Universal mappings for certain classes of operators and polynomials between Banach spaces

A well‐known result of J. Lindenstrauss and A. Pełczyński (1968) gives the existence of a universal non‐weakly compact operator between Banach spaces. We show the existence of universal non‐Rosenthal, non‐limited, and non‐Grothendieck operators. We also prove that there does not exist a universal non‐Dunford–Pettis operator, but there is a universal class of non‐Dunford–Pettis operators. Moreover, we show that, for several classes of polynomials between Banach spaces, including the non‐weakly compact polynomials, there does not exist a universal polynomial.     

Incorporating model uncertainty into optimal insurance contract design

In stochastic optimization models, the optimal solution heavily depends on the selected probability model for the scenarios. However, the scenario models are typically chosen on the basis of statistical estimates and are therefore subject to model error. We demonstrate here how the model uncertainty can be incorporated into the decision making process. We use a nonparametric approach for quantifying the model uncertainty and a minimax setup to find model-robust solutions. The method is illustrated by a risk management problem involving the optimal design of an insurance contract.     

On categories associated to a Quasi-Hopf algebra

A quasi-Hopf algebra H can be seen as a commutative algebra A in the center 𝒵(H-Mod) of H-Mod. We show that the category of A-modules in 𝒵(H-Mod) is equivalent (as a monoidal category) to H-Mod. This can be regarded as a generalization of the structure theorem of Hopf bimodules of a Hopf algebra to the quasi-Hopf setting.     

On the Auslander–Reiten conjecture for Cohen–Macaulay rings and path algebras

In this note, it is shown that the validity of the Auslander–Reiten conjecture for a given d-dimensional Cohen–Macaulay local ring R depends on its validity for all direct summands of d-th syzygy of R-modules of finite length, provided R is an isolated singularity. Based on this result, it is shown that under a mild assumption on the base ring R, satisfying the Auslander–Reiten conjecture behaves well under completion and reduction modulo regular elements. In addition, it will turn out that, if R is a commutative Noetherian ring and 𝒬 a finite acyclic quiver, then the Auslander–Reiten conjecture holds true for the path algebra R𝒬, whenever so does R. Using this result, examples of algebras satisfying the Auslander–Reiten conjecture are presented.     

Totally ordered sets and the prime spectra of rings

Let T be a totally ordered set and let D(T) denotes the set of all cuts of T. We prove the existence of a discrete valuation domain O_v such that T is order isomorphic to two special subsets of Spec(O_v). We prove that if A is a ring (not necessarily commutative), whose prime spectrum is totally ordered and satisfies (K2), then there exists a totally ordered set U?Spec(A) such that the prime spectrum of A is order isomorphic to D(U). We also present equivalent conditions for a totally ordered set to be a Dedekind totally ordered set. At the end, we present an algebraic geometry point of view.     

The superalgebra of W(2,2) and its modules of the intermediate series

In this paper, we study a new Lie superalgebra constructed by a 2|2-dimensional Balinsky–Novikov superalgebra, which is called the superalgebra of W(2,2). It can be realized from semi product of the W-algebra W(2,2) and its module of the intermediate series. Finally, we determine all modules of the intermediate series over this superalgebra. Since it is di?cult to do so directly, we make it by using modules of the intermediate series over the trivial super extension of the Witt algebra.     

Flag Hilbert schemes and moduli spaces of torsion plane sheaves

We find certain relations between flag Hilbert schemes of points on plane curves and moduli spaces of one-dimensional plane sheaves. We show that some of these moduli spaces are stably rational.     

Analysis of survivorship life insurance portfolios with stochastic rates of return

A general portfolio of survivorship life insurance contracts is studied in a stochastic rate of return environment with a dependent mortality model. Two methods are used to derive the first two moments of the prospective loss random variable. The first one is based on the individual loss random variables while the second one studies annual stochastic cash flows. The distribution function of the present value of future losses at a given valuation time is derived. For illustrative purposes, an AR(1) process is used to model the stochastic rates of return, and the future lifetimes of a couple are assumed to follow a copula model. The effects of the mortality dependence, the portfolio size and the policy type, as well as the impact of investment strategies on the riskiness of portfolios of survivorship life insurance policies are analyzed by means of moments and probability distributions.     

On the structure of the automorphism group of certain automorphic loop

Automorphic loops, or A-loops, are loops in which all inner mappings are automorphisms. We investigated A-loops arising from a Lie algebra and describe their automorphism group. Also, we identify and describe their inner mapping group.