En esta colección se cosechan y ponen a disposición preprints, postprints y versiones publicadas, dependiendo de los permisos de autoarchivo acordados entre los Autores y las revistas. En todos los casos se menciona los datos editoriales y la URL correspondiente a la versión publicada

Recent Submissions

  • On the volumes of simplices determined by a subset of Rd 

    Shmerkin, Pablo; Yavicoli, Alexia (Universidad Torcuato Di Tella, 2023)
    We prove that for 1 ≤ k < d, if E is a Borel subset of Rd of Hausdorff dimension strictly larger than k, the set of (k+1)-volumes determined by k+2 points in E has positive one-dimensional Lebesgue measure. In the case ...
  • Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing 

    Martos Venturini, Gabriel; Muñoz, Alberto; González, Javier (Methodology and Computing in Applied ProbabilitySpringer Nature, 2023)
    In this paper we introduce a novel family of level sets semimetrics for density functions and address subtleties entailed in the estimation and computation of such semimetrics. Given data drawn from f and q, two unknown ...
  • Inverse theorems for discretized sums and Lq norms of convolutions in Rd 

    Shmerkin, Pablo (Universidad Torcuato Di Tella, 2023)
    We prove inverse theorems for the size of sumsets and the L q norms of convolutions in the discretized setting, extending to arbitrary dimension an earlier result of the author in the line. These results have applications ...
  • On the Fourier decay of multiplicative convolutions 

    Shmerkin, Pablo; Orponen, Tuomas; De Saxcé, Nicolás (Universidad Torcuato Di Tella, 2023)
    We prove the following. Let $\mu_{1},\ldots,\mu_{n}$ be Borel probability measures on $[-1,1]$ such that $\mu_{j}$ has finite $s_j$-energy for certain indices $s_{j} \in (0,1]$ with $s_{1} + \ldots + s_{n}>1$. Then, the ...
  • Optimal dividend strategies for a catastrophe insurer 

    Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora (Universidad Torcuato Di Tella, 2023)
    In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio ...
  • Density kernel depth for outlier detection in functional data 

    Martos Venturini, Gabriel; Hernández, Nicolás; Muñoz, Alberto (Springer NatureInternational Journal of Data Science and Analytics, 2023)
    In this paper, we propose a novel approach to address the problem of functional outlier detection. Our method leverages a low-dimensional and stable representation of functions using Reproducing Kernel Hilbert Spaces ...
  • Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis 

    Azcue, Pablo; Muler, Nora; Liang, Xiaoqing; Young, Virginia R. (SIAM Journal on Financial Mathematics, 2023)
    In this paper, we consider an optimal reinsurance problem to minimize the probability of drawdown for the scaled Cram´er-Lundberg risk model when the reinsurance premium is computed according to the mean-variance premium ...

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