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totalt 4 träffar
High-Frequency Statistics with Asynchronous and Irregular Data
Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular …
Replizierende Portfolios in der Lebensversicherung
Jan Natolski behandelt die Problematik der Quantifizierung des Risikokapitals aus einer theoretischen Perspektive, die in wertvolle Impulse für die praktische Handhabung mündet. …
Cost Sharing, Capacity Investment and Pricing in Networks
Anja Schedel analyzes two models in the field of algorithmic game theory which both constitute bilevel problems in networks. The first model is a game-theoretic variant of the …
Multi-Composed Programming with Applications to Facility Location
Oleg Wilfer presents a new conjugate duality concept for geometric and cone constrained optimization problems whose objective functions are a composition of finitely many …