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Nonlinear reserving in life insurance : aggregation and mean-field approximation
Djehiche, Boualem; Löfdahl, Björn - In: Insurance / Mathematics & economics 69 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011530874
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A stochastic maximum principle for Markov chains of mean-field type
Choutri, Salah Eddine; Hamidou, Tembine - In: Games 9 (2018) 4/84, pp. 1-24
We derive sufficient and necessary optimality conditions in terms of a stochastic maximum principle (SMP) for controls associated with cost functionals of mean-field type, under dynamics driven by a class of Markov chains of mean-field type which are pure jump processes obtained as solutions of...
Persistent link: https://www.econbiz.de/10011993336
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On the efficiency of equilibria in mean-field oscillator games
Yin, Huibing; Mehta, Prashant G.; Meyn, Sean P.; … - In: Dynamic games and applications : DGA 4 (2014) 2, pp. 177-207
Persistent link: https://www.econbiz.de/10010416222
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Mean-field-type games with jump and regime switching
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; … - In: Dynamic games and applications : DGA 10 (2020) 1, pp. 19-57
Persistent link: https://www.econbiz.de/10012226798
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Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben; Kolliopoulos, Nikolaos - In: Finance and stochastics 24 (2020) 3, pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
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Salary, financial autonomy and efficiency of healthcare systems in local governments
De Sousa, Kleber Morais; Pinhanez, Monica De Maria … - In: Applied economics letters 27 (2020) 2, pp. 122-126
Persistent link: https://www.econbiz.de/10012205391
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Minimum wages and inequality in Mexico : a Latin American perspective
Moreno-Brid, Juan Carlos; Garry, Stefanie; Krozer, Alice - In: Revista de economía mundial : REM ; revista de la … 43 (2016), pp. 113-129
Persistent link: https://www.econbiz.de/10011854469
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Comparative analysis of wages in central and eastern Europe
Kosanović, Rajko; Paunović, Sanja; Sergi, Bruno S. - In: SEER : journal for labour and social affairs in Eastern … 20 (2017) 2, pp. 159-179
Persistent link: https://www.econbiz.de/10011910744
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Salaries and promotion opportunities in the English banking industry, 1890 - 1936 : a rejoinder
Heller, Michael; Kamleitner, Bernadettte - In: Business history 56 (2014) 2, pp. 270-286
Persistent link: https://www.econbiz.de/10010337444
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Effects of Chinese imports on relative wages : microevidence from Chile
Álvarez, Roberto; Opazo R., Luis - In: The Scandinavian journal of economics 113 (2011) 2, pp. 342-363
Persistent link: https://www.econbiz.de/10009376935