You can probably think of a time when you’ve used math to solve an everyday problem, such as calculating a tip at a restaurant or determining the square footage of a room. But what role does math play ...

In this paper, we study a class of optimal dividend and investment problems assuming that the underlying reserve process follows the Sparre Andersen model, that is, the claim frequency is a "renewal" ...

Note: Articles may be assigned to more than one subject area, as a result the sum of the subject research outputs may not equal the overall research outputs. Note: Hover over the donut graph to view ...

A century ago, the great mathematician David Hilbert posed a probing question in pure mathematics. A recent advance in optimization theory is bringing Hilbert’s work into a world of self-driving cars.