16 citations · 53 across the 28 of their papers we have counts for
30 papers
Lattice-Based Characterizations and Inference for Multivariate Dependence
Paramahansa Pramanik
We develop a measure-theoretic framework for conditional multivariate total positivity of order two (), formulated through lattice inequalities without requiring…
Bayesian Signaling and Entry Decisions under Uncertain Market Conditions
Mustapha Nyenye Issah, Paramahansa Pramanik
We develop a continuous-time entry-deterrence game in which market demand evolves according to the Chan-Karolyi-Longstaff-Sanders (CKLS) stochastic differential equation, allowing…
Dynamic Physical Hedging amid Jump Losses, Reconstruction-Price Uncertainty, Population Interactions
Paramahansa Pramanik, Michael Bowdin
We study dynamic physical hedging for insurers exposed jointly to catastrophe losses and stochastic reconstruction costs. Surplus evolves as a controlled jump diffusion whose loss…
Stochastic Choice with Distribution-Dependent Preferences
Paramahansa Pramanik
We develop a continuous-time stochastic choice theory with endogenous preference evolution. Unlike dynamic random utility, observed behavior affects future preferences through the…
Modeling Educational Performance Using School Demographics and Teacher Characteristics
Brianna Reed, Paramahansa Pramanik
High-dimensional educational datasets often exhibit sparsity, grouped predictors, and locally correlated covariates, limiting the effectiveness of conventional regression methods.…
Optimal Harvesting under Stochastic Control: HJB Equation and Feynman-Kac Representation
Paramahansa Pramanik, Fatamatuj Johora
Sustainable resource management requires harvesting strategies that account for environmental variability and ecological uncertainty. This study investigates optimal harvesting of…