On the Riemann–Hilbert problem of the matrix Lakshmanan–Porsezian–Daniel system with a $$4\times4$$ AKNS-type matrix Lax pair

Theoretical and Mathematical Physics - The initial-boundary value problems for the matrix Lakshmanan–Porsezian–Daniel system are studied by utilizing the Fokas unified transform...     

A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy

Methodology and Computing in Applied Probability - Risk measures for tail risk have an important application in the dynamic portfolio insurance strategies. We propose a new risk measure called...