The Pólya-Aeppli process and ruin problems.
Minkova, Leda D. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Minkova, Leda D. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Brianzoni, Serena, Mammana, Cristiana, Michetti, Elisabetta, Zirilli, Francesco (2008)
Discrete Dynamics in Nature and Society
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Ratanov, Nikita (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Xu, Qing, Batabyal, Amitrajeet A. (2002)
Discrete Dynamics in Nature and Society
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Siu, Tak Kuen (2010)
International Journal of Stochastic Analysis
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Yang, Zhaojun, Ewald, Christian-Oliver, Wang, Wen-Kai (2011)
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Ulrich Herkenrath, Radu Theodorescu (1981)
Trabajos de Estadística e Investigación Operativa
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The aim of this paper is to show that the theory of (generalized) random systems with complete connection may serve as a mathematical framework for learning and adaption. Chapter 1 is of an introductory nature and gives a general description of the problems with which one is faced. In Chapter 2 the mathematical model and some results about it are explained. Chapter 3 deals with special learning and adaption models.
Gordienko, Evgueni, Ruiz de Chávez, Juan (2002)
Journal of Applied Mathematics and Stochastic Analysis
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Hao, Ruili, Ye, Zhongxing (2011)
Mathematical Problems in Engineering
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Philippe Durand, Jean-Frédéric Jouanin (2007)
ESAIM: Probability and Statistics
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In practice, it is well known that hedging a derivative instrument can never be perfect. In the case of credit derivatives ( synthetic CDO tranche products), a trader will have to face some specific difficulties. The first one is the inconsistence between most of the existing pricing models, where the risk is the occurrence of defaults, and the real hedging strategy, where the trader will protect his portfolio against small CDS spread movements. The second one, which is the main subject...
Hansjörg Albrecher, Stefan Thonhauser (2009)
RACSAM
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Gideon, F., Mukuddem-Petersen, J., Petersen, M.A. (2007)
Journal of Applied Mathematics
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