Showing 1 - 10 of 68
Persistent link: https://www.econbiz.de/10003768761
Persistent link: https://www.econbiz.de/10007895581
We discuss the prominent role played by bilateral symmetry and modified Pascal triangles in self twin games, a subset of constant sum homogeneous weighted majority games. We show that bilateral symmetry of the free representations unequivocally identifies and characterizes this class of games...
Persistent link: https://www.econbiz.de/10010899323
Parsimonious games are a subset of constant sum homogeneous weighted majority games unequivocally described by their free type representation vector. We show that the minimal winning quota of parsimonious games satisfies a second order, linear, homogeneous, finite difference equation with...
Persistent link: https://www.econbiz.de/10010899813
In a vintage paper concerning Parsimonious games, a subset of constant sum homogeneous weighted majority games, Isbell introduced a twin relationship based on transposition properties of the incidence matrices upon minimal winning coalitions of such games. A careful investigation of such...
Persistent link: https://www.econbiz.de/10010899877
A segmentation strategy to price different groups of American standard Put options with different methods is presented and discussed. The method, which exploits the properties of the odd waves of the BI adjusted evaluations introduced by Gaudenzi and Pressacco, proves to be very efficient in...
Persistent link: https://www.econbiz.de/10008876660
The paper concerns optimal mean-variance proportional reinsurance under group correlation. In order to solve the corresponding constrained quadratic optimization problem, we make large recourse both to the smart friendly technique originally proposed by B. de Finetti in his pioneering paper and...
Persistent link: https://www.econbiz.de/10008794793
Persistent link: https://www.econbiz.de/10015177117
Persistent link: https://www.econbiz.de/10015177120
Persistent link: https://www.econbiz.de/10010529550