{ "types" : { "Bookmark" : { "pluralLabel" : "Bookmarks" }, "Publication" : { "pluralLabel" : "Publications" }, "GoldStandardPublication" : { "pluralLabel" : "GoldStandardPublications" }, "GoldStandardBookmark" : { "pluralLabel" : "GoldStandardBookmarks" }, "Tag" : { "pluralLabel" : "Tags" }, "User" : { "pluralLabel" : "Users" }, "Group" : { "pluralLabel" : "Groups" }, "Sphere" : { "pluralLabel" : "Spheres" } }, "properties" : { "count" : { "valueType" : "number" }, "date" : { "valueType" : "date" }, "changeDate" : { "valueType" : "date" }, "url" : { "valueType" : "url" }, "id" : { "valueType" : "url" }, "tags" : { "valueType" : "item" }, "user" : { "valueType" : "item" } }, "items" : [ { "type" : "Publication", "id" : "https://puma.ub.uni-stuttgart.de/bibtex/2504fc9cccbcc450523cb5d98dd60a126/hermann", "tags" : [ "Finite","Numerical","Singular","control;","differential","distribution;","element","equations;","for","methods","method}","partial","stochastic","{Dividend" ], "intraHash" : "504fc9cccbcc450523cb5d98dd60a126", "interHash" : "ff9e17455504f09babc5aa7b043ed09e", "label" : "A Non-stationary Model of Dividend Distribution in a Stochastic\n Interest-Rate Setting", "user" : "hermann", "description" : "", "date" : "2017-05-18 11:32:12", "changeDate" : "2017-05-18 09:32:12", "count" : 7, "pub-type": "article", "journal": "COMPUTATIONAL ECONOMICS","publisher":"SPRINGER","address":"VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS", "year": "{2016}", "url": "", "author": [ "Andrea Barth","Santiago Moreno-Bromberg","Oleg Reichmann" ], "authors": [ {"first" : "Andrea", "last" : "Barth"}, {"first" : "Santiago", "last" : "Moreno-Bromberg"}, {"first" : "Oleg", "last" : "Reichmann"} ], "volume": "47","number": "3","pages": "447-472","abstract": "In this paper the solutions to several variants of the so-called\n dividend-distribution problem in a multi-dimensional, diffusion setting\n are studied. In a nutshell, the manager of a firm must balance the\n retention of earnings (so as to ward off bankruptcy and earn interest)\n and the distribution of dividends (so as to please the shareholders). A\n dynamic-programming approach is used, where the state variables are the\n current levels of cash reserves and of the stochastic short-rate, as\n well as time. This results in a family of Hamilton-Jacobi-Bellman\n variational inequalities whose solutions must be approximated\n numerically. To do so, a finite element approximation and a\n time-marching scheme are employed.", "author-email" : "andrea.barth@mathematik.uni-stuttgart.de\n santiago.moreno@bf.uzh.ch\n oleg.reichmann@math.ethz.ch", "issn" : "0927-7099", "keywords-plus" : "SEMIMARTINGALE; VOLATILITY; AMERICAN; POLICIES; OPTION; RISK", "funding-acknowledgement" : "ERC [AdG 247277, 249415-RMAC]; NCCR FinRisk (Project ``Banking and\n Regulation''); Swiss Finance Institute (Project ``Systemic Risk and\n Dynamic Contract Theory''); SNF [144130]; German Research Foundation\n (DFG) as part of the Cluster of Excellence in Simulation Technology at\n the University of Stuttgart [EXC 310/2]", "research-areas" : "Business & Economics; Mathematics", "eissn" : "1572-9974", "number-of-cited-references" : "34", "affiliation" : "Moreno-Bromberg, S (Reprint Author), Univ Zurich, Dept Banking & Finance, Plattenstr 32, CH-8032 Zurich, Switzerland.\n Barth, Andrea, ETH, Dept Math, Seminar Appl Math, Ramistr 101, CH-8092 Zurich, Switzerland.\n Barth, Andrea, Univ Stuttgart, SimTech, Pfaffenwaldring 5a, D-70569 Stuttgart, Germany.\n Moreno-Bromberg, Santiago, Univ Zurich, Dept Banking & Finance, Plattenstr 32, CH-8032 Zurich, Switzerland.\n Reichmann, Oleg, ETH, Dept Math, Ramistr 101, CH-8092 Zurich, Switzerland.", "web-of-science-categories" : "Economics; Management; Mathematics, Interdisciplinary Applications", "language" : "English", "funding-text" : "We would like to thank the editor and an anonymous referee for their\n comments and suggestions, which allowed us to improve our original\n manuscript. It goes without saying that we assume full responsibility\n for any remaining mistakes. The research leading to these results has\n received funding form the ERC (Grant agreements AdG 247277 and\n 249415-RMAC), from NCCR FinRisk (Project ``Banking and Regulation''),\n from the Swiss Finance Institute (Project ``Systemic Risk and Dynamic\n Contract Theory''), from the SNF (Grant 144130) and from the German\n Research Foundation (DFG) as part of the Cluster of Excellence in\n Simulation Technology (EXC 310/2) at the University of Stuttgart, and it\n is gratefully acknowledged.", "times-cited" : "0", "doi" : "10.1007/s10614-015-9502-y", "bibtexKey": "ISI:000371796600006" } , { "type" : "Publication", "id" : "https://puma.ub.uni-stuttgart.de/bibtex/24ad0d7a01b29554c1add6721d17c4c9f/hermann", "tags" : [ "(CLT);","(Fagus","(Picea","Beech","Bending","Compression","Finite","Rolling","Shear","Spruce","abies);","analogy","analysis;","element","gamma-Method;","method}","modulus;","shear","strength;","sylvatica);","test;","timber","wood","{Cross-laminated" ], "intraHash" : "4ad0d7a01b29554c1add6721d17c4c9f", "interHash" : "201f166932d880d63991d3876b9f56c0", "label" : "Hybrid cross-laminated timber plates with beech wood cross-layers", "user" : "hermann", "description" : "", "date" : "2017-05-18 11:32:12", "changeDate" : "2017-05-18 09:32:12", "count" : 2, "pub-type": "article", "journal": "CONSTRUCTION AND BUILDING MATERIALS","publisher":"ELSEVIER SCI LTD","address":"THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, OXON, ENGLAND", "year": "{2016}", "url": "", "author": [ "Simon Aicher","Maren Hirsch","Zachary Christian" ], "authors": [ {"first" : "Simon", "last" : "Aicher"}, {"first" : "Maren", "last" : "Hirsch"}, {"first" : "Zachary", "last" : "Christian"} ], "volume": "124","pages": "1007-1018","abstract": "A hybrid, three-layered, softwood-hardwood cross-laminated timber\n build-up with outer layers of European spruce (Picea abies) and a center\n cross-layer of European beech (Fagus sylvatica) has been investigated\n with regard to out-of-plane bending. The determination of the rolling\n shear properties of the beech cross-layer performed by different test\n and measurement methods comprising bending and compression shear tests\n was of primary interest. The shear capacity of the composite is\n significantly influenced by the spruce longitudinal shear strength at\n the beech-spruce interface. The characteristic values of rolling shear\n modulus and strength of the beech cross-layer from the bending tests\n were G(r), mean = 350 N/mm(2) and f(v,r,05) = 2.6 N/mm(2), respectively.\n Direct strain gauge measurements and compression shear tests resulted in\n 10-20\\% higher values. The high rolling shear properties render the\n shear lag implications of the softwood CLTs to a negligible quantity.\n The hybrid build-up can be designed as a rigid composite with small\n error versus a more exact analysis. The novel investigations reveal the\n great potential of mixed softwood-hardwood CLT build-ups for structural\n elements in the building sector, (C) 2016 Elsevier Ltd. All rights\n reserved.", "author-email" : "simon.aicher@mpa.uni-stuttgart.de", "issn" : "0950-0618", "keywords-plus" : "ROLLING SHEAR MODULUS; STRENGTH", "funding-acknowledgement" : "FNR, Fachagentur Nachwachsende Rohstoffe e.V. [22004014]; German\n Association of glulam manufacturers; company Eugen Decker Holzindustrie\n KG, Morbach, Germany", "research-areas" : "Construction & Building Technology; Engineering; Materials Science", "eissn" : "1879-0526", "number-of-cited-references" : "27", "affiliation" : "Aicher, S (Reprint Author), Univ Stuttgart, Mat Testing Inst MPA, Timber Construct, Pfaffenwaldring 4b, D-70569 Stuttgart, Germany.\n Aicher, Simon; Hirsch, Maren; Christian, Zachary, Univ Stuttgart, Mat Testing Inst MPA, Timber Construct, Pfaffenwaldring 4b, D-70569 Stuttgart, Germany.", "web-of-science-categories" : "Construction & Building Technology; Engineering, Civil; Materials\n Science, Multidisciplinary", "language" : "English", "funding-text" : "The work was financially supported by FNR, Fachagentur Nachwachsende\n Rohstoffe e.V., contract 22004014 within the ERA-WoodWisdom project\n ``European hardwoods for the building sector (EU Hardwoods)''. Further\n the financial and technical support by German Association of glulam\n manufacturers and the company Eugen Decker Holzindustrie KG, Morbach,\n Germany, is gratefully acknowledged.", "times-cited" : "1", "doi" : "10.1016/j.conbuildmat.2016.08.051", "bibtexKey": "ISI:000385319300100" } ] }