Search Results - subject:"hypergeometric functions"

Risk aggregation in multivariate dependent Pareto distributions

Sarabia, José María; Gómez-Déniz, Emilio; Prieto, … - In: Insurance / Mathematics & economics 71 (2016), pp. 154-163

Persistent link: https://www.econbiz.de/10011630633

Constructions for a bivariate beta distribution

Olkin, Ingram; Trikalinos, Thomas A. - In: Statistics & Probability Letters 96 (2015) C, pp. 54-60

We provide a new bivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.

Persistent link: https://www.econbiz.de/10011115959

Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions

Gómez, Manuel A. - In: Journal of Mathematical Economics 51 (2014) C, pp. 50-54

This paper analyzes the equilibrium dynamics in a class of one-sector endogenous growth models with external habits. Using an explicit solution expressed in terms of the Gauss hypergeometric function, we show that the levels of consumption, habits and capital may exhibit non-monotonic transition...

Persistent link: https://www.econbiz.de/10011065459

Equilibrium dynamics in a class of one-sector endogenous growth models with external habits : an application of special functions

Gómez, Manuel A. - In: Journal of mathematical economics 51 (2014), pp. 50-54

Persistent link: https://www.econbiz.de/10010478587

Optimal starting-stopping and switching of a CIR process with fixed costs

Leung, Tim; Li, Xin; Wang, Zheng - In: Risk and decision analysis 5 (2014) 2/3, pp. 149-161

Persistent link: https://www.econbiz.de/10011285058

Global dynamics and imbalance effects in the Lucas Uzawa model : further results

Rauf, BOUCEKKINE; Blanca, MARTINEZ; Jose R., RUIZ-TAMARIT - Institut de Recherche Économique et Sociale (IRES), … - 2007

In this paper we use a new analytical approach to the Lucas-Uzawa model (Boucekkine and Ruiz-Tamarit, 2007) to extend the existinc results on the dynamics and notably on the imbalance effects arising in the model. The approach does not only allow to extend the traditional analysis to any initial...

Persistent link: https://www.econbiz.de/10004984780

Global dynamics and imbalance effects in the Lucas-Uzawa model: further results

BOUCEKKINE, Raouf; MARTINEZ, Blanca; RUIZ-TAMARIT, Jose R. - Center for Operations Research and Econometrics (CORE), … - 2007

In this paper we use a new analytical approach to the Lucas-Uzawa model (Boucekkine and Ruiz Tamarit, 2007) to extend the existing results on the dynamics, and notably on the imbalance effects arising in the model. The approach does not only allow to extend the traditional analysis to any...

Persistent link: https://www.econbiz.de/10005065456

A note on global dynamics and imbalance effects in the Lucas-Uzawa model

Boucekkine, Raouf; Martínez, B.; Ruiz-Tamarit, J. R. - Department of Economics, Adam Smith Business School - 2007

value. Keywords: Lucas-Uzawa, hypergeometric functions, imbalance efiects, global dy- namics. Journal of Economic Literature … and Ruiz-Tamarit (2007) use Gaussian hypergeometric functions 2F1(a;b;c;z) in their closed-form solution. Some basic … (11)- (14) can be written in terms of Gaussian hypergeometric functions in their Euler integral representation. More …

Persistent link: https://www.econbiz.de/10005729963

Bayesian estimation of the size of a population

Höhle, Michael; Held, Leonhard - 2006

We consider the following problem: estimate the size of a population marked with serial numbers after only a sample of the serial numbers has been observed. Its simplicity in formulation and the inviting possibilities of application make this estimation well suited for an undergraduate level...

Persistent link: https://www.econbiz.de/10010266136

Integral Options in Models with Jumps

Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

and continuous fit, hypergeometric functions. 1 The paper is organized as follows. In Section 2, using change … operator of the process X and derive the solution, which is expressed by Gauss’ and Kummer’s hypergeometric functions and thus …

Persistent link: https://www.econbiz.de/10005678045