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  • Search: subject:"recursion"
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Subject
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Theorie 3 Theory 3 Area Statistics 2 Functionals of Brownian Bridge 2 Monte Carlo Simulation 2 Nonparametric Tests 2 P-P-Plot 2 Panjer recursion 2 Poisson mixture distribution 2 Probability theory 2 Recursion 2 Recursion Formulae 2 Risikomodell 2 Risk model 2 Voting games 2 Wahrscheinlichkeitsrechnung 2 compound distribution 2 dependence modelling 2 dynamic programming recursion 2 extended CreditRisk+ 2 homogenous strip 2 infinitely many players 2 recursion theory 2 two-dimensional layout 2 Actuarial mathematics 1 Algorithm 1 Algorithmus 1 BOCK-TOEPLITZ MATRIX 1 BUSINESS PROCESS 1 CHART 1 CONVEYOR 1 Coalition structure 1 Credit risk 1 Deficit at ruin 1 Discrete-time risk model 1 Dynamic games 1 Dynamic programming 1 Dynamische Optimierung 1 Externalities 1 FAST ALGORITHM 1
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Online availability
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Free 14 CC license 1
Type of publication
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Book / Working Paper 8 Article 6
Type of publication (narrower categories)
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Article 2 Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 7 Undetermined 7
Author
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Cui, Yao-Dong 2 Du, Jun 2 Ji, Jun 2 Kraft, Stefan 2 Kumabe, Masahiro 2 Mihara, H. Reiju 2 Rudolph, Cordelia 2 Schmid, Friedrich 2 Schmock, Uwe 2 Shi, Ning 2 Xing, Fei-Fei 2 Chen, Mi 1 Guo, Junyi 1 Iskhakov, Fedor 1 McQuillin, Ben 1 Rust, John 1 Schjerning, Bertel 1 Tyran, Jean-Robert 1 Velupillai, K. Vela 1 Wu, Xueyuan 1 ВАСИЛЬЕВИЧ, КУПРИЯНОВ БОРИС 1 ВЛАДИМИРОВИЧ, КЛИМЧЕНКО ВЛАДИМИР 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics, National University of Ireland 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Økonomisk Institut, Københavns Universitet 1
Published in...
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MPRA Paper 3 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1 Journal of Industrial Engineering and Management (JIEM) 1 Journal of industrial engineering and management : JIEM 1 Risks 1 Risks : open access journal 1 Working Papers / Department of Economics, National University of Ireland 1 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 1 Проблемы управления 1 Управление большими системами: сборник трудов 1
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Source
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RePEc 8 ECONIS (ZBW) 3 EconStor 3
Showing 1 - 10 of 14
Did you mean: subject:"recession" (19,243 results)
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Multivariate collective risk model: Dependent claim numbers and Panjer's recursion
Rudolph, Cordelia; Schmock, Uwe - In: Risks 8 (2020) 2, pp. 1-31
In this paper, we discuss a generalization of the collective risk model and of Panjer's recursion. The model we …'s recursion is also applicable by finding an appropriate equivalent representation of the claim numbers. These dependence … distributions also keeps Panjer's recursion applicable. …
Persistent link: https://www.econbiz.de/10013200577
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Multivariate collective risk model : dependent claim numbers and Panjer's recursion
Rudolph, Cordelia; Schmock, Uwe - In: Risks : open access journal 8 (2020) 2/43, pp. 1-31
In this paper, we discuss a generalization of the collective risk model and of Panjer's recursion. The model we …'s recursion is also applicable by finding an appropriate equivalent representation of the claim numbers. These dependence … distributions also keeps Panjer's recursion applicable. …
Persistent link: https://www.econbiz.de/10012292820
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A deterministic algorithm for generating optimal three-stage layouts of homogenous strip pieces
Ji, Jun; Xing, Fei-Fei; Du, Jun; Shi, Ning; Cui, Yao-Dong - In: Journal of Industrial Engineering and Management (JIEM) 7 (2014) 5, pp. 1167-1182
Purpose: The time required by the algorithms for general layouts to solve the large-scale two-dimensional cutting problems may become unaffordable. So this paper presents an exact algorithm to solve above problems. Design/methodology/approach: The algorithm uses the dynamic programming algorithm...
Persistent link: https://www.econbiz.de/10011939166
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Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games
Iskhakov, Fedor; Rust, John; Schjerning, Bertel; Tyran, … - Økonomisk Institut, Københavns Universitet - 2014
represented by a partial order on the state space. We propose a fast and robust state recursion algorithm that can find a Markov …
Persistent link: https://www.econbiz.de/10010795540
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On a discrete-time two level NCD risk model
Wu, Xueyuan; Chen, Mi; Guo, Junyi - 2014
Persistent link: https://www.econbiz.de/10011342004
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A deterministic algorithm for generating optimal three-stage layouts of homogenous strip pieces
Ji, Jun; Xing, Fei-Fei; Du, Jun; Shi, Ning; Cui, Yao-Dong - In: Journal of industrial engineering and management : JIEM 7 (2014) 5, pp. 1167-1182
Purpose: The time required by the algorithms for general layouts to solve the large-scale two-dimensional cutting problems may become unaffordable. So this paper presents an exact algorithm to solve above problems. Design/methodology/approach: The algorithm uses the dynamic programming algorithm...
Persistent link: https://www.econbiz.de/10011913038
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Моделирование конвейерных бизнес-процессов
ВАСИЛЬЕВИЧ, КУПРИЯНОВ БОРИС - In: Управление большими … (2010) 3, pp. 230-273
В статье предлагается определение конвейерного бизнес-процесса и модель, позволяющая получать вычислимые характеристики конвейера. К таким характеристикам...
Persistent link: https://www.econbiz.de/10011227189
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МОДИФИКАЦИЯ МНОГОМЕРНОГО АЛГОРИТМА ЛЕВИНСОНА
ВЛАДИМИРОВИЧ, КЛИМЧЕНКО … - In: Проблемы управления (2009) 3, pp. 2-7
Исследованы зависимости между ковариационными матрицами, вычисляемыми в процессе многомерной рекурсии Левинсона. Показано, что учет выявленных взаимосвязей...
Persistent link: https://www.econbiz.de/10011238351
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The extended and generalized Shapley value: Simultaneous consideration of coalitional externalities and coalitional structure
McQuillin, Ben - Volkswirtschaftliche Fakultät, … - 2008
The Shapley value assigns, to each game that is adequately represented by its characteristic function, an outcome for each player. An elaboration on the Shapley value that assigns, to characteristic function games, a "partition function" outcome is broadly established and accepted, but...
Persistent link: https://www.econbiz.de/10005790052
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Computability of simple games: A complete investigation of the sixty-four possibilities
Kumabe, Masahiro; Mihara, H. Reiju - Volkswirtschaftliche Fakultät, … - 2006
Classify simple games into sixteen "types" in terms of the four conventional axioms: monotonicity, properness, strongness, and nonweakness. Further classify them into sixty-four classes in terms of finiteness (existence of a finite carrier) and computability. For each such class, we either show...
Persistent link: https://www.econbiz.de/10005626817
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