2 problems
- 0 votes0 replies0 views
Complete monotonicity conjecture for power-divergence copula inverses
For , let denote the strict inverse of the power-divergence copula generator , defined on . Complete monoto…
- 0 votes0 replies0 views
Computational tractability conjecture for semi-Markov valuation of defaultable claims
Computational tractability conjecture. The baseline semi-Markov approximation setup can be extended to this valuation problem in order to achieve computational tractability. This w…