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  • Search: subject:"interacting particle systems"
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Year of publication
Subject
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interacting particle systems 3 Credit derivatives 2 Evolutionäre Spieltheorie 2 Fokker-Planck equation 2 Interacting particle systems 2 Loss modelling 2 Martingale problem 2 Monte-Carlo Algorithm 2 Soziale Beziehungen 2 Stochastic local intensity model 2 Theorie 2 coordination games 2 equilibrium 2 evolutionary dynamics 2 social interaction 2 Gesundheitsversorgung 1 Räumliche Verteilung 1 evolutionary game theory 1 geographic variations in medicine 1 local interactions 1 medical practice guidelines 1 social influence 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 2
Language
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English 3 Undetermined 2
Author
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Alfonsi, Aurélien 2 Horst, Ulrich 2 Labart, Céline 2 Lelong, Jérôme 2 Burke, Mary A. 1 Fournier, Gary M. 1 Prasad, Kislaya 1
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Institution
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HAL 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Post-Print / HAL 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Working Papers 1 Working Papers / HAL 1
Source
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RePEc 3 EconStor 2
Showing 1 - 5 of 5
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Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme - HAL - 2014
It is well-known from the work of Sch ̈onbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose deterministic jump intensity is called local intensity. The Stochastic Local Intensity (SLI) models such as the one...
Persistent link: https://www.econbiz.de/10010820873
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Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme - HAL - 2013
It is well-known from the work of Sch ̈onbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose deterministic jump intensity is called local intensity. The Stochastic Local Intensity (SLI) models such as the one...
Persistent link: https://www.econbiz.de/10010607937
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Dynamic systems of social interactions
Horst, Ulrich - 2010
We state conditions for existence and uniqueness of equilibria in evolutionary models with an infinity of locally and globally interacting agents. Agents face repeated discrete choice problems. Their utility depends on the actions of some designated neighbors and the average choice throughout...
Persistent link: https://www.econbiz.de/10010270807
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Dynamic Systems of Social Interactions
Horst, Ulrich - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
We state conditions for existence and uniqueness of equilibria in evolu- tionary models with an infinity of locally and globally interacting agents. Agents face repeated discrete choice problems. Their utility depends on the actions of some designated neighbors and the average choice throughout...
Persistent link: https://www.econbiz.de/10008629515
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Geographic variations in a model of physician treatment choice with social interactions
Burke, Mary A.; Fournier, Gary M.; Prasad, Kislaya - 2009
Location-specific norms of behavior are a widespread phenomenon. In the case of medical practice, numerous studies have found that geographic location exerts a strong influence on the choice of treatments and procedures. This paper shows how the presence of social influence on treatment...
Persistent link: https://www.econbiz.de/10010280937
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