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
收藏
页码：2602 / 2617
页数：16
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