213 results in 91Bxx
Uniform propagation of chaos for a dollar exchange econophysics model
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 European Journal of Applied Mathematics , First View
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 22 April 2024, pp. 113

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ARROW’S THEOREM, ULTRAFILTERS, AND REVERSE MATHEMATICS
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 The Review of Symbolic Logic , First View
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 29 February 2024, pp. 124

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A datadriven kinetic model for opinion dynamics with social network contacts
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 European Journal of Applied Mathematics , First View
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 20 February 2024, pp. 127

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An asymptotic approach to centrally planned portfolio selection
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 Advances in Applied Probability , First View
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 08 February 2024, pp. 128

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Aging notions, stochastic orders, and expected utilities
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 Journal of Applied Probability , First View
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 18 October 2023, pp. 114

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Duality theory for exponential utilitybased hedging in the Almgren–Chriss model
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 Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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 03 August 2023, pp. 420438
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 June 2024

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On the joint survival probability of two collaborating firms
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 Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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 01 August 2023, pp. 369384
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 June 2024

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No arbitrage and multiplicative special semimartingales
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 Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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 09 June 2023, pp. 10331074
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 September 2023

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Conditions for indexability of restless bandits and an $O(K^3)$ algorithm to compute whittle index – CORRIGENDUM
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 Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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 09 June 2023, pp. 14731474
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 December 2023

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Measuring the suboptimality of dividend controls in a Brownian risk model
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 Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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 07 June 2023, pp. 14421472
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 December 2023

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How do empirical estimators of popular risk measures impact procyclicality?
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 Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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 29 March 2023, pp. 547579

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Tsallis valueatrisk: generalized entropic valueatrisk
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 Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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 29 November 2022, pp. 120

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Dispersive orderings induced by differences of inter risk measures
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 Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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 12 October 2022, pp. 358365
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 March 2023

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Almost firstorder stochastic dominance by distorted expectations
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 Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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 12 August 2022, pp. 888906

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Construction of aggregation paradoxes through loadsharing models
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 Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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 08 August 2022, pp. 223244
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 March 2023

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Discounted optimal stopping problems in firstpassage time models with random thresholds
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 Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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 27 June 2022, pp. 714733
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 September 2022

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Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
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 Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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 14 June 2022, pp. 12221251
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 December 2022

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Conditions for indexability of restless bandits and an $\mathcal{O}\!\left(K^3\right)$ algorithm to compute Whittle index
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 Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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 14 June 2022, pp. 11641192
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 December 2022

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Subexponential potential asymptotics with applications
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 Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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 13 June 2022, pp. 783807
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 September 2022

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Discretetime riskaware optimal switching with nonadapted costs
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 Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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 06 June 2022, pp. 625655
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 June 2022

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