M ar 2 00 7 Optimal Time to Change Premiums ∗ † ‡

ar X iv : m at h - ph / 0 00 80 18 v 1 7 A ug 2 00 0 Change , Time and Information Geometry ∗

Dynamics, the study of change, is normally the subject of mechanics. Whether the chosen mechanics is “fundamental” and deterministic or “phenomenological” and stochastic, all changes are described relative to an external time. Here we show that once we define what we are talking about, namely, the system, its states and a criterion to distinguish among them, there is a single, unique, and natur...

ar X iv : h ep - p h / 00 03 26 4 v 1 2 7 M ar 2 00 0 Time Dependence of Chemical Freeze - out in Relativistic Heavy Ion Collisions

ar X iv : m at h / 04 10 34 7 v 1 [ m at h . C O ] 1 5 O ct 2 00 4 COMPLETING A k − 1 ASSIGNMENT

We consider the distribution of the value of the optimal k-assignment in an m× n-matrix, where the entries are independent exponential random variables with arbitrary rates. We give closed formulas for both the Laplace transform of this random variable and for its expected value under the condition that there is a zero-cost k − 1-assignment.

Risk premiums and certainty equivalents of loss-averse newsvendors of bounded utility

Loss-averse behavior makes the newsvendors avoid the losses more than seeking the probable gains as the losses have more psychological impact on the newsvendor than the gains. In economics and decision theory, the classical newsvendor models treat losses and gains equally likely, by disregarding the expected utility when the newsvendor is loss-averse. Moreover, the use of unbounded utility to m...

ar X iv : 0 80 7 . 41 81 v 1 [ m at h . D G ] 2 5 Ju l 2 00 8 the canonical shrinking soliton associated to a ricci flow

To every Ricci flow on a manifold M over a time interval I ⊂ R, we associate a shrinking Ricci soliton on the space-time M×I . We relate properties of the original Ricci flow to properties of the new higher-dimensional Ricci flow equipped with its own time-parameter. This geometric construction was discovered by consideration of the theory of optimal transportation, and in particular the result...