Zobrazeno 1 - 10
of 2 783
pro vyhledávání: '"RENAUD, Jean"'
Autor:
Mata, Dante, Renaud, Jean-François
We consider de Finetti's stochastic control problem for a spectrally negative L\'evy process in an Omega model. In such a model, the (controlled) process is allowed to spend time under the critical level but is then subject to a level-dependent inten
Externí odkaz:
http://arxiv.org/abs/2409.13849
Remote sensing data are increasingly available and frequently used to produce forest attributes maps. The sampling strategy of the calibration plots may directly affect predictions and map qualities. The aim of this manuscript is to evaluate models t
Externí odkaz:
http://arxiv.org/abs/2408.03953
Autor:
Belloin, Gérard
Publikováno v:
Études rurales, 2004 Jul 01(171/172), 189-199.
Externí odkaz:
https://www.jstor.org/stable/20123068
We consider a classical stochastic control problem in which a diffusion process is controlled by a withdrawal process up to a termination time. The objective is to maximize the expected discounted value of the withdrawals until the first-passage time
Externí odkaz:
http://arxiv.org/abs/2406.12067
Autor:
Léziart, Yvon
Publikováno v:
Revue française de pédagogie, 2019 Jan 01(208), 135-137.
Externí odkaz:
https://www.jstor.org/stable/27159798
FUCHS (Julien) et RENAUD (Jean-Nicolas) (dir.), Former les enseignants d’EPS en France au XXe siècle
Autor:
Yacine Tajri
Publikováno v:
Histoire de l'éducation. :191-195
Autor:
Lyons, Charles R.
Publikováno v:
Educational Theatre Journal, 1967 Dec 01. 19(4), 415-425.
Externí odkaz:
https://www.jstor.org/stable/3205021
We consider an optimal stochastic control problem in which a firm's cash/surplus process is controlled by dividend payments and capital injections. Stockholders aim to maximize their dividend stream minus the cost of injecting capital, if needed. We
Externí odkaz:
http://arxiv.org/abs/2311.10191
Autor:
Locas, Félix, Renaud, Jean-François
We consider de Finetti's optimal dividends problem with absolutely continuous strategies in a spectrally negative L\'evy model with Parisian ruin as the termination time. The problem considered is essentially a generalization of both the control prob
Externí odkaz:
http://arxiv.org/abs/2310.18164