Related papers: Threshold levels in Economics
Parastatistic distribution of a total debt owed to a large number of creditors considered in relation to the duration of these debts. The process of debt calculation depends on the fractal dimension of economic system in which this process…
We analyze a number of properties obligations have or should have.
We introduce the concept of degree to classify the periods in the sense of Kontsevich. Using this notion we give some new understanding of some problems in transcendental number theory.
In this three-part series of papers, we argue that the conventional spread measures are not well defined for credit-risky bonds and introduce a set of credit term structures which correct for the biases associated with the strippable cash…
Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…
Hierarchical analysis is considered and a multilevel model is presented in order to explore causality, chance and complexity in financial economics. A coupled system of models is used to describe multilevel interactions, consistent with…
We consider limits over categories of extensions and show how certain well-known functors on the category of groups turn out as such limits. We also discuss higher (or derived) limits over categories of extensions.
This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…
In this paper, we define an ordering relation for a set of complex numbers, and research the properties and theorems of the ordering, solve some simple complex inequalities with the ordering.
We analyze the threshold network model in which a pair of vertices with random weights are connected by an edge when the summation of the weights exceeds a threshold. We prove some convergence theorems and central limit theorems on the…
When not appropriately managed, technical debt is considered to have negative effects on the long term success of a software project. However, how the debt metaphor applies to requirements engineering in general, and to requirements…
The purpose of this paper is to present the critical cases of the trace theorems for the restriction of functions to closed surfaces, and to give the asymptotics for the norms of the traces under dilations of the surface. We also discuss…
In this paper, we present a comprehensive system for the treatment of the topic of limits--conceptually, computationally, and formally. The system addresses fundamental linguistic flaws in the standard presentation of limits, which attempts…
In the second part of our series we suggest new definitions of credit bond duration and convexity that remain consistent across all levels of credit quality including deeply distressed bonds and introduce additional risk measures that are…
New lower bounds involving sum, difference, product, and ratio sets for $A\subset \C$ are given.
We introduce A-ranked preferential structures and combine them with an accessibility relation. This framework allows us to formalize contrary to duty obligations. Representation results are proved.
In this paper, we establish some theorems on the distribution of primes in higher-order progressions on average.
Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates,…
Modeling a sequence of design steps, or a sequence of parameter settings, yields a sequence of dynamical systems. In many cases, such a sequence is intended to approximate a certain limit case. However, formally defining that limit turns…
Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Historically, various dependence measures have been proposed. In…