English
Related papers

Related papers: Law-Invariant Return and Star-Shaped Risk Measures

200 papers

We consider a geometrically finite discrete group of conformal transformations of the sphere. Further we consider distributions which are supported on the limit set and are invariant with conformal weight. We estimate their regularity in…

Differential Geometry · Mathematics 2007-05-23 Ulrich Bunke , Martin Olbrich

Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance claims, and the second kind is the financial risk resulting…

Statistics Theory · Mathematics 2015-07-29 Jinzhu Li , Qihe Tang

In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube…

Probability · Mathematics 2013-07-26 Jonathan E. Taylor , Sreekar Vadlamani

We consider the well-travelled problem of homogenization of random integral functionals. When the integrand has standard growth conditions, the qualitative theory is well-understood. When it comes to unbounded functionals, that is, when the…

Analysis of PDEs · Mathematics 2016-04-20 Mitia Duerinckx , Antoine Gloria

The main object of the present paper is to, introduce the. class of meromorphic univalent functions Involving! hypergeomatrc function .We obtain~ some interesting geometric properties according to coefficient inequality , growth and…

Complex Variables · Mathematics 2020-05-15 Mazin Sh. Mahmoud , Abdul Rahman S. Juma , Raheam A. Mansor Al-Saphory

Variational convexity, together with ist strong counterpart, of extended-real-valued functions has been recently introduced by Rockafellar. In this paper we present second-order characterizations of these properties, i.e., conditions using…

Optimization and Control · Mathematics 2025-02-04 Helmut Gfrerer

We develop a non-standard analysis framework for coherent risk measures and their finite-sample analogues, coherent risk estimators, building on recent work of Aichele, Cialenco, Jelito, and Pitera. Coherent risk measures on $L^\infty$ are…

Risk Management · Quantitative Finance 2026-03-10 Tomasz Kania

We show that convexity of the effective action follows from its functional flow equation. Our analysis is based on a new, spectral representation. The results are relevant for the study of physical instabilities. We also derive constraints…

High Energy Physics - Theory · Physics 2007-05-23 Daniel F. Litim , Jan M. Pawlowski , Lautaro Vergara

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is…

Optimization and Control · Mathematics 2007-05-23 M. Papi , S. Sbaraglia

A leading-twist factorization formula is derived for the longitudinal structure function in the x -->1 limit of deeply inelastic scattering. This is achieved by defining a new jet function which is gauge independent and probes the…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. Akhoury , M. G. Sotiropoulos

We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

Mathematical Finance · Quantitative Finance 2026-05-22 Sven Fuhrmann , Michael Kupper , Max Nendel

We investigate propagation of convexity and convex ordering on a typical discrete-time stochastic optimal control problem, namely the pricing of swing option. The dynamics of the underlying asset is modelled by the Euler scheme of a…

Mathematical Finance · Quantitative Finance 2025-08-05 Gilles Pagès , Christian Yeo

A general algorithm has been given for the generation of Coherent and Squeezed states, in one-dimensional hamiltonians with shape invariant potential, obtained from the master function. The minimum uncertainty states of these potentials are…

Mathematical Physics · Physics 2007-05-23 M. A. Jafarizadeh , A. Rostami

We consider stochastic impulse control problems where the process is driven by a general one-dimensional diffusion. We shall show a new mathematical characterization of the value function as a linear function in a certain transformed space.…

Optimization and Control · Mathematics 2007-05-23 Masahiko Egami

We introduce a new paradigm for risk sharing that generalizes earlier models based on discrete agents and extends them to allow for sharing risk within a continuum of agents. Agents are represented by points of a measure space and have…

Risk Management · Quantitative Finance 2026-03-04 Vasily Melnikov

Under certain conditions, we obtain sharp bounds on some functionals defined in the coefficient space of starlike functions. It has been found that the functionals are closely associated with certain coefficient problems, which are of…

Complex Variables · Mathematics 2009-10-23 K. O. Babalola

We address a deep study of the convexity notions that arise in the study of weak* lower semicontinuity of supremal functionals as well as those raised by the power-law approximation of such functionals. Our quest is motivated by the…

Analysis of PDEs · Mathematics 2023-09-20 Ana Margarida Ribeiro , Elvira Zappale

In this article we determine the coefficient bounds for functions in certain subclasses of analytic functions defined by subordination which are related to the well-known classes of starlike and convex functions. The main results deal with…

Complex Variables · Mathematics 2017-04-27 Nirupam Ghosh , A. Vasudevarao

In 1984, Clunie and Sheil-Small proved that a sense-preserving harmonic function whose analytic part is convex, is univalent and close-to-convex. In this paper, certain cases are discussed under which the conclusion of this result can be…

Complex Variables · Mathematics 2013-11-12 Sumit Nagpal , V. Ravichandran