A Note on Aoki-Yoshikawa Model

A Note on Aoki-Yoshikawa Model

In this paper, we explore a dynamical version of by Aoki and Yoshikawa model (AYM) for an economy driven by demand. We show that when an appropriate Markovian dynamics is taken into account, AYM has di¤erent equilibrium distributions depending on the form of transition probabilities. In the version of the dynamic AYM presented here, transition probabilities depend on a parameter c tuning the ch...

a study on insurer solvency by panel data model: the case of iranian insurance market

the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.

mortality forecasting based on lee-carter model

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

A Possible Aoki Phase for Staggered Fermions

Abstract The phase diagram for staggered fermions is discussed in the context of the staggered chiral Lagrangian, extending previous work on the subject. When the discretization errors are significant, there may be an Aoki-like phase for staggered fermions, where the remnant SO(4) taste symmetry is broken down to SO(3). We solve explicitly for the mass spectrum in the 3-flavor degenerate mass c...

A Note on Implementing LIBOR Market Model