Least-squares method is the most popular method for parameter estimation. It is easy applicable, but it has considerable drawback. Under well-known conditions in the presence of no...
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
When filtering through a wall with constant averaging radius, in addition to the subfilter scale stresses, a non-closed commutator term arises. We consider a proposal of Das and ...
We consider a so-called random obstacle model for the motion of a hypersurface through a field of random obstacles, driven by a constant driving field. The resulting semilinear par...
: We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In an insurance model with an insurable loss and dependent background w...