Search

Add filters:

Use filters to refine the search results.


Results 21-30 of 39.
Year of PublicationTitleAuthor(s)
2018On two mixture-based clustering approaches used in modeling an insurance portfolio
In: volume: 6, 2018, issue: 2, p. 1-18
Miljkovic, Tatjana; Fernández, Daniel
2018Analyzing the risks embedded in option prices with rndfittool
In: volume: 6, 2018, issue: 2, p. 1-15
Barletta, Andre; Santucci de Magistris, Paolo
2018Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation
In: volume: 6, 2018, issue: 2, p. 1-20
Hillman, Timothy; Zhang, Nan; Jin, Zhuo
2018An optimal investment strategy for insurers in incomplete markets
In: volume: 6, 2018, issue: 2, p. 1-23
Badaoui, Mohamed; Fernández, Begoña; Swishchuk, Anatoliy
2018On central branch/reinsurance risk networks: Exact results and heuristics
In: volume: 6, 2018, issue: 2, p. 1-11
Avram, Florin; Loke, Sooie-Hoe
2018Under what conditions do rules-based and capability-based management modes dominate?
In: volume: 6, 2018, issue: 2, p. 1-16
Michel, Lukas; Anzengruber, Johanna; Wölfle, Marco; Hixson, Nick
2018Stochastic modeling of wind derivatives in energy markets
In: volume: 6, 2018, issue: 2, p. 1-21
Benth, Fred Espen; Di Persio, Luca; Lavagnini, Silvia
2018Estimating and forecasting conditional risk measures with extreme value theory: A review
In: volume: 6, 2018, issue: 2, p. 1-16
Bee, Marco; Trapin, Luca
2018On the moments and the distribution of aggregate discounted claims in a Markovian environment
In: volume: 6, 2018, issue: 2, p. 1-16
Li, Shuanming; Lu, Yi
2018Mixed periodic-classical barrier strategies for Lévy risk processes
In: volume: 6, 2018, issue: 2, p. 1-39
Pérez, José-Luis; Yamazaki, Kazutoshi