Zobrazeno 1 - 10
of 197
pro vyhledávání: '"Ritter, Moritz"'
Autor:
Ansari, Jonathan, Ritter, Moritz
We develop comparison results for Markov tree distributions extending ordering results from the literature on discrete time Markov processes and recently studied ordering results for conditionally independent factor models to tree structures. Based o
Externí odkaz:
http://arxiv.org/abs/2404.17441
Autor:
Criens, David, Ritter, Moritz
We develop a limit theory for controlled path-dependent mean field stochastic partial differential equations (SPDEs) within the semigroup approach of Da Prato and Zabczyk. More precisely, we prove existence results for mean field limits and particle
Externí odkaz:
http://arxiv.org/abs/2312.08331
In most cases, insurance contracts are linked to the financial markets, such as through interest rates or equity-linked insurance products. To motivate an evaluation rule in these hybrid markets, Artzner et al. (2022) introduced the notion of insuran
Externí odkaz:
http://arxiv.org/abs/2212.04713
Autor:
Criens, David, Ritter, Moritz
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The solutions are allowed to take values in general separable Banach spaces. We
Externí odkaz:
http://arxiv.org/abs/2012.14262
Publikováno v:
European Actuarial Journal; Dec2024, Vol. 14 Issue 3, p929-963, 35p
Publikováno v:
In Labour Economics June 2018 52:68-73
Autor:
Ritter, Moritz
Publikováno v:
The Canadian Journal of Economics / Revue canadienne d'Economique, 2015 Dec 01. 48(5), 1902-1916.
Externí odkaz:
https://www.jstor.org/stable/43974514
Publikováno v:
Historische Zeitschrift, 1865 Jan 01. 13(2), 1-56.
Externí odkaz:
https://www.jstor.org/stable/27588276
Autor:
Criens, David, Ritter, Moritz
Publikováno v:
Journal of Theoretical Probability; Sep2022, Vol. 35 Issue 3, p2052-2067, 16p