Die Sanierung der čechoslovakischen Bergarbeiterversicherung
Die Sterblichkeitsverhältnisse der deutschen Invalidenrentenempfänger
Die Zufallsverträge in der Wahrscheinlichkeitsrechnung. I
Die Zufallsverträge in der Wahrscheinlichkeitsrechnung. II
Different approaches to weighted voting systems based on preferential positions
Voting systems produce an aggregated result of the individual preferences of the voters. In many cases the aggregated collective preference – the result of the voting procedure – mirrors much more than anything else the characteristics of the voting systems. Preferential voting systems work most of the time with equidistant differences between the adjacent preferences of an individual voter. They produce, as voting systems usually do, some paradoxical results under special circumstances. However,...
Discontinuity, decision and conflict.
The motivation for this paper arises out of the authors experiences in modelling real decision makers where the decisions show not only a continuous response to a continuously changing environment but also sudden or discontinuous changes. The theoretical basis involves a parametric characterisation of the environment, a decision makers perception of it in terms of a twice differentiable Distribution Function and a bounded Loss Function. Under a specified minimizing dynamic, the resultant Expected...
Discrete bidding games.
Discrete dynamics in transitional economies.
Discrete Lundberg-type bounds with actuarial applications
Different kinds of renewal equations repeatedly arise in connection with renewal risk models and variations. It is often appropriate to utilize bounds instead of the general solution to the renewal equation due to the inherent complexity. For this reason, as a first approach to construction of bounds we employ a general Lundberg-type methodology. Second, we focus specifically on exponential bounds which have the advantageous feature of being closely connected to the asymptotic behavior (for large...
Discrete stochastic dynamics of income inequality in education: An applied stochastic model and a case study.
Discrete time arbitrage under transaction costs
Conditions for the absence of arbitrage in discrete time markets with various kinds of transaction costs are shown.
Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs
Long run risk sensitive portfolio selection is considered with proportional transaction costs. In the paper two methods to prove existence of solutions to suitable Bellman equations are presented. The first method is based on discounted cost approximation and requires uniform absolute continuity of iterations of transition operators of the factor process. The second method is based on uniform ergodicity of portions of the capital invested in assets and requires additional assumptions concerning...
Diskuse o pensijním pojištění
Distribution-valued weak solutions to a parabolic problem arising in financial mathematics.
Domaine de victoire et stratégies viables chez les pêcheurs décrits par l'anthropologue Fredrik Barth
L'anthropologue Fredrik Barth a analysé l'émergence des formes sociales chez les pêcheurs norvégiens. Sa perspective est bien modélisée par les outils mathématiques de la théorie de la viabilité, grâce auxquels on peut calculer l'ensemble des états à partir desquels la survie du système est encore possible, ainsi que la bonne décision à prendre à chaque instant, entre explorer ou suivre les autres bateaux. En outre, il se trouve que, techniquement, la condition de compacité des images de la correspondance...
Dominances stochastiques pour deux classes de fonctions d'utilité : concaves et convexes
Double barrier options with curved boundaries.
Douze méthodes d'analyse multicritère
Duality results involving functions associated to nonempty subsets of locally convex spaces.
Durchschnittliche Prämienreserve in der Sozialversicherung. I