MathDB2 problems
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Gerber–Shiu funding-ratio barrier conjecture
Consider a company whose assets and liabilities evolve according to a correlated bivariate geometric Brownian motion, and formulate a dividend strategy using the funding ratio of a…
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Efficiency conjecture for suboptimal synchronous and mirror couplings of geometric Brownian motions
Efficiency conjecture. In the case where the coupling is suboptimal, the synchronous coupling is efficient in the minimisation problem, and the mirror coupling is efficient in the…