750 resultados para Actuarial mathematics


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The digitization practice for retro-converting of the mathematical periodicals, published by the Institute of Mathematics and Informatics, Bulgarian Academy of Sciences (IMI-BAS) and the followed benefits for long-term preserving and assuring open access to these materials is discussed in the article.

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The aim of this paper is to survey the European Digital Mathematics Library project goals and achievements as well as an outlook for sustainable development. “Making mathematics literature published in Europe available online” www.eudml.org

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Report published in the Proceedings of the National Conference on "Education in the Information Society", Plovdiv, May, 2013

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Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2014

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Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2014

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The paper presents recent developments in the domain of digital mathematics libraries towards the envisioned 21st Century Global Library for Mathematics. The Bulgarian Digital Mathematical Library BulDML and the Czech Digital Mathematical Library DML-CZ are founding partners of the EuDML Initiative and through it contribute to the sustainable development of the European Digital Mathematics Library EuDML and to the global advancements in this area.

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Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2015

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Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2016

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Review: A commentary on Teaching statistics using dance and movement by Irving, L.T. (2015). Front. Psychol. 6:50. doi: 10.3389/fpsyg.2015.00050 A case for neuroscience in mathematics education by Susac, A., and Braeutigam, S. (2014). Front. Hum. Neurosci. 8:314. doi: 10.3389/fnhum.2014.00314

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A közgazdaság-tudomány számos problémája a fizika analóg modelljeinek segítségével nyert megoldást. A közgazdászok körében erőteljesen megoszlanak a vélemények, hogy a közgazdasági modellek mennyire redukálhatók a fizika, vagy más természettudományok eredményeire. Vannak,akik pontosan ezzel magyarázzák,hogy a mai mainstream közgazdasági elmélet átalakult alkalmazott matematikává,ami a gazdasági kérdéseket csak a társadalom-tudományi vonatkozásaitól eltekintve képes vizsgálni. Mások, e tanulmányszerzője is, viszont úgy vélekednek, hogy a közgazdasági problémák egy része, ahol lehetőség van a mérésre, jól modellezhetők a természettudományok technikai arzenáljával. A másik része, amelyekben nem lehet mérni,s tipikusan ilyenek a társadalomtudományi kérdések, ott sokkal komplexebb technikákra lesz szükség. Etanulmány célkitűzése, hogy felvázolja a fizika legújabb, az irreverzibilis dinamika, a relativitáselmélet és a kvantummechanika sztochasztikus matematikai összefüggéseit, amelyekből a közgazdászok választhatnak egy-egy probléma megfogalmazásában és megoldásában. Például az időoperátorok pontos értelmezése jelentős fordulatot hozhat a makroökonómiai elméletekben; vagy az eddigi statikus egyensúlyi referencia pontokat felválthatják a dinamikus,időben változó sztochasztikus egyensúlyi referenciafüggvények, ami forradalmian új megvilágításba helyezhet számos társadalomtudományi, s főleg nemegyensúlyi közgazdasági kérdést.A termodinamika és a biológiai evolúció fogalmait és definícióit Paul A. Samuelson (1947) már adaptálta a közgazdaságtanban, viszont a kvantummechanika legújabb eredményeit, az időoperátorokat stb. nem érintette. E cikk azokat a legújabb fizikai, kémiai és biológiai matematikai összefüggéseket foglalja össze,amelyek hasznosak lehetnek a közgazdasági modellek komplexebb megfogalmazásához. ___________________ The aim of this paper is to out line the newest results of physics,i.e.,the stochastic mathematical relations of relativity theory and quantum mechanics as well as irreversible dynamics which can be applied for some economic problems.For example,the correct interpretation of time operators using for the macroeconomic theories may provide a serious improvement in approach to the reality.The stochastic dynamic equilibrium reference functions will take over the role of recent static equilibrium reference points,which may also reveal some nonequilibrium questions of macroeconomics.The concepts and definitions of thermodynamics and biological evolution have been adopted in economics by Paul A. Samuelson, but he did not concern the newest results of quantum mechanics, e.g., the time operators. Now we do it.In addition, following Samuelson,we show that von Neumann growth model cannot be explained as a peculiar extension of thermodynamic irreversibility.

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A szerző a pénzügyi válság kapcsán a pénzügyi matematikát ért kritikai észrevételekre próbál válaszolni. Megítélése szerint a pénzügyi matematika negatív hatása a magyarországi pénzügyi problémák esetében nem mutatható ki, ugyanis Magyarországon a pénzügyi döntések mindenfajta kvantitatív megalapozás nélkül, nagyrészt politikai alapon történtek, így a felelősséget is a politikát körülvevő gazdaságpolitikusoknak kell viselniük. A matematikai modellek legfőbb felhasználási területe nem a konkrét pénzügyi döntések megalapozásában, hanem sokkal inkább az oktatásban található. _____ The author discusses some critical observations about financial mathematics in connection with the financial crisis. In his view no negative effect of financial mathematics on Hungary's financial problems can be observed, since the financial decisions in Hungary were made without any kind of serious quantitative basis. The decisions were made mainly on political ground, so that the blame must go to economic politicians involved in that policy. The main area of application of mathematical models is not its application in specific financial decisions, but far more in the field of education.

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Conditional Value-at-Risk (equivalent to the Expected Shortfall, Tail Value-at-Risk and Tail Conditional Expectation in the case of continuous probability distributions) is an increasingly popular risk measure in the fields of actuarial science, banking and finance, and arguably a more suitable alternative to the currently widespread Value-at-Risk. In my paper, I present a brief literature survey, and propose a statistical test of the location of the CVaR, which may be applied by practising actuaries to test whether CVaR-based capital levels are in line with observed data. Finally, I conclude with numerical experiments and some questions for future research.

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This study examined the effects of computer assisted instruction (CAI) 1 hour per week for 18 weeks on changes in computational scores and attitudes of developmental mathematics students at schools with predominantly Black enrollment. Comparisons were made between students using CAI with differing software--PLATO, CSR or both together--and students using traditional instruction (TI) only.^ This study was conducted in the Dade County Public School System from February through June 1991, at two senior high schools. The dependent variables, the State Student Assessment Test (SSAT), and the School Subjects Attitude Scales (SSAS), measured students' computational scores and attitudes toward mathematics in 3 categories: interest, usefulness, and difficulty, respectively.^ Univariate analyses of variance were performed on the least squares mean differences from pretest to posttest for testing main effects and interactions. A t-test measured significant main effects and interactions. Results were interpreted at the.01 level of significance.^ Null hypotheses 1, 2, and 3 compared versions of CAI with the control group, for changes in mathematical computation scores measured with the SSAT. It could not be concluded that changes in standardized mathematics test scores of students using CAI with differing software 1 hour per week for 18 class hours combined with TI were significantly higher than changes in test scores for students receiving TI only.^ Null hypotheses 4, 5, and 6 tested the effects of CAI for attitudes toward mathematics for experimental groups against control groups measured with the SSAS. Changes in attitudes toward mathematics of students using CAI with differing software 1 hour per week for 18 class hours combined with TI were not significantly higher than attitude changes for students receiving TI only.^ Teacher effect on students' computational scores was a more influential variable than CAI. No interaction was found between gender and learning method on standardized mathematics test scores (null hypothesis 7). ^