搜索结果: 1-6 共查到“经济学 Deterministic”相关记录6条 . 查询时间(0.094 秒)
Identifying Predictable Players:Relating Behavioral Types and Subjects with Deterministic Rules
Predictable Players Relating Behavioral Types Subjects
2015/7/23
Behavioral game theory models are important in organizing experimental data of strategic decision making. However, are subjects classified as behavioral types more predictable than unclassified subjec...
Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model
Piecewise-deterministic compound Poisson model optimal stochastic control HJB equation quasi-variational inequality threshold strategy barrier strategy
2011/7/5
This paper deals with optimal dividend payment problem in the general setup of a
piecewise-deterministic compound Poisson risk model. The objective of an insurance
business under consideration is to...
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Deterministic criteria arbitrage one-dimensional diffusion models
2010/10/20
We obtain a deterministic characterisation of the \emph{no free lunch with vanishing risk}, the \emph{no generalised arbitrage} and the \emph{no relative arbitrage} conditions in the one-dimensional d...
In this paper we propose a look at the capital risk problem inspired by deterministic, known from classical mechanics, problem of juggling. We propose capital equivalents to the Newton's laws of moti...
Pareto and Boltzmann-Gibbs behaviors in a deterministic multi-agent system
Pareto Boltzmann-Gibbs multi-agent system
2010/12/13
A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evol...
ESTIMATING DETERMINISTIC TRENDS IN THE PRESENCE OF SERIALLY CORRELATED ERRORS
DETERMINISTIC TRENDS PRESENCE OF SERIALLY CORRELATED ERRORS
2014/3/18
This paper studies the problems of estimation and inference in the linear trend model yt = a + P3t + ut, where ut follows an autoregressive process with largest root p and , is...