Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Patrick Kandege Mwanakatwe"'
Autor:
Waseem Razzaq, Mustafa Habib, Muhammad Nadeem, Asim Zafar, Ilyas Khan, Patrick Kandege Mwanakatwea
Publikováno v:
Complexity, Vol 2022 (2022)
This study presents a modified simplest equation method (MSEM) to investigate some real and exact solutions of conformable time fractional Benjamin-Bona-Mahony (BBM) equation and Chan-Hilliard (CH) equation. We use traveling wave transformation to ob
Externí odkaz:
https://doaj.org/article/0a1d9bb27154439fafb249ca5e21eb45
Publikováno v:
Journal of Mathematics, Vol 2023 (2023)
CO2 emissions are one of the most critical and challenging problems impacting the atmosphere. In order to reduce CO2 emissions, significant efforts must be put forward in advanced research. In this research, we propose a fractional optimal control ap
Externí odkaz:
https://doaj.org/article/c3340f2a9b334fa7a56f65ef65deb431
Publikováno v:
Complexity, Vol 2022 (2022)
Drinking kills a significant proportion of individuals every year, particularly in low-income communities. An impulsive differential equation system is used to explore the effectiveness of activated charcoal in detoxifying the body after methanol poi
Externí odkaz:
https://doaj.org/article/13435b07b9b14565a2d176b64428f00a
Publikováno v:
American Journal of Mathematical and Management Sciences. 39:182-197
In this article, we analyze the optimal contributions and investment strategies problem for a defined benefit pension fund. The pension fund manager allocates the capital in riskless and risky asse...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90e39f335305d92b3e90bcafbb09687d
https://doi.org/10.1080/01966324.2019.1691095
https://doi.org/10.1080/01966324.2019.1691095
Publikováno v:
Journal of Mathematical Finance. :254-265
This paper considers optimal investment and risk control problem under the Hull and White Stochastic Volatility (SV) model for an Insurer who aims to optimize the investment and risk control strategies. The surplus process of the insurer is assumed t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37f40aab487314a74d1d50ffc82d2b66
https://doi.org/10.4236/jmf.2019.93014
https://doi.org/10.4236/jmf.2019.93014
Publikováno v:
Computational and Applied Mathematics. 38
In this paper, we introduce the Heston–Hull–White (the hybrid) model in the pension fund management. The optimal investment and benefit payments policies for the DC pension fund with an income drawdown option are presented explicitly. In this stu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71fd707314137b90099ae4f19f5aebfe
https://doi.org/10.1007/s40314-019-0790-z
https://doi.org/10.1007/s40314-019-0790-z
Publikováno v:
Proceedings of the 2017 International Conference on Applied Mathematics, Modeling and Simulation (AMMS 2017).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89a535a86141f0aa528dbd8c6b5f9770
https://doi.org/10.2991/amms-17.2017.53
https://doi.org/10.2991/amms-17.2017.53