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This study considers a model of the income distribution of agents whose pairwise interaction is asymmetric and price-invariant. Asymmetric transactions are typical for chain-trading groups who arrange their business such that commodities…

Probability · Mathematics 2009-11-11 Alexander M. Chebotarev

Risk-sharing is one way to pool risks without the need for a third party. To ensure the attractiveness of such a system, the rule should be accepted and understood by all participants. A desirable risk-sharing rule should fulfill actuarial…

Risk Management · Quantitative Finance 2023-07-11 Fallou Niakh

The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…

Methodology · Statistics 2020-02-19 Mathias Raschke

Extensive monitoring systems generate data that is usually compressed for network transmission. This compressed data might then be processed in the cloud for tasks such as anomaly detection. However, compression can potentially impair the…

Signal Processing · Electrical Eng. & Systems 2025-09-30 Andriy Enttsel , Alex Marchioni , Andrea Zanellini , Mauro Mangia , Gianluca Setti , Riccardo Rovatti

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

Machine Learning · Computer Science 2022-03-21 Suyun Liu , Luis Nunes Vicente

Optimization of three-dimensional road alignments is a nonlinear non-convex optimization problem. The development of models that fully optimize a three-dimensional road alignment problem is challenging due to numerous factors involved and…

Optimization and Control · Mathematics 2016-02-04 D. Hirpa , W. Hare , Y. Lucet , Y. Pushak , S. Tesfamariam

We introduce two models of taxation, the latent and natural tax processes, which have both been used to represent loss-carry-forward taxation on the capital of an insurance company. In the natural tax process, the tax rate is a function of…

Probability · Mathematics 2021-01-22 Dalal Al Ghanim , Ronnie Loeffen , Alex Watson

Advancements in mathematical programming have made it possible to efficiently tackle large-scale real-world problems that were deemed intractable just a few decades ago. However, provably optimal solutions may not be accepted due to the…

Optimization and Control · Mathematics 2023-12-22 Kevin-Martin Aigner , Marc Goerigk , Michael Hartisch , Frauke Liers , Arthur Miehlich

Large language models improve with scale, yet feedback-based alignment still exhibits systematic deviations from intended behavior. Motivated by bounded rationality in economics and cognitive science, we view judgment as resource-limited…

Machine Learning · Computer Science 2025-09-22 Wenjun Cao

We consider a nonlinear pricing environment with private information. We provide profit guarantees (and associated mechanisms) that the seller can achieve across all possible distributions of willingness to pay of the buyers. With a…

Theoretical Economics · Economics 2023-02-01 Dirk Bergemann , Tibor Heumann , Stephen Morris

A wide range of machine learning applications such as privacy-preserving learning, algorithmic fairness, and domain adaptation/generalization among others, involve learning invariant representations of the data that aim to achieve two…

Machine Learning · Computer Science 2022-11-24 Han Zhao , Chen Dan , Bryon Aragam , Tommi S. Jaakkola , Geoffrey J. Gordon , Pradeep Ravikumar

A complete description of taxation systems that ensure sustainable economic development is given. These tax systems depend on production technologies and gross output volumes. Explicit formulas for such dependencies are found. In a…

Mathematical Finance · Quantitative Finance 2024-10-02 N. S. Gonchar

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…

Optimization and Control · Mathematics 2025-09-08 Pedro Cesar Lopes Gerum , Thomas Lidbetter

Motivated by fairness concerns, we study the `portfolio problem': given an optimization problem with set $D$ of feasible solutions, a class $\mathbf{C}$ of fairness objective functions on $D$, and an approximation factor $\alpha \ge 1$, a…

Data Structures and Algorithms · Computer Science 2024-09-24 Swati Gupta , Jai Moondra , Mohit Singh

We analyse the effect of a proportional wealth tax on asset returns, portfolio choice, and asset pricing. The tax is levied annually on the market value of all holdings at a uniform rate. We show that such a tax is economically equivalent…

Physics and Society · Physics 2026-04-16 Anders G Frøseth

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

Data Structures and Algorithms · Computer Science 2013-02-11 Edith Cohen , Graham Cormode , Nick Duffield , Carsten Lund

Comparing observed behavior (event data generated during process executions) with modeled behavior (process models), is an essential step in process mining analyses. Alignments are the de-facto standard technique for calculating conformance…

Databases · Computer Science 2021-05-18 Daniel Schuster , Sebastiaan van Zelst , Wil M. P. van der Aalst

Team assembly is a problem that demands trade-offs between multiple fairness criteria and computational optimization. We focus on four criteria: (i) fair distribution of workloads within the team, (ii) fair distribution of skills and…

Databases · Computer Science 2023-06-27 Rodrigo Borges , Otto Sahlgrens , Sami Koivunen , Kostas Stefanidis , Thomas Olsson , Arto Laitinen

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

This paper attempts to find a relationship between agents' risk aversion and inequality of incomes. Specifically, a model is proposed for the evolution in time of surplus/deficit distribution, and the long-time distributions are…

Economics · Quantitative Finance 2016-05-12 Eleonora Perversi , Eugenio Regazzini