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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1045653
Description: In this article, we propose a Bayesian multivariate framework to price reverse mortgages that involve several risks in both insurance and financial sectors (e.g., mortality rates, interest rates, and ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/310195
Description: Strategic asset allocation is discussed in a discrete-time economy, where the rates of return from asset classes are explained in terms of some observable and hidden factors. We extend the existing mo ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1044192
Description: Most extrapolative stochastic mortality models are constructed in a similar manner. Specifically, when they are fitted to historical data, one or more series of time-varying parameters are identified. ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/221257
Description: This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/221271
Description: We consider absorption and scattering of acoustic waves from uncertain configurations comprising multiple two dimensional bodies with various material properties (sound-soft, sound-hard, absorbing and ... More
Reviewed: Reviewed
Date: 2013
Subject Keyword: 010200 Applied Mathematics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/283407
Description: We present an efficient algorithm for uncertainty quantification of scattering cross-sections of stochastic configurations comprising multiple two dimensional sound-soft particles whose locations and ... More
Reviewed: Reviewed
Authors: Sofronov, Georgy
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/216703
Description: We consider a sequential problem of selling K identical assets over the finite time horizon with a fixed number of offers per time period and no recall of past offers. The objective is to find an opti ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/310547
Description: 11 page(s)
Reviewed: Reviewed
Authors: Bui, The Anh
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/310554
Description: 15 page(s)
Reviewed: Reviewed
Date: 2013
Subject Keyword: 010200 Applied Mathematics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272859
Description: Though providing vital means for the visualization, diagnosis, and quantification of decision-making processes for the treatment of vascular pathologies, vascular segmentation remains a process that c ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/271636
Description: Subtropical maritime low pressure systems frequently impact Australia's eastern seaboard. Closed circulation lows in the Tasman Sea region are termed East Coast Cyclones (ECC); they can evolve in a ra ... More
Reviewed: Reviewed
Date: 2013
Subject Keyword: 010200 Applied Mathematics
Language: eng
Resource Type: book
Identifier: http://hdl.handle.net/1959.14/310167
Description: 243 page(s)
Authors: Ranjan, Ram
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/279112
Description: Ensuring drought resilience for farmers is an important policy concern. Yet, a quantitative treatment of the concept of drought resilience has been lacking in the literature. This paper designs a math ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/312132
Description: 7 page(s)
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/288175
Description: We give a representation for the closed convex hull of the set of discounted occupational measures generated by control-state trajectories of a deterministic control system. We also investigate the li ... More
Reviewed: Reviewed