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Related papers: Non-Life Insurance Pricing : Statistical Mechanics…

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In this paper, we investigate the robust optimal reinsurance,investment,and internal surplus distribution (i.e., consumption) problem for an insurer with Epstein-Zin recursive preferences in an incomplete market. It is assumed that the…

Optimization and Control · Mathematics 2026-05-19 Junyi Guo , Jianxuan Li , Qianqian Zhou

In this paper, we investigate a complex variation of the standard joint life annuity policy by introducing three distinct contingent benefits for the surviving member(s) of a couple, along with a contingent benefit for their beneficiaries…

Pricing of Securities · Quantitative Finance 2024-10-17 Kira Henshaw , Cedric H. A. Koffi , Olivier Menoukeu Pamen , Raghid Zeineddine

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…

Statistical Mechanics · Physics 2009-11-13 I. Mazilu , H. T. Williams

We argue that insurance can act as an analogon for the social situatedness of machine learning systems, hence allowing machine learning scholars to take insights from the rich and interdisciplinary insurance literature. Tracing the…

Machine Learning · Computer Science 2024-01-24 Christian Fröhlich , Robert C. Williamson

The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as…

Risk Management · Quantitative Finance 2023-09-12 Dietmar Pfeifer

Unlike equilibrium statistical mechanics, with its well-established foundations, a similar widely-accepted framework for non-equilibrium statistical mechanics (NESM) remains elusive. Here, we review some of the many recent activities on…

Statistical Mechanics · Physics 2015-05-30 T. Chou , K. Mallick , R. K. P. Zia

In this paper, we study a stochastic optimal control problem with stochastic volatility. We prove the sufficient and necessary maximum principle for the proposed problem. Then we apply the results to solve an investment, consumption and…

Portfolio Management · Quantitative Finance 2018-08-15 Rodwell Kufakunesu , Calisto Guambe

The economic life of an asset is the optimum length of its usefulness, which is the moment that the asset's expenses are minimum. In this paper, the economic life of physical assets, such as industry machine and equipment, can be…

General Finance · Quantitative Finance 2012-10-16 Igor Gimenes Cesca , Douglas Duarte Novaes

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

General Finance · Quantitative Finance 2013-11-05 Ted Theodosopoulos

The rapid development and deployment of vehicle technologies offer opportunities to re-think the way traffic is managed. This paper capitalizes on vehicle connectivity and proposes an economic instrument and corresponding cooperative…

Systems and Control · Electrical Eng. & Systems 2022-08-02 DianChao Lin , Saif Eddin Jabari

In general it is not clear which kind of information is supposed to be used for calculating the fair value of a contingent claim. Even if the information is specified, it is not guaranteed that the fair value is uniquely determined by the…

General Finance · Quantitative Finance 2016-02-01 Gabriel Frahm

A monopolist offers personalized prices to consumers with unit demand, heterogeneous values, and idiosyncratic costs, who differ in a protected characteristic, such as race or gender. The seller is subject to a non-discrimination…

Theoretical Economics · Economics 2025-06-27 Philipp Strack , Kai Hao Yang

We consider two sided matching markets consisting of agents with non-transferable utilities; agents from the opposite sides form matching pairs (e.g., buyers-sellers) and negotiate the terms of their math which may include a monetary…

Computer Science and Game Theory · Computer Science 2012-12-05 Saeed Alaei , Kamal Jain , Azarakhsh Malekian

The emerging "agentic web" envisions large populations of autonomous agents coordinating, transacting, and delegating across open networks. Yet many agent communication and commerce protocols treat agents as low-cost identities, despite the…

Computers and Society · Computer Science 2025-12-10 Botao 'Amber' Hu , Bangdao Chen

In statistical physics, the conservation of particle number results in the equalization of the chemical potential throughout a system at equilibrium. In contrast, the homogeneity of utility in socio-economic models is usually thought to…

Physics and Society · Physics 2011-02-18 Rémi Lemoy , Eric Bertin , Pablo Jensen

The empirical laws of chemical kinetics are studied from a microscopic point of view. An analysis based on elementary probability theory and combinatorics is enough to explain the kinetics law observed in experiments. Thus, an out of…

General Physics · Physics 2015-06-11 E. N. Miranda

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

Traders constantly consider the price impact associated with changing their positions. This paper seeks to understand how price impact emerges from the quoting strategies of market makers. To this end, market making is modeled as a dynamic…

Mathematical Finance · Quantitative Finance 2021-01-06 Angad Singh

A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.

General Finance · Quantitative Finance 2011-02-16 Aleksey Kharevsky
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