庇护
发表于 2025-3-23 11:57:06
Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utility the author’s personal interest and the required quantitative tools from stochastic optimal control theory. A new ALM solution is then derived for constant absolute risk averse insurers subject to cointegrated assets and compound Poisson-type insurance liabilities.
保守党
发表于 2025-3-23 16:06:30
Modeling Supply Risk in the New Business Era: Supply Chain Competition and Cooperationpetition, and supply chain network with both horizontal and vertical competitions. Analytical models are presented for each problem, and the main results are elucidated. Moreover, further research directions along with big data trends are emphasized as well.
Robust
发表于 2025-3-23 21:21:19
Sparse and Multiple Risk Measures Approach for Data Driven Mean-CVaR Portfolio Optimization Model To overcome such a difficulty, we propose to add the penalty on the sparsity of the portfolio weight and combine the variance term in the DDMC formulation. Our experiments demonstrate that the proposed method mitigates the fragility of out-of-sample performance of the DDMC model significantly.
osteopath
发表于 2025-3-23 23:29:12
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ACE-inhibitor
发表于 2025-3-24 04:29:38
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朴素
发表于 2025-3-24 06:40:21
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热心助人
发表于 2025-3-24 10:52:29
Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programsd-integer quadratically constrained quadratic programming (MIQCQP) problems. Although MIQCQP problems can be directly plugged into and solved by standard MIQP solvers that are based on branch-and-bound algorithms, it is not efficient because the continuous relaxation of the standard MIQCQP reformula
唠叨
发表于 2025-3-24 15:14:40
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宴会
发表于 2025-3-24 21:30:06
Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utilityent (ALM) framework for investors and insurers in a continuous-time economy. Their approach has been generalized to different objective functions under different stochastic models for the assets and the liabilities. This paper briefly summarizes recent advances along this research direction based on
Optometrist
发表于 2025-3-24 23:39:09
A Review of Modern Cryptography: From the World War II Era to the Big-Data Eraof secret communication, which concerns about C.I.A., i.e., ., ., and . of information, so as to guarantee the safety during information transmission. Meanwhile . is the key step in information security, where an excellent example is online payment systems, which belongs to the field of Financial Te