The concavity of the payoff function of a swing option in a binomial model

2016 ◽  
Vol 91 ◽  
pp. 81-92
Author(s):  
A. V. Kulikov ◽  
N. O. Malykh
Keyword(s):  
Payoff Function ◽  
Binomial Model ◽  
Swing Option

Optimal Stopping Time for Geometric Random Walks with Power Payoff Function

2020 ◽  
Vol 81 (7) ◽  
pp. 1192-1210
Author(s):  
O.V. Zverev ◽  
V.M. Khametov ◽  
E.A. Shelemekh
Keyword(s):  
Random Walks ◽  
Optimal Stopping ◽  
Stopping Time ◽  
Payoff Function ◽  
Optimal Stopping Time

Robust inference in the multilevel zero-inflated negative binomial model

2019 ◽  
Vol 47 (2) ◽  
pp. 287-305 ◽  
Author(s):  
Eghbal Zandkarimi ◽  
Abbas Moghimbeigi ◽  
Hossein Mahjub ◽  
Reza Majdzadeh
Keyword(s):  
Negative Binomial ◽  
Negative Binomial Model ◽  
Robust Inference ◽  
Binomial Model

scholarly journals Reformulating Jan Tinbergen’s normative vision on welfare and security

2021 ◽  
pp. 002234332096977
Author(s):  
S Mansoob Murshed
Keyword(s):  
Moral Hazard ◽  
Strategic Interaction ◽  
Free Riding ◽  
Payoff Function ◽  
Cooperative Behaviour ◽  
Individual Behaviour ◽  
World Government ◽  
Identity Based ◽  
Intellectual Legacy

This article builds on the intellectual legacy of Jan Tinbergen by extending his analysis on welfare and security into a framework involving strategic interaction. I first incorporate welfare and security in terms of interstate tensions into a single utility or payoff function. An uncertain world is characterized by states that are more peaceful, and others where nations are more hostile to each other. Both conflictual and peaceful outcomes lie along a spectrum of hostility short of war. The strategies adopted by the two countries, which promote peace, can be complements or substitutes. This means that they can go up or down in response to increases in the strategies of its rival. I demonstrate that non-cooperative behaviour between nations is Pareto inferior to cooperative behaviour, because the latter is associated with more actions and efforts to promote peace. Cooperative behaviour is akin to Tinbergen’s notion of world government. Non-cooperative behaviour by states also leads to moral hazard, and there can be free-riding in joint peaceful behaviour by some nations, particularly when the strategies of the countries are substitutes. The model is extended to aggressive international behaviour, including that mandated by populist plebiscites or election victories, as well as an outline of individual behaviour driven by identity-based politics.

Panchromatic colorings of random hypergraphs

2021 ◽  
Vol 31 (1) ◽  
pp. 19-41
Author(s):  
D. A. Kravtsov ◽  
N. E. Krokhmal ◽  
D. A. Shabanov
Keyword(s):  
Binomial Model ◽  
Threshold Probability ◽  
The Difference ◽  
Random Hypergraphs

Abstract We study the threshold probability for the existence of a panchromatic coloring with r colors for a random k-homogeneous hypergraph in the binomial model H(n, k, p), that is, a coloring such that each edge of the hypergraph contains the vertices of all r colors. It is shown that this threshold probability for fixed r < k and increasing n corresponds to the sparse case, i. e. the case p = c n / ( n k ) $p = cn/{n \choose k}$ for positive fixed c. Estimates of the form c 1(r, k) < c < c 2(r, k) for the parameter c are found such that the difference c 2(r, k) − c 1(r, k) converges exponentially fast to zero if r is fixed and k tends to infinity.

Estimating Covid-19 deaths by using binomial model

2021 ◽  
Author(s):  
Evren Hincal ◽  
Bilgen Kaymakamzade ◽  
Fatma Nese Suren ◽  
Nezihal Gokbulut
Keyword(s):  
Binomial Model

scholarly journals Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2) Setting-specific Transmission Rates: A Systematic Review and Meta-analysis

2021 ◽  
Author(s):  
Hayley A Thompson ◽  
Andria Mousa ◽  
Amy Dighe ◽  
Han Fu ◽  
Alberto Arnedo-Pena ◽  
...  
Keyword(s):  
Systematic Review ◽  
Severe Acute Respiratory Syndrome ◽  
Negative Binomial ◽  
Meta Analysis ◽  
Contact Tracing ◽  
Binomial Model ◽  
Transmission Potential ◽  
Transmission Rates ◽  
Symptom Status ◽  
Index Cases

Abstract Background Understanding the drivers of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) transmission is crucial for control policies, but evidence of transmission rates in different settings remains limited. Methods We conducted a systematic review to estimate secondary attack rates (SARs) and observed reproduction numbers (Robs) in different settings exploring differences by age, symptom status, and duration of exposure. To account for additional study heterogeneity, we employed a beta-binomial model to pool SARs across studies and a negative-binomial model to estimate Robs. Results Households showed the highest transmission rates, with a pooled SAR of 21.1% (95% confidence interval [CI]:17.4–24.8). SARs were significantly higher where the duration of household exposure exceeded 5 days compared with exposure of ≤5 days. SARs related to contacts at social events with family and friends were higher than those for low-risk casual contacts (5.9% vs 1.2%). Estimates of SARs and Robs for asymptomatic index cases were approximately one-seventh, and for presymptomatic two-thirds of those for symptomatic index cases. We found some evidence for reduced transmission potential both from and to individuals younger than 20 years of age in the household context, which is more limited when examining all settings. Conclusions Our results suggest that exposure in settings with familiar contacts increases SARS-CoV-2 transmission potential. Additionally, the differences observed in transmissibility by index case symptom status and duration of exposure have important implications for control strategies, such as contact tracing, testing, and rapid isolation of cases. There were limited data to explore transmission patterns in workplaces, schools, and care homes, highlighting the need for further research in such settings.

Assessing recurrence of depression using a zero-inflated negative binomial model: A secondary analysis of lifelog data

2021 ◽  
Vol 300 ◽  
pp. 113919
Author(s):  
Narimasa Kumagai ◽  
Aran Tajika ◽  
Akio Hasegawa ◽  
Nao Kawanishi ◽  
Hirokazu Fujita ◽  
...  
Keyword(s):  
Negative Binomial ◽  
Secondary Analysis ◽  
Negative Binomial Model ◽  
Binomial Model
Sign in / Sign up

Export Citation Format

Share Document