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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...

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Salvato in:
Natura: Online
Lingua:inglese
Pubblicazione: MDPI - Multidisciplinary Digital Publishing Institute 2024
Soggetti:
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
Accesso online:ONIX_20240906_9783725817290_185
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