Fractional models for analysis of economic risks

被引：4
|
作者：
Rogosin, Sergei [1 ]
Karpiyenya, Maria [1 ]
机构：
[1] Belarusian State Univ, Dept Econ, Nezavisimosti Ave 4, Minsk 220030, BELARUS
来源：
FRACTIONAL CALCULUS AND APPLIED ANALYSIS | 2023年 / 26卷 / 06期
关键词：
Fractional calculus (primary); Economic risks; Fractional ordinary and partial differential equations; ARFIMA; TERM STRUCTURE; RUIN;
D O I：
10.1007/s13540-023-00202-y
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this review paper we try to describe some recent results on modeling and analysis of economic risks by using the techniques of fractional calculus. The use of fractional order operators in the risk theory is due to the presence of long and short memory in most of economic models and their nonlocality over time. We emphasize on the use and interpretation of the Dzherbashian-Caputo fractional derivative in the discussed matters.
引用
下载
收藏
页码：2602 / 2617
页数：16
相关论文
共 50 条
  • [1] Fractional models for analysis of economic risks
    Sergei Rogosin
    Maria Karpiyenya
    Fractional Calculus and Applied Analysis, 2023, 26 (6) : 2602 - 2617
  • [2] On skewed risks in economic models and experiments
    Ebert, Sebastian
    JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 2015, 112 : 85 - 97
  • [3] PECULIARITY OF FOREIGN ECONOMIC RISKS: ANTICRIMINAL MODELS
    Bublik, V. A.
    Kozachenko, I. Ja
    Gubareva, A., V
    RUSSIAN JOURNAL OF CRIMINOLOGY, 2014, (03): : 63 - 70
  • [4] Economic analysis of safety risks in construction
    Almeida Santos, F. M.
    Bourbon, T.
    Soeiro, A.
    Safety and Security Engineering II, 2007, 94 : 13 - 17
  • [5] Discrete Caputo Delta Fractional Economic Cobweb Models
    Churong Chen
    Qualitative Theory of Dynamical Systems, 2023, 22
  • [6] Discrete Caputo Delta Fractional Economic Cobweb Models
    Chen, Churong
    QUALITATIVE THEORY OF DYNAMICAL SYSTEMS, 2023, 22 (01)
  • [7] The Application of Fractional Calculus in Chinese Economic Growth Models
    Ming, Hao
    Wang, JinRong
    Feckan, Michal
    MATHEMATICS, 2019, 7 (08)
  • [8] Statistical analysis of competing risks models
    Sarhan, Ammar M.
    Hamilton, David C.
    Smith, B.
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2010, 95 (09) : 953 - 962
  • [9] Analysis of parametric models for competing risks
    Maller, RA
    Zhou, X
    STATISTICA SINICA, 2002, 12 (03) : 725 - 750
  • [10] RISKS OF INNOVATIVE ACTIVITY: ECONOMIC AND LEGAL ANALYSIS
    Kuznietsova, Nataliia
    Kot, Liudmyla
    Kot, Oleksii
    BALTIC JOURNAL OF ECONOMIC STUDIES, 2020, 6 (01) : 67 - 73
12345