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This paper investigates the dynamic reinsurance design problem under the mean-variance criterion, incorporating heterogeneous beliefs between the insurer and the reinsurer, and introducing an incentive compatibility constraint to address…

Optimization and Control · Mathematics 2025-08-19 Junyi Guo , Xia Han , Hao Wang

Adaptation-relevant predictions of climate change are often derived by combining climate model simulations in a multi-model ensemble. Model evaluation methods used in performance-based ensemble weighting schemes have limitations in the…

Atmospheric and Oceanic Physics · Physics 2023-04-19 Mala Virdee , Markus Kaiser , Emily Shuckburgh , Carl Henrik Ek , Ieva Kazlauskaite

An existing model of opinion dynamics on an adaptive social network is extended to introduce update policy heterogeneity, representing the fact that individual differences between social animals can affect their tendency to form, and be…

Social and Information Networks · Computer Science 2023-05-18 Seth Bullock , Hiroki Sayama

In this work we define a kinetic model for understanding the impact of heterogeneous opinion formation dynamics on epidemics. The considered many-agent system is characterized by nonsymmetric interactions which define a coupled system of…

Physics and Society · Physics 2024-03-13 Sabrina Bonandin , Mattia Zanella

Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…

Computer Science and Game Theory · Computer Science 2017-12-06 Mattia Mazzoli , Angel Sanchez

Models in evolutionary game theory traditionally assume symmetric interactions in homogeneous environments. Here, we consider populations evolving in a heterogeneous environment, which consists of patches of different qualities that are…

Populations and Evolution · Quantitative Biology 2018-12-11 Christoph Hauert , Camille Saade , Alex McAvoy

Evidence suggests that participants in strategy-proof matching mechanisms play dominated strategies. To explain the data, we introduce expectation-based loss aversion into a school-choice setting and characterize choice-acclimating personal…

Theoretical Economics · Economics 2024-08-28 Vincent Meisner , Jonas von Wangenheim

The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat's law of proportionate effects as the result of…

General Finance · Quantitative Finance 2015-06-11 Joachim Kaldasch

The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This…

Machine Learning · Statistics 2021-10-20 Sofia Ek , Dave Zachariah , Petre Stoica

The competitive balance model was proposed as an extension of the structural balance theory, aiming to account for heterogeneities observed in real-world networks. In this model, different paradigms lead to form different friendship and…

Physics and Society · Physics 2023-08-15 Farideh Oloomi , Amir Kargaran , Ali Hosseiny , Gholamreza Jafari

Many societal challenges, such as climate change or disease outbreaks, require coordinated behavioral changes. For many behaviors, the tendency of individuals to adhere to social norms can reinforce the status quo. However, these same…

Knowledge spillovers occur when a firm researches a new technology and that technology is adapted or adopted by another firm, resulting in a social value of the technology that is larger than the initially predicted private value. As a…

Optimization and Control · Mathematics 2021-01-14 Matt Barker , Pierre Degond , Ralf Martin , Mirabelle Muûls

The models of collective decision-making considered in this paper are nonlinear interconnected cooperative systems with saturating interactions. These systems encode the possible outcomes of a decision process into different steady states…

Optimization and Control · Mathematics 2021-05-25 Angela Fontan , Claudio Altafini

This paper studies how household heterogeneity affects the level and cyclical behavior of the optimal carbon tax in a real economy. We demonstrate that an equity-efficiency trade-off arises due to income inequality and heterogeneity in the…

Theoretical Economics · Economics 2025-03-04 Cristiano Cantore , Giovanni Di Bartolomeo , Francesco Saverio Gaudio

Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…

Atmospheric and Oceanic Physics · Physics 2024-01-05 Jerry Lin , Mohamed Aziz Bhouri , Tom Beucler , Sungduk Yu , Michael Pritchard

The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental…

Optimization and Control · Mathematics 2024-02-28 Matteo Basei , Giorgio Ferrari , Neofytos Rodosthenous

This paper provides a behavioral analysis of conservatism in beliefs. I introduce a new axiom, Dynamic Conservatism, that relaxes Dynamic Consistency when information and prior beliefs "conflict." When the agent is a subjective expected…

Theoretical Economics · Economics 2021-02-02 Matthew Kovach

In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. stock/commodity and weather derivative)…

Optimization and Control · Mathematics 2012-05-29 Traian A. Pirvu , Huayue Zhang

We discuss the influence of information contagion on the dynamics of choices in social networks of heterogeneous buyers. Starting from an inhomogeneous cellular automata model of buyers dynamics, we show that when agents try to adjust their…

Disordered Systems and Neural Networks · Physics 2009-11-07 Gerard Weisbuch , Dietrich Stauffer

A consumer Behaviour model is considered in the context of a network of interacting individuals in an energy market. We propose and analyse a simple dynamical model of an ensemble of coupled active elements mimicking consumers' Behaviour,…

Adaptation and Self-Organizing Systems · Physics 2014-01-29 Nick. J. McCullen , Mikhail. V. Ivanchenko , Vladimir. D. Shalfeev , William. F. Gale
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