Coalgebraic decision theory
Coalitional fuzzy preferences
The paper deals with the concept of coalitional preferences in the group decision-making situations in which the agents and coalitions have only vague idea about the comparative acceptability of particular outcomes. The coalitional games with vague utilities (see, e. g., [6]) can serve for a good example when some types of the game solutions (e. g., the von Neumann– Morgenstern one) are to be extended to the fuzzy game case. In this paper, we consider the fuzzy analogies of coalitional preferences...
Coincidence theorems for families of multimaps and their applications to equilibrium problems.
Combination of anti-optimization and fuzzy-set-based analyses for structural optimization under uncertainty.
Combination trading with limit orders.
Combining System Dynamic Modeling and the Datar–Mathews Method for Analyzing Metal Mine Investments
This paper presents how a dynamic system model can be used together with the Datar–Mathews real option analysis method for investment analysis of metal mining projects. The focus of the paper is on analyzing a project from the point of view of the project owner. The paper extends the Datar–Mathews real option analysis method by combining it with a dynamic system model. The model employs a dynamic discount rate that changes as the debt-level of the project changes. A numerical case illustration of...
Commande optimale d'un modèle économétrique du Canada
Comment modéliser les préférences au moyen de fonctions d'utilité auditives
Comparaison de tendance centrale par l'analyse de transferts
La différence de tendance centrale entre deux distributions sur un ensemble fini est représentée par une série de transferts entre les modalités. Un modèle unique est proposé qui permet d'analyser ces différences pour des variables nominales, ordinales ou métriques aussi bien que pour les variables numériques. En particulier on définit un indice de différence entre les distributions qui se ramène à l'indice de distorsion de Gini dans le cas d'une variable nominale et à la différence entre les moyennes...
Comparaisons par paires : une interprétation et une généralisation de la méthode des scores
Comparing convolutions with Dhaene-Vandebroek and De Pril's recursions from a computational point of view.
Comparison of efficient seasonal indexes.
Comparison principle approach to utility maximization
We consider the problem of optimal investment for maximal expected utility in an incomplete market with trading strategies subject to closed constraints. Under the assumption that the underlying utility function has constant sign, we employ the comparison principle for BSDEs to construct a family of supermartingales leading to a necessary and sufficient condition for optimality. As a consequence, the value function is characterized as the initial value of a BSDE with Lipschitz growth.
Compatibility between pricing rules and risk measures: The CCVaR.
Complementarities and the existence of strong Berge equilibrium
This paper studies the existence and the order structure of strong Berge equilibrium, a refinement of Nash equilibrium, for games with strategic complementarities à la strong Berge. It is shown that the equilibrium set is a nonempty complete lattice. Moreover, we provide a monotone comparative statics result such that the greatest and the lowest equilibria are increasing.
Complex coupled system dynamics and the global warming policy problem.
Complex dynamics in a growth model with corruption in public procurement.
Complex dynamics in a nonlinear cobweb model for real estate market.
Complex dynamics in a simple model of interdependent open economies.
Compound Compound Poisson Risk Model
2000 Mathematics Subject Classification: 60K10, 62P05.The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli...