In this paper, the optimal timing of hidden reserves transfers is derived with special attention to the term structure of interest rates and interest rate risk, and using wellknown concepts from the field of finance. The paper presents one model under certainty and, as a generalization of this...

To protect data in tamper resistant software different types of data encodings can be used. To compare security of different encodings on a quantitative base a measure of resistance of data encodings must be introduced.In this paper a measure of resistance of data encodings is proposed as a...

The classical Ulm theory provides a complete set of invariants for countable abelian p-groups, and hence also for countable torsion abelian groups. These invariants involve countable ordinals. One can read off many simple structural properties of such groups directly from the Ulm theory. We...

The analytical evaluation of economic risk capital as well as the measurement and allocation of diversification for portfolios of non-normal risks is an open field in risk management research. Based on the method of copulas, we construct a parametric family of multivariate distributions using...

Let = () be a graph without isolated vertices. We say that ⊂ is a if every vertex has a neighbor in . Let () denote the minimum cardinality of a total dominating set of . We prove that if is a graph of order and minimum degree at least 3 then () ≤ /2. If equality holds then must be 3-regular...

We are going to discuss enormous integers and rates of growth after [PH77]. This breakthrough was based on a variant of the classical finite Ramsey theorem. Since then, examples have been given of greater relevance to a number of standard mathematical and computer science contexts, often...

In this article we propose a new graphical method to help us to uncover potential outliers in multivariate samples. The idea behind the method is to analyze the behavior of a growing neighborhood of each data point. This method is very robust and permits to find outliers in very complex structures

Although symmetries play a major role in physics, their use in finance is relatively new and, to the best of our knowledge, can be traced to 1995 when Kholodnyi introduced the beliefs-preferences gauge symmetry. One of the main outcomes of the beliefs-preferences gauge symmetry is that it allows...

We develop some basic functorial techniques for the study of the categories of comodules over corings. In particular, we prove that the induction functor stemming from every morphism of corings has a left adjoint, called ad-induction functor. This construction generalizes the known adjunctions...