Insurance / Mathematics & economics 80 (2018), pp. 45-53

Persistent link: https://www.econbiz.de/10011872912

Leontief meets Markov : sectoral vulnerabilities through circular connectivity

Wirkierman, Ariel; Bianchi, Monica; Torriero, Anna - In: Networks and spatial economics : a journal of … 22 (2022) 3, pp. 659-690

Persistent link: https://www.econbiz.de/10013455450

First passage times in portfolio optimization : a novel nonparametric approach

Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085

Persistent link: https://www.econbiz.de/10014456467

Estimating the probabilities of default under the assumption of unobserved heterogeneity

Oded, Jacob; Venezia, Itzhak - 2024

Persistent link: https://www.econbiz.de/10015050045