Zobrazeno 1 - 10
of 140
pro vyhledávání: '"Reiichiro Kawai"'
Autor:
Chenxiao Song, Reiichiro Kawai
Publikováno v:
SIAM Journal on Scientific Computing. 45:A898-A932
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa859d2a09d19bb827d71b57117161be
https://doi.org/10.1137/21m1430996
https://doi.org/10.1137/21m1430996
Publikováno v:
Insurance: Mathematics and Economics. 109:1-28
The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment, it has attracted constantly increasing interests in actuarial science, whereas the conventional research has been
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e41a7dba5cdbd1e498254332f57d843c
https://doi.org/10.1016/j.insmatheco.2022.12.003
https://doi.org/10.1016/j.insmatheco.2022.12.003
Autor:
Yue He, Reiichiro Kawai
Publikováno v:
European Journal of Operational Research. 302:1255-1271
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72e7274375655db99fbfea0766b7cbb3
https://doi.org/10.1016/j.ejor.2022.01.040
https://doi.org/10.1016/j.ejor.2022.01.040
Autor:
Chenxiao Song, Reiichiro Kawai
Publikováno v:
Probabilistic Engineering Mechanics. 72:103443
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40aebad96404d99fe60627ddc23b8130
https://doi.org/10.1016/j.probengmech.2023.103443
https://doi.org/10.1016/j.probengmech.2023.103443
Autor:
Chenxiao Song, Reiichiro Kawai
Publikováno v:
Structural Safety. 101:102292
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1bd125b18c010cae365a32e9df4597e
https://doi.org/10.1016/j.strusafe.2022.102292
https://doi.org/10.1016/j.strusafe.2022.102292
Autor:
Qinjing Qiu, Reiichiro Kawai
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and compensate a cha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f27b8745097a982e727b3e29620360a0
Autor:
Yue He, Reiichiro Kawai
Publikováno v:
Physica Scripta. 98:015006
We investigate the fractional Fokker-Planck equation subject to a damping force with an emphasis on its dimension dependent properties. We reveal a variety of surprising properties of its solution through the lens of the probability density function
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f04109e015168c97cb9fb2b8325e96b
https://doi.org/10.1088/1402-4896/aca3d8
https://doi.org/10.1088/1402-4896/aca3d8
Autor:
Chunxi Jiao, Reiichiro Kawai
Publikováno v:
SIAM Journal on Control and Optimization. 58:3709-3733
We investigate the linear programming framework for an exit-time stochastic control problem and apply the moment-sum-of-squares hierarchy to obtain tight pointwise bounds and global bounding functi...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::821aa46cb04ab42e6f83713dda945c4b
https://doi.org/10.1137/18m1232231
https://doi.org/10.1137/18m1232231