Abstract. In this paper we consider two performance modelling techniques from the perspectives of model construction, generation of an underlying continuous time Markov process, an...
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...
Correlated equilibria are a generalization of Nash equilibria that permit agents to act in a correlated manner and can therefore, model learning in games. In this paper we define...
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
In addition to its technical merits as a challenging non-rigid motion and structural integrity analysis problem, quantitative estimation of cardiac regional functions and material...