Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks
Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are helping...
में बचाया:
| स्वरूप: | Online |
|---|---|
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
MDPI - Multidisciplinary Digital Publishing Institute
2024
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| विषय: | |
| ऑनलाइन पहुंच: | ONIX_20240906_9783725817290_185 |
| टैग: |
कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!
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| _version_ | 1869529769578594304 |
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| collection | Directory of Open Access Books |
| description | Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are helping to develop sophisticated mathematical models to better understand, predict, and optimize financial markets, economic behaviors, and risk management. These studies, as well as the theoretical results and practical applications contained in this reprint, underscore the importance of a rigorous, quantitative approach to navigate and master the intricacies of these interconnected fields. This synergy not only advances theoretical understanding but also drives practical innovations, ensuring robustness and resilience in a rapidly evolving global landscape of modern quantitative techniques for financial mathematics, actuarial science and operational research. |
| format | Online |
| id | doab-20.500.12854ir-143823 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2024 |
| publishDateRange | 2024 |
| publishDateSort | 2024 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-1438232024-09-06T08:33:03Z Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks Yao, Jing Hu, Xiang Li, Jingchao default risk ambiguity aversion HJB equation optimal investment (p,q,m)-core inverse 〈p,q,n〉-core inverse 〈i,m〉-core inverse (j,m)-core inverse core inverse DMP-inverse core-EP inverse two-sided jumps Gerber–Shiu function Laguerre series estimator skew diffusion process perturbed diffusion process perturbed skew diffusion process local time change in time bidimensional perturbed risk model correlated brownian motions finite-time ruin probability heavy-tailed risk model interest force DC pension plan stochastic volatility Poisson process common shock dependence inflation Hamilton–Jacobi–Bellman equation automobile insurance generalized additive models splines tariff analysis transience recurrence CIR model time-dependent region reflection portfolio optimization robustness sparsity uncertainty set penalty-alternating-direction method dividend payment model ambiguity optimal debt ratio financial preparedness emergency fund machine learning consumer studies M-CEV model expected utility HARA ambiguity-aversion Cauchy problem vine copula grouped model CoES systemic risk rolling of Monte Carlo simulation queuing system impatient customers optimization pricing strategy thema EDItEUR::K Economics, Finance, Business and Management thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are helping to develop sophisticated mathematical models to better understand, predict, and optimize financial markets, economic behaviors, and risk management. These studies, as well as the theoretical results and practical applications contained in this reprint, underscore the importance of a rigorous, quantitative approach to navigate and master the intricacies of these interconnected fields. This synergy not only advances theoretical understanding but also drives practical innovations, ensuring robustness and resilience in a rapidly evolving global landscape of modern quantitative techniques for financial mathematics, actuarial science and operational research. 2024-09-06T08:32:57Z 2024-09-06T08:32:57Z 2024 book ONIX_20240906_9783725817290_185 9783725817290 9783725817306 https://directory.doabooks.org/handle/20.500.12854/143823 eng application/octet-stream Attribution-NonCommercial-NoDerivatives 4.0 International https://mdpi.com/books/pdfview/book/9575 https://mdpi.com/books/pdfview/book/9575 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-7258-1730-6 10.3390/books978-3-7258-1730-6 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783725817290 9783725817306 open access |
| spellingShingle | default risk ambiguity aversion HJB equation optimal investment (p,q,m)-core inverse 〈p,q,n〉-core inverse 〈i,m〉-core inverse (j,m)-core inverse core inverse DMP-inverse core-EP inverse two-sided jumps Gerber–Shiu function Laguerre series estimator skew diffusion process perturbed diffusion process perturbed skew diffusion process local time change in time bidimensional perturbed risk model correlated brownian motions finite-time ruin probability heavy-tailed risk model interest force DC pension plan stochastic volatility Poisson process common shock dependence inflation Hamilton–Jacobi–Bellman equation automobile insurance generalized additive models splines tariff analysis transience recurrence CIR model time-dependent region reflection portfolio optimization robustness sparsity uncertainty set penalty-alternating-direction method dividend payment model ambiguity optimal debt ratio financial preparedness emergency fund machine learning consumer studies M-CEV model expected utility HARA ambiguity-aversion Cauchy problem vine copula grouped model CoES systemic risk rolling of Monte Carlo simulation queuing system impatient customers optimization pricing strategy thema EDItEUR::K Economics, Finance, Business and Management thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks |
| title | Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks |
| title_full | Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks |
| title_fullStr | Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks |
| title_full_unstemmed | Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks |
| title_short | Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks |
| title_sort | modeling analysis and optimization for mathematical finance economics and risks |
| topic | default risk ambiguity aversion HJB equation optimal investment (p,q,m)-core inverse 〈p,q,n〉-core inverse 〈i,m〉-core inverse (j,m)-core inverse core inverse DMP-inverse core-EP inverse two-sided jumps Gerber–Shiu function Laguerre series estimator skew diffusion process perturbed diffusion process perturbed skew diffusion process local time change in time bidimensional perturbed risk model correlated brownian motions finite-time ruin probability heavy-tailed risk model interest force DC pension plan stochastic volatility Poisson process common shock dependence inflation Hamilton–Jacobi–Bellman equation automobile insurance generalized additive models splines tariff analysis transience recurrence CIR model time-dependent region reflection portfolio optimization robustness sparsity uncertainty set penalty-alternating-direction method dividend payment model ambiguity optimal debt ratio financial preparedness emergency fund machine learning consumer studies M-CEV model expected utility HARA ambiguity-aversion Cauchy problem vine copula grouped model CoES systemic risk rolling of Monte Carlo simulation queuing system impatient customers optimization pricing strategy thema EDItEUR::K Economics, Finance, Business and Management thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting |
| topic_facet | default risk ambiguity aversion HJB equation optimal investment (p,q,m)-core inverse 〈p,q,n〉-core inverse 〈i,m〉-core inverse (j,m)-core inverse core inverse DMP-inverse core-EP inverse two-sided jumps Gerber–Shiu function Laguerre series estimator skew diffusion process perturbed diffusion process perturbed skew diffusion process local time change in time bidimensional perturbed risk model correlated brownian motions finite-time ruin probability heavy-tailed risk model interest force DC pension plan stochastic volatility Poisson process common shock dependence inflation Hamilton–Jacobi–Bellman equation automobile insurance generalized additive models splines tariff analysis transience recurrence CIR model time-dependent region reflection portfolio optimization robustness sparsity uncertainty set penalty-alternating-direction method dividend payment model ambiguity optimal debt ratio financial preparedness emergency fund machine learning consumer studies M-CEV model expected utility HARA ambiguity-aversion Cauchy problem vine copula grouped model CoES systemic risk rolling of Monte Carlo simulation queuing system impatient customers optimization pricing strategy thema EDItEUR::K Economics, Finance, Business and Management thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting |
| url | ONIX_20240906_9783725817290_185 |