Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Yilun Song"'
Publikováno v:
Scandinavian Actuarial Journal. :1-36
This paper investigates a Stackelberg game between an insurer and a reinsurer under the $α$-maxmin mean-variance criterion. The insurer can purchase per-loss reinsurance from the reinsurer. With the insurer's feedback reinsurance strategy, the reins
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d68baff37f29969b314078d317783c0
https://doi.org/10.1080/03461238.2023.2208583
https://doi.org/10.1080/03461238.2023.2208583
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
Publikováno v:
Insurance: Mathematics and Economics. 102:188-202
In this paper, we study the individual's optimal asset allocation, consumption and retirement time under habitual persistence. To depict the phenomenon that the individual feels equally satisfied with a lower habitual level and is more reluctant to c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73eae74014c90c094fc125b04b3d4209
https://doi.org/10.1016/j.insmatheco.2021.10.004
https://doi.org/10.1016/j.insmatheco.2021.10.004
Publikováno v:
Lecture Notes in Electrical Engineering ISBN: 9789819905522
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e10f899fab096d76876d8d9b9e2320ab
https://doi.org/10.1007/978-981-99-0553-9_78
https://doi.org/10.1007/978-981-99-0553-9_78
Publikováno v:
2022 IEEE 7th International Conference on Smart Cloud (SmartCloud).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65c137d4d935a748bff74687afb9ab74
https://doi.org/10.1109/smartcloud55982.2022.00036
https://doi.org/10.1109/smartcloud55982.2022.00036
Publikováno v:
Scandinavian Actuarial Journal. 2021:505-531
In this paper, we study the optimal contribution rate of pay-as-you-go (PAYGO) pension under a Nash equilibrium between the participants and the government. Given the fixed contribution rate, the p...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::197b24da42b6872b5d4f4e9ef2323057
https://doi.org/10.1080/03461238.2020.1858153
https://doi.org/10.1080/03461238.2020.1858153
Publikováno v:
Journal of Statistical Physics. 180:576-596
We consider the complexity of random ferromagnetic landscapes on the hypercube $$\{\pm \,1\}^N$$ given by Ising models on the complete graph with i.i.d. non-negative edge-weights. This includes, in particular, the case of Bernoulli disorder correspon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cd52cd5b855e5ea032b14a682e213e7
https://doi.org/10.1007/s10955-019-02480-4
https://doi.org/10.1007/s10955-019-02480-4
Publikováno v:
Physical Review A. 98
A scheme is presented to perform an entangling gate between two atomic ensembles or Bose-Einstein condensates in a optical cavity with a common optical mode. The method involves using a generalized Stimulated Raman Adiabatic Passage (STIRAP) to adiab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::504eb11fb890be95b8340bb5fb084ae4
https://doi.org/10.1103/physreva.98.043616
https://doi.org/10.1103/physreva.98.043616
Publikováno v:
ResearcherID
Creep and shrinkage have pronounced effects on the long-term deflection of prestressed concrete members. Under repeated loading, the rate of creep in prestressed concrete members is often accelerated. In this paper, an iterative computational procedu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::452d8edc13d5def214ba42dc958f1203
https://doi.org/10.12989/cac.2013.12.6.739
https://doi.org/10.12989/cac.2013.12.6.739
Publikováno v:
Computers & Concrete; Dec2013, Vol. 12 Issue 6, p739-754, 16p