Les graphes de transfert et la notion de graphe inverse
Les questions actuarielles des assurances sociales, publiques et privées visant à procurer la protection de la famille. I.
Les questions actuarielles des assurances sociales, publiques et privées visant à procurer la protection de la famille. II.
Les «Recherches sur les rentes» de Duvillard (1787) et le taux interne de rentabilité
Cet article étudie un ouvrage dont l’intérêt a été sous-estimé : les Recherches sur les rentes (Paris et Genève 1787) de Duvillard (1755–1832). Son auteur a développé, il y a plus de deux siècles, une technique financière originale analogue à l’actuel « taux interne de rentabilité » (un critère pour les choix d’investissements, fondé sur l’actualisation) et il l’a appliquée à l’évaluation des rentes viagères lors de la crise qui a précédé la Révolution française. Il a utilisé à cet effet des méthodes...
Les sorties des assurances sociales
Les tables de mortalité pour les provinces tchèques
Lexicographic combinations of preference relations in the context of Possibilistic Decision Theory.
In Possibilistic Decision Theory (PDT), decisions are ranked by a pressimistic or by an optimistic qualitative criteria. The preference relations induced by these criteria have been axiomatized by corresponding sets of rationality postulates, both à la von Neumann and Morgenstern and à la Savage. In this paper we first address a particular issue regarding the axiomatic systems of PDT à la von Neumann and Morgenstern. Namely, we show how to adapt the axiomatic systems for the pessimistic and optimistic...
Lhuilier contre Condorcet, au pays des paradoxes
Limit policies in N-sector dynamic growth games with externalities.
Limit state analysis on the un-repeated multiple selection bounded confidence model
In this paper, we study the opinion evolution over social networks with a bounded confidence rule. Node initial opinions are independently and identically distributed. At each time step, each node reviews the average opinions of several different randomly selected agents and updates its opinion only when the difference between its opinion and the average is below a threshold. First of all, we provide probability bounds of the opinion convergence and the opinion consensus, are both nontrivial events...
Limit theorems for Parrondo's paradox.
Limiting distribution for a simple model of order book dynamics
A continuous-time model for the limit order book dynamics is considered. The set of outstanding limit orders is modeled as a pair of random counting measures and the limiting distribution of this pair of measure-valued processes is obtained under suitable conditions on the model parameters. The limiting behavior of the bid-ask spread and the midpoint of the bid-ask interval are also characterized.
Limits of Bayesian decision related quantities of binomial asset price models
We study Bayesian decision making based on observations () of the discrete-time price dynamics of a financial asset, when the hypothesis a special -period binomial model and the alternative is a different -period binomial model. As the observation gaps tend to zero (i. e. ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical and...
L'implication statistique entre variables modales
L'implication statistique, selon R.Gras, permet d'associer à un ensemble de variables binaires ou fréquentielles un préordre représentable par un graphe non symétrique et par une hiérarchie ascendante. L'analyse d'un questionnaire à modalités totalement ordonnées nous contraint, pour conserver l'information maximale, à étendre cette notion à des variables modales et, par suite et a fortiori, à des variables ordinales qui s'y ramènent. A la suite de cette construction, on examine les contributions...
L'importance des réseaux en économie
Linear bifurcation analysis with applications to relative socio-spatial dynamics.
Linear complementarity problems and bi-linear games
In this paper, we define bi-linear games as a generalization of the bimatrix games. In particular, we generalize concepts like the value and equilibrium of a bimatrix game to the general linear transformations defined on a finite dimensional space. For a special type of -transformation we observe relationship between the values of the linear and bi-linear games. Using this relationship, we prove some known classical results in the theory of linear complementarity problems for this type of -transformations....
Linear filtering of systems with memory and application to finance.
Linear time-optimal control problem with incomplete information about state. Optimization of guaranteed result
Lineare Modelle und Hochrechnung von Wahlergebnissen.