Partially-truncated distributions are found when commercial fish populations are inspected for the presence of certain contaminants. Part of the contaminant distribution above a certain value, called ...
This is a preview. Log in through your library . Abstract We consider sequential procedures for obtaining confidence intervals of prescribed length and confidence coefficient for the mean of a normal ...
In this paper we study an optimal insurance problem within the mean–variance framework for the case when the insured and insurer hold heterogeneous beliefs about the loss distribution. The implicit ...
Caroline Banton has 6+ years of experience as a writer of business and finance articles. She also writes biographies for Story Terrace. Carl Friedrich Gauss was a child prodigy and a brilliant ...
We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).