Listar Artículos presentados, aceptados y publicados por título
Mostrando ítems 6-15 de 15
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On the Fourier decay of multiplicative convolutions
(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 ... -
On the n−th linear polarization constant of Rn
(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 ... -
On the volume ratio of projections of convex bodies
(Universidad Torcuato Di Tella, 2022)We study the volume ratio between projections of two convex bodies. Given a high-dimensional convex body K we show that there is another convex body L such that the volume ratio between any two projections of fixed rank ... -
On the volumes of simplices determined by a subset of Rd
(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 ... -
Optimal dividend strategies for a catastrophe insurer
(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 ... -
Optimal dividend strategies for a catastrophe insurer
(Frontiers of Mathematical Finance (e- ISSN:2769-6715), 2024-06)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 contains ... -
Optimal dividends under a drawdown constraint and a curious square-root rule
(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 ... -
Optimal Ratcheting of Dividends in a Brownian Risk Model
(2020)We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate can never decrease. We solve the resulting ... -
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
(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
(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 ...