Synthesis of probability transformers
J. Łąski (1976)
Applicationes Mathematicae
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J. Łąski (1976)
Applicationes Mathematicae
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C. V. Stanojević (1973)
Recherche Coopérative sur Programme n°25
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Jaime Martínez Sánchez, Fernando Baltazar-Larios (2022)
Kybernetika
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In this paper, we show two applications of the Banach's Fixed-Point Theorem: first, to approximate the ultimate ruin probability in the classical risk model or Cramér-Lundberg model when claim sizes have some arbitrary continuous distribution and second, we propose an algorithm based in this theorem and some conditions to guarantee the continuity of the ruin probability with respect to the weak metric (Kantorovich). In risk theory literature, there is no methodology based in the Banach's...
Mostafa K. Ardakani, Shaun S. Wulff (2014)
Discussiones Mathematicae Probability and Statistics
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Bertrand's paradox is a longstanding problem within the classical interpretation of probability theory. The solutions 1/2, 1/3, and 1/4 were proposed using three different approaches to model the problem. In this article, an extended problem, of which Bertrand's paradox is a special case, is proposed and solved. For the special case, it is shown that the corresponding solution is 1/3. Moreover, the reasons of inconsistency are discussed and a proper modeling approach is determined by...
M. S. Bingham, K. R. Parthasarathy (1966-1967)
Publications mathématiques et informatique de Rennes
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Romano Scozzafava (1996)
Mathware and Soft Computing
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Patrizia Berti, Luca Pratelli, Pietro Rigo, Fabio Spizzichino (2015)
Dependence Modeling
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Let (X,A) and (Y,B) be measurable spaces. Supposewe are given a probability α on A, a probability β on B and a probability μ on the product σ-field A ⊗ B. Is there a probability ν on A⊗B, with marginals α and β, such that ν ≪ μ or ν ~ μ ? Such a ν, provided it exists, may be useful with regard to equivalent martingale measures and mass transportation. Various conditions for the existence of ν are provided, distinguishing ν ≪ μ from ν ~ μ.
Giulianella Coletti (1996)
Mathware and Soft Computing
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In this paper we present an overview of mathematical models for handling partial entailments and their extensions in a probabilistic frame.
Andrzej Kamiński (1985)
Colloquium Mathematicae
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Locker, Bernard (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
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Nguyen Van Hung, Quang Luu Dinh (1989)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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Michał Baran (2004)
Applicationes Mathematicae
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The probability minimizing problem for large losses of portfolio in discrete and continuous time models is studied. This gives a generalization of quantile hedging presented in [3].
A. Montanaro, A. Bressan (1983)
Rendiconti del Seminario Matematico della Università di Padova
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