Search Results - subject:"Pseudo-compound"

Aggregate implications of lumpy investment under heterogeneity and uncertainty : a model of collective behavior

Arata, Yoshiyuki; Kimura, Yosuke; Murakami, Hiroki - In: Evolutionary and institutional economics review 14 (2017) 2, pp. 311-333

Persistent link: https://www.econbiz.de/10011770378

Notes on discrete compound Poisson model with applications to risk theory

Zhang, Huiming; Liu, Yunxiao; Li, Bo - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 325-336

numerically compute the tail probability. Furthermore, we define the discrete pseudo compound Poisson (DPCP) distribution and give …

Persistent link: https://www.econbiz.de/10011116645

Notes on discrete compound Poisson model with applications to risk theory

Zhang Huiming; Liu, Yunxiao; Li, Bo - In: Insurance / Mathematics & economics 59 (2014), pp. 325-336

Persistent link: https://www.econbiz.de/10010469967

Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach

Cortelezzi, Flavia; Villani, Giovanni - In: Computational Economics 33 (2009) 3, pp. 209-236

Persistent link: https://www.econbiz.de/10005067837

Valuation of R&D Sequential Exchange Options using Monte Carlo approach

Cortelezzi, Flavia; Villani, Giovanni - Dipartimento di Scienze Economiche, Matematiche e … - 2008

This article describes a methodology for evaluating R&D investment projects using Monte Carlomethods. R&D projects generally involves multiple phases with or without overlapping. R&D investments are made often in a phased manner, with the commencement of subsequent phase being dependent on the...

Persistent link: https://www.econbiz.de/10005434774