In Chebyshev (uniform) approximation, the goal is to minimise the maximum deviation of the
approximation from the original function. Classical rational Chebyshev approximation is …

This paper proposes a unique optimization approach for estimating the minimax rational
approximation and its application for evaluating matrix functions. Our method enables the …

We devise two algorithms for approximating solutions of PSDisation, a problem in actuarial
science and finance, to find the nearest valid correlation matrix that is positive semidefinite …

As an object of scientific interest, the field of networks dates back to Euler (1736) on the
problem of Seven Bridges of Königsberg, which laid the foundation of graph theory. Two …

We consider the dual risk model for financial application, where the random gains occur
under a renewal process. We work some particular distributions for the inter-arrival times …

This work addresses crucial questions about the robustness of the PSDization process for
applications in insurance. PSDization refers to the process that forces a matrix to become …