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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 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 ...
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 ...
Boletín de Investigación Ditelliano n°3
(Universidad Torcuato Di Tella, 2023-07)
Compartimos con ustedes la 3.ª edición del Boletín de
Investigación Ditelliano con la idea de articular y potenciar
nuestros esfuerzos en investigación. Creemos que este
Boletín es el espacio propicio para compartir ...
Rethinking First Language–Second Language Similarities and Differences in English Proficiency: Insights From the ENglish Reading Online (ENRO) Project
(Language LearningWiley Periodicals LLC, 2023)
This article presents the ENglish Reading Online (ENRO) project that offers
data on English reading and listening comprehension from 7,338 university-level advanced
learners and native speakers of English representing ...
Argentina 2022: Desafíos profundos y continuidad política
(Revista de Ciencia PolíticaPontificia Universidad Católica de Chile, 2023)
Este artículo analiza las respuestas del gobierno de Alberto Fernández del Frente de
Todos a los profundos desafíos que enfrentó en materia económica, social, y judicial
en 2022. Mientras que las medidas adoptadas ante ...
Assessing the Impact of Contextual Information in Hate Speech Detection
(2023)
Social networks and other digital media deal with huge amounts of user-generated contents
where hate speech has become a problematic more and more relevant. A great effort has been made to
develop automatic tools for its ...
Facet-generating procedures for the maximum-impact coloring polytope
(2023)
Given two graphs G = (V, EG) and H = (V, EH) over the same set of vertices
and given a set of colors C, the impact on H of a coloring c : V → C of G,
denoted I(c), is the number of edges ij ∈ EH such that c(i) = c(j). ...
The maximum 2D subarray polytope: facet-inducing inequalities and polyhedral computations
(2022)
Given a matrix with real-valued entries, the maximum 2D subarray problem
consists in finding a rectangular submatrix with consecutive rows and columns
maximizing the sum of its entries. In this work we start a polyhedral ...
Evaluación del lenguaje oral en niños y niñas con hipoacusia: Los tests estandarizados y la edad auditiva
(Revista Signos. Estudios de Lingüística ISSN 0718-0934, 2022)
Muchos niños y niñas con hipoacusia que usan lenguaje oral (NHA) tienen un
desarrollo lingüístico inferior al de los niños con desarrollo típico. Para estimular su
desarrollo es crucial evaluar sus habilidades lingüísticas. ...