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math.FA2024
Differentiating a Linear Recursive Sequence
Dávid Papp, Kolos Csaba Ágoston
Consider a sequence of real-valued functions of a real variable given by a homogeneous linear recursion with differentiable coefficients. We show that if the functions in the seque…
econ.TH2024
Bertrand oligopoly in insurance markets with Value at Risk Constraints
Kolos Csaba Ágoston, Veronika Varga
Since 2016 the operation of insurance companies in the European Union is regulated by the Solvency II directive. According to the EU directive the capital requirement should be cal…
math.OC2024★ 4 cited
A clustering approach for pairwise comparison matrices
Kolos Csaba Ágoston, Sándor Bozóki, László Csató
We consider clustering in group decision making where the opinions are given by pairwise comparison matrices. In particular, the k-medoids model is suggested to classify the matric…