Bandwidth Allocation and Pricing Problem for a Duopoly Market
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord.
Banzhafův index a dvoustupňové hlasovací systémy
V textu představíme tzv. Banzhafův index, který umožňuje kvantifikovat sílu voliče v předepsaném hlasovacím systému. Definice indexu je zcela elementární, podrobnější zkoumání jeho vlastností však vede k zajímavé a hlubší matematice. Výklad je ilustrován řadou konkrétních příkladů ze světa politiky; uvidíme, že díky Banzhafovu indexu se matematika dostala i na stránky novin.
Basic theory of the analytic hierarchy process: How to make a Decision.
Beiträge zur Theorie der Vermehrungsformeln
Bertrand oligopoly revisited.
Bifurcation routes to chaos in an extended Van der Pol's equation applied to economic models.
Borda efficiency of constant scoring rules with large electorates
Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆⋆⋆
In this work we consider a model of an insurance company where the insurer has to face a claims process which follows a Compound Poisson process with finite exponential moments. The insurer is allowed to invest in a bank account and in a risky asset described by Geometric Brownian motion with stochastic volatility that depends on an external factor modelled as a diffusion process. By using exponential martingale techniques we obtain upper and lower...
Brève communication. Connexité de l'espace des équilibres d'une famille d'économies
Building bridges between Mathematics, Insurance and Finance
Paul Embrechts is Professor of Mathematics at the ETH Zurich specializing in Actuarial Mathematics and Quantitative Risk Management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College). Dr. Embrechts has held visiting professorships at several universities, including the Scuola Normale in Pisa (Cattedra Galileiana), the London School of Economics (Centennial Professor of Finance), the University of Vienna, Paris 1 (Panthéon-Sorbonne), theNationalUniversity...