Search Results - subject:"Recursion"

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Recovery Process Model for Two Companies

Itoh, Yuki - In: Asia-Pacific Financial Markets 16 (2009) 4, pp. 287-331

Persistent link: https://www.econbiz.de/10008527213

Panjer recursion versus FFT for compound distributions

Embrechts, Paul; Frei, Marco - In: Computational Statistics 69 (2009) 3, pp. 497-508

Numerical evaluation of compound distributions is an important task in insurance mathematics and quantitative risk management. In practice, both recursive methods as well as transform based techniques are widely used. We give a survey of these tools, point out the respective merits and provide...

Persistent link: https://www.econbiz.de/10010759344

Panjer recursion versus FFT for compound distributions

Embrechts, Paul; Frei, Marco - In: Mathematical Methods of Operations Research 69 (2009) 3, pp. 497-508

Persistent link: https://www.econbiz.de/10010950135

Spin-1/2 and spin-1 Ising model with crystal field on a bilayer Bethe lattice

Albayrak, E.; Yilmaz, S. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 5, pp. 1173-1184

recursion relations in a pairwise approach was employed for the solution of the problem on the bilayer Bethe lattice and the …

Persistent link: https://www.econbiz.de/10011057646

Dimer-monomer model on the Sierpinski gasket

Chang, Shu-Chiuan; Chen, Lung-Chi - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 7, pp. 1551-1566

We present the numbers of dimer–monomers Md(n) on the Sierpinski gasket SGd(n) at stage n with dimension d equal to two, three and four. The upper and lower bounds for the asymptotic growth constant, defined as zSGd=limv→∞lnMd(n)/v where v is the number of vertices on SGd(n), are derived...

Persistent link: https://www.econbiz.de/10011057676

Mixed spin-2 and spin-52 Blume–Emery–Griffiths model

Albayrak, E. - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 1, pp. 174-184

using the exact recursion equations with the coordination number q=3 corresponding to the honeycomb lattice on real lattices …

Persistent link: https://www.econbiz.de/10010590138

NONLINEAR BEHAVIOR OF QUANTUM TRANSPORT THROUGH NANOCONTACTS — AB INITIO CALCULATION STUDY

HIROSE, KENJI; KOBAYASHI, NOBUHIKO - In: Surface Review and Letters (SRL) 13 (2006) 02, pp. 179-183

-scale nanocontacts as a function of the distance between electrodes by using the first-principles recursion-transfer-matrix (RTM) method …

Persistent link: https://www.econbiz.de/10005047107

A Recursive Value for n -Person Cooperative Games

Salonen, Hannu - Taloustieteen laitos, Turun Kauppakorkeakoulu - 2006

Some solution concepts for n -person games admit a recursive definition. In such a recursion, the solution of an n … these kind of recursion formulas are of course computational devices, they can also help us to understand the bargaining … processes behind various solution concepts. Two recursion formulas leading to the Shapley value are studied in more detail. …

Persistent link: https://www.econbiz.de/10005523741

The critical behavior of the mixed spin-1 and spin-2 Ising ferromagnetic system on the Bethe lattice

Albayrak, Erhan; Yigit, Ali - In: Physica A: Statistical Mechanics and its Applications 349 (2005) 3, pp. 471-486

-field interactions, DA for spin-1 and DB for spin-2, is studied on the Bethe lattice by using the exact recursion equations. The exact … the system are obtained in terms of the recursion relations. The phase diagrams on the (kTc/J,DA/J) and (kTc …

Persistent link: https://www.econbiz.de/10010590668

Mixed spin-12 and spin-32 Blume–Capel Ising ferrimagnetic system on the Bethe lattice

Albayrak, Erhan; Alçi, Akkadin - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 1, pp. 48-60

lattice by the use of exact recursion relations. The exact expressions for the magnetization, quadrupole moment, Curie …

Persistent link: https://www.econbiz.de/10010591235