Solutions de tournois : un spicilège
L'article passe en revue quelques Solutions de Tournois (correspondances de choix définies sur les tournois). On compare ces solutions entre elles, et on mentionne certaines de leurs propriétés.
Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.
Solving Ratio-Dependent Predator-Prey System with Constant Effort Harvesting using Variational Iteration Method
Due to wide range of interest in use of bio-economic models to gain insight into the scientific management of renewable resources like fisheries and forestry,variational iteration method (VIM) is employed to approximate the solution of the ratio-dependent predator-prey system with constant effort prey harvesting.The results are compared with the results obtained by Adomian decomposition method and reveal that VIM is very effective and convenient for solving nonlinear differential equations.
Some applications of time series models to financial data
Some approximate formulas
Some Diagnostic Tools in Robust Econometrics
Highly robust statistical and econometric methods have been developed not only as a diagnostic tool for standard methods, but they can be also used as self-standing methods for valid inference. Therefore the robust methods need to be equipped by their own diagnostic tools. This paper describes diagnostics for robust estimation of parameters in two econometric models derived from the linear regression. Both methods are special cases of the generalized method of moments estimator based on implicit...
Some maximal elements' theorems in -spaces.
Some probabilty applications to the risk analysis in insurance theory.
Some problems of measure theory which are related to economic theory.
After a short discussion of the first application of measure theoretic tools to economics we show that it is consistent relative to the usual axioms of set theory that there exists no nonatomic probability space of power less than the continuum. This together with other results shows that Aumann's continuum-of-agents methodology provides a sound framework at least for the cooperative theory. There are, however, other problems in economics where, without further assumptions, the continuum may be...
Some recent applications of functional equations to the social and behavioral sciences. Further problems.
Some results of ruin probability for the classical risk process.
Spatial Infrastructure and Productivity in Sweden
Spreading mechanisms of cooperation for the evolutionary Prisoner's Dilemma games
We survey several mechanisms supporting the maintenance of cooperation for evolutionary Prisoner's Dilemma games. In these models players are located on the sites of a lattice or graph and they can follow one of the pure strategies: cooperation (C) or defection (D). Their total income comes from Prisoner's Dilemma games with their neighbors. We discuss the consequences of different evolutionary rules determining the time-dependence of the strategy distribution and compare the results of spreading...
Stabilité de la fonction veto, cas du veto maximal
Stability, bifurcation, and chaos in -firm nonlinear Cournot games.
Stability estimates of generalized geometric sums and their applications
The upper bounds of the uniform distance between two sums of a random number of independent random variables are given. The application of these bounds is illustrated by stability (continuity) estimating in models in queueing and risk theory.
Stability, instability and complex behavior in macrodynamic models with policy lag.
Stable Sets of Weak Tournaments
Stable solutions to homogeneous difference-differential equations with constant coefficients: Analytical instruments and an application to monetary theory
In economic systems, reactions to external shocks often come with a delay. On the other hand, agents try to anticipate future developments. Both can lead to difference-differential equations with an advancing argument. These are more difficult to handle than either difference or differential equations, but they have the merit of added realism and increased credibility. This paper generalizes a model from monetary economics by von Kalckreuth and Schröder. Working out its stability properties, we...
Stable-1/2 bridges and insurance
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an information-based approach to the reserving problem, we derive the process of the conditional distribution of the ultimate loss. The "best-estimate ultimate loss process" is given by the conditional expectation of the ultimate loss. We derive explicit expressions for the...