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

  • 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 ...
  • Optimal strategies in a production-inventory control model 

    Azcue, Pablo; Muler, Nora; Frostig, Esther (2020)
    We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of customer demand is given by a compound Poisson process. It is possible at ...
  • Optimal dividends under a drawdown constraint and a curious square-root rule 

    Azcue, Pablo; Muler, Nora; Albrecher, Hansjörg (Finance and Stochastics, 2023)
    In this paper we address the problem of optimal dividend payout strategies from a surplus process governed by Brownian motion with drift under a drawdown constraint, i.e. the dividend rate can never decrease below a given ...
  • On the n−th linear polarization constant of Rn 

    Pinasco, Damián (Mathematische Nachrichten, 2023)
    Abstract. We prove that given any set of n unit vectors {vi}n i=1 ⊂ Rn, the inequality sup kxkRn=1 |hx, v1i · · · hx, vni| ≥ n−n/2 holds for n ≤ 14. Moreover, the equality is attained if and only if {vi}n i=1 is an ...
  • Farkas’ Lemma in the bilinear setting and evaluation functionals 

    Zalduendo, Ignacio; Aron, Richard; García, Domingo; Pinasco, Damián (Real Academia de Ciencias Exactas, Físicas y Naturales, 2023)
    We prove the following Farkas’ Lemma for simultaneously diagonalizable bilinear forms: If A1, . . . , Ak, and B : Rn × Rn → R are bilinear forms, then one—and only one—of the following holds: (i) B = a1A1 +· · ·+ak Ak ...
  • An improved bound for the dimension of (α, 2α)-Furstenberg sets 

    Shmerkin, Pablo; Héra, Kornélia; Yavicoli, Alexia (2022)
    We show that given α e (0, 1) there is a constant c = c α > 0 such that any planar (α, 2α)-Furstenberg set has Hausdorff dimension at least 2α + c. This improves several previous bounds, in particular extending a result ...

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