6,524 research outputs found

    A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE

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    In this small note we are concerned with the solution of Forward-Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE). The main theorem is a comparison result that allows comparing componentwise the signs of the control processes of two different qgFBSDE. As a byproduct one obtains conditions that allow establishing the positivity of the control process.Comment: accepted for publicatio

    Simulation of McKean Vlasov SDEs with super linear growth

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    Análise de crescimento das plantas: mensuração do crescimento.

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    Trabalho apresentado no Curso Multinacional de Capacitação de Sistemas Integrados de Produccion Agrícola para la Amazônia. Publicação não convencional. Mimeografado

    Influência do esterco no crescimento e no acúmulo de nutrientes em mudas de mamão havaí.

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    Aproveitamento de várzeas.

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    Distribuição das várzeas. Natureza dos problemas em várzeas. Caracterização dos principais solos de várzeas. Recuperação de várzeas. Modificações ambientais. Conclusões. Necessidade de pesquisas futuras

    Text mining and ruin theory: a case study of research on risk models with dependence

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    This paper aims to analyze unstructured data using a text mining approach. The work was motivated in order to organize and structure research in Risk Theory. In our study, the subject to be analyzed is composed by 27 published papers of the risk and ruin theory topic, area of actuarial science. They were coded into 32 categories. For the purpose, all data was analyzed and figures were produced using the software NVivo 11 plus. Software NVivo is a specialized tool in analyzing unstructured data, although it is commonly used just for qualitative research. We used it for Quali-Quant analysisinfo:eu-repo/semantics/publishedVersio

    A public micro pension programme in Brazil : Heterogeneity among states and setting up of benefit age adjustment

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    Brazil is the 5th largest country in the world, despite of having a \High Human Development" it is the 9th most unequal country. The existing Brazilian micro pension programme is one of the safety nets for poor people. To become eligible for this benet, each person must have an income that is less than a quarter of the Brazilian minimum monthly wage and be either over 65 or considered disabled. That minimum income corresponds to approximately 2 dollars per day. This paper analyses quantitatively some aspects of this programme in the Public Pension System of Brazil. We look for the impact of some particular economic variables on the number of people receiving the benet, and seek if that impact signicantly diers among the 27 Brazilian Federal Units. We search for heterogeneity. We perform regression and spatial cluster analysis for detection of geographical grouping. We use a database that includes the entire population that receives the bene- t. Afterwards, we calculate the amount that the system spends with the beneciaries, estimate values per capita and the weight of each UF, searching for heterogeneity re ected on the amount spent per capita. In this latter calculation we use a more comprehensive database, by individual, that includes all people that started receiving a benet under the programme in the period from 2nd of January 2018 to 6th of April 2018. We compute the expected discounted benet and conrm a high heterogeneity among UF's as well as gender. We propose achieving a more equitable system by introducing `age adjusting factors' to change the benet age.info:eu-repo/semantics/publishedVersio
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