11 citations · 27 across the 20 of their papers we have counts for
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q-fin.MF2020
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…
math.PR2020★ 1 cited
(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),…
math.HO2020
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…