9 papers
Continuous functions with impermeable graphs
Zoltán Buczolich, Gunther Leobacher, Alexander Steinicke
We construct a Hölder continuous function on the unit interval which coincides in uncountably (in fact continuum) many points with every function of total variation smaller than 1…
Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate
Julia Eisenberg, Stefan Kremsner, Alexander Steinicke
We investigate a dividend maximization problem under stochastic interest rates with Ornstein-Uhlenbeck dynamics. This setup also takes negative rates into account. First a determin…
On the Configurations of Closed Kinematic Chains in three-dimensional Space
Gerhard Zangerl, Alexander Steinicke
A kinematic chain in three-dimensional Euclidean space consists of links that are connected by spherical joints. Such a chain is said to be within a closed configuration when i…
A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
Stefan Kremsner, Alexander Steinicke, Michaela Szölgyenyi
In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilin…
(Non-)Distributivity of the Product for -Algebras with Respect to the Intersection
Alexander Steinicke
We study the validity of the distributivity equation $$(\mathcal{A}\otimes\mathcal{F})\cap(\mathcal{A}\otimes\mathcal{G})=\mathcal{A}\otimes\left(\mathcal{F}\cap\mathcal{G}\right),…
On a combinatorial problem in the Secret Santa ritual
Alexander Steinicke, Markus Penz, Bine Penz
The Secret Santa ritual, where in a group of people every member presents a gift to a randomly assigned partner, poses a combinatorial problem when considering the probabilities in…