Relative versions of some star-selection principles

We introduce some relative versions of star selection principles first considered in [5], [11]. Some of the work extends results from [4], [5] and gives some examples.      

On the cardinality of n-Urysohn and n-Hausdorff spaces

Two variations of Arhangelskii’s inequality $\left| X \right| \leqslant 2^{\chi (X) - L(X)}$ for Hausdorff X [Arhangel’skii A.V., The power of bicompacta with first axiom of countability, Dokl. Akad. Nauk SSSR, 1969, 187, 967–970 (in Russian)] given in [Stavrova D.N., Separation pseudocharacter and the cardinality of topological spaces, Topology Proc., 2000, 25(Summer), 333–343] are extended to the classes with finite Urysohn number or finite Hausdorff number.     

On the cardinality of the θ-closed hull of sets

The θ-closed hull of a set A in a topological space is the smallest set C containing A such that, whenever all closed neighborhoods of a point intersect C, this point is in C.     

Weak covering properties and selection principles

No convenient internal characterization of spaces that are productively Lindelöf is known. Perhaps the best general result known is Alster?s internal characterization, under the Continuum Hypothesis, of productively Lindelöf spaces which have a basis of cardinality at most _ℵ1${\aleph }_1$. It turns out that topological spaces having Alster?s property are also productively weakly Lindelöf. The weakly Lindelöf spaces form a much larger class of spaces than the Lindelöf spaces. In many instances spaces having Alster?s property satisfy a seemingly stronger version of Alster?s property and consequently are productively X, where X is a covering property stronger than the Lindelöf property. This paper examines the question: When is it the case that a space that is productively X is also productively Y, where X and Y are covering properties related to the Lindelöf property.     

Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts

We develop a theory of local risk minimization for payment processes in discrete time, and apply this theory to the pricing and hedging of equity-linked life-insurance contracts. Thus, we extend the work of Møller (2001a) in several directions: from risk minimization (which is done under a martingale measure) to local risk minimization (which is done under an arbitrary measure), from single claims to payment processes, from complete financial markets to possibly incomplete financial markets, from a single risky asset to several risky assets, and from finite state spaces to general state spaces.Moreover, we show that, when tradable financial assets are independent of mortality, a locally risk-minimizing hedging strategy for most claims in the combined financial and mortality market (such as those arising from equity-indexed annuities) may be expressed as the product of two simpler locally risk-minimizing hedging strategies: one for a purely financial claim, the other for a traditional (i.e. non-equity-linked) life-insurance claim.Finally, we also show, under general assumptions, that the minimal measure for the combined market is the product of the minimal measure for the financial market and the physical measure for the mortality.     

Monotone weak Lindelöfness

The definition of monotone weak Lindelöfness is similar to monotone versions of other covering properties: X is monotonically weakly Lindelöf if there is an operator r that assigns to every open cover U a family of open sets r(U) so that (1) ∪r(U) is dense in X, (2) r(U) refines U, and (3) r(U) refines r(V) whenever U refines V. Some examples and counterexamples of monotonically weakly Lindelöf spaces are given and some basic properties such as the behavior with respect to products and subspaces are discussed.