homogeneous case
On Pricing Basket Credit Default Swaps
... to value the kth to default basket CDS. They transform the interacting intensity default process to a Markov jump process which represents the default status in the portfolio. This makes it possible to apply the ...
20
The catalytic combustion for natural gas
... (the homogeneous case, the heterogeneous case and the heterogeneous-homogeneous case) were ...energy. Homogeneous and heterogeneous reactions were ...
119
Conservation laws for shallow water waves on a sloping beach
... able to construct a correspondence between conservation laws and non-simple wave solutions of the homogeneous problem... Finally, we take up the non-homogeneous case corresponding to a s[r] ...
10
Risk Adjusted Control Charts for Health Care Monitoring
... practice. But if these are studied, they typically turn out to be substantial; for example, Chen et al. 19, mention a 30–90% increase in false alarm rate for a 10% bias in the estimator for p. This estimation topic was ...
17
Borrower heterogeneity within the mortgage-lending market and macroprudential policy
... the case of ...the case of macroprudential policy, more weight is assign to ...the homogeneous scenario will assign heavy equal weights to Borrowers, and the social welfare will be at its maximum ...
39
PubMedCentral-PMC5125783.pdf
... important case of heterogeneous coupling, allowing for the interactions between different pairs of network neighbors to be described by different ...to homogeneous coupling, where a single coupling function ...
26
Kinetic description of collision avoidance in pedestrian crowds by sidestepping
... space homogeneous case, the pedestrians tend to align group-wise to the desired direction in finite time ...space homogeneous case, ...this case α c > 0, ...
27
Homogenisation on homogeneous spaces
... nian metric and let M = G/H be given the induced G-invariant Riemannian metric. The translates of the one parameter subgroups of G are not necessarily geodesics for the Levi-Civita connection on G. Their projections to ...
53
Is charity a homogeneous good?
... the case that motivations for giving vary with size of the donation and therefore the responsiveness to changes in the price would also vary with the size of the ...
30
Original Article Clinicopathological characteristics of primary pancreatic lymphoma: report of two cases
... large homogeneous mass located in the head of pancreas, with or without associated ...huge homogeneous mass surround- ing or involved pancreas, apparent enlarge- ment of regional lymph nodes, especially ...
6
Mass spectrometry data mining for cancer detection
... our case studies, the parameters estimated from the three methods are comparable, and we numerically proved that the underlying distributions of typical homogeneous groups of mass spectra (coded by a short ...
181
Bounds for the blow-up time of a porous medium equation with weighted nonlocal source and inner absorption terms
... under homogeneous Dirichlet or Neumann boundary condition, and obtained the bounds for blow-up time of the solution to the initial boundary value problem in a three- dimensional ...the case of a ...
18
Research on Simulation of Credit Risk of Credit Card based on Multi-Agent
... that case, it will effectively improve the level of risk management in the credit card market of China, so the problems that this paper studied have important theoretical and practical ...
6
On the Properties of General Equilibrium with Default in Economies with Incomplete Markets
... different case, only compatible with null punishment, since a relationship cannot be established a priori between the intertemporal marginal rates of substitution of the agents, as can be done under total ...
26
Strategic trade policy and the threat of regionalism
... Using a simple three-country model of intra-industry trade, we have shown that whether PTAs pose a threat to the global trading system depends on which policy instruments are at governments’ disposal, on the degree of ...
31
Cavity Solitons in Driven VCSELs above Threshold
... the case of a homogeneously broadened two level laser, it is well known that the simple adiabatic elimination of the polarization variable is not correct, leading to oscillatory instabilities with a spuriously ...
6
Testing Efficient Risk Sharing with Heterogeneous Risk Preferences: Semi-parametric Tests with an Application to Village Economies
... of homogeneous risk preferences imposes strong restrictions on the risk sharing ...of homogeneous risk preferences, however, is equivalent to the assumption that the optimal allocation of pooled resources ...
47
arxiv: v1 [math.pr] 5 Dec 2020
... 4.2. Discontinuous noise and geodesic jumps. Another interesting open problem related to opti- mal stochastic control relates to discontinuous noise. In particular, we shall consider semimartingales with jumps such that ...
13
Generalized voronoi tessellations
... this case animals were introduced over time, instead of simultaneously at the beginning, with the constraint that a new animal could not be added within a certain distance of established animals (Hasegawa and ...
182
Abstract Book - 93rd National Congress of the Italian Society of Orthopaedics and Traumatology
... In case of articular fractures, attention is to be paid to gain a perfect reduction of the surface and if necessary also an arthrotomy is to be performed and the fracture has to be fixed with ...one case of ...
94