On the economic risk capital of portfolio insurance.
On the Equality of Pay-Off Matrices.
On the equiponderate equation and a representation of weight quadruplets.
On the equivalence between CH and the existence of certain -Luzin subsets of .
On the existence of certainty equivalents of various relevant types.
On the existence of the price equilibrium by different methods
We have given several proofs on the existence of the price equilibrium --- via variational inequality --- via degree theory and via Brouwer's theorems.
On the first occurrence of strings.
On the foundations of mathematical modeling of economy.
On the general minimax theorem
On the hardness of game equivalence under local isomorphism
We introduce a type of isomorphism among strategic games that we call local isomorphism. Local isomorphisms is a weaker version of the notions of strong and weak game isomorphism introduced in [J. Gabarro, A. Garcia and M. Serna, Theor. Comput. Sci. 412 (2011) 6675–6695]. In a local isomorphism it is required to preserve, for any player, the player’s preferences on the sets of strategy profiles that differ only in the action selected by this player. We show that the game isomorphism problem for...
On the Leontief's problem in Banach lattices
On the level crossing of multi-dimensional delayed renewal processes.
On the mathematical aspects of an urban retail model
On the maximum probability criteria concerning the sequencial decision-making problem.
On the Measurement of financial market integration
On the necessary condition for the optimality of control in the problem of evasion in differential games
On the Novikov-Shiryaev optimal stopping problems in continuous time.
On the numerical resolution of Isaac's inequalities
On the open-open game
We modify a game due to Berner and Juhász to get what we call “the open-open game (of length ω)”: a round consists of player I choosing a nonempty open subset of a space X and II choosing a nonempty open subset of I’s choice; I wins if the union of II’s open sets is dense in X, otherwise II wins. This game is of interest for ccc spaces. It can be translated into a game on partial orders (trees and Boolean algebras, for example). We present basic results and various conditions under which I or II...
On the optimal reinsurance problem
In this paper we consider the optimal reinsurance problem in endogenous form with respect to general convex risk measures ϱ and pricing rules π. By means of a subdifferential formula for compositions in Banach spaces we first characterize optimal reinsurance contracts in the case of one insurance taker and one insurer. In the second step we generalize the characterization to the case of several insurance takers. As a consequence we obtain a result saying that cooperation brings less risk compared...