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Results 751-760 of 776.
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Year of Publication
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2018
Numerical ruin probability in the dual risk model with risk-free investments
Loke, Sooie-Hoe
;
Thomann, Enrique
2018
Properties of stochastic arrangement increasing and their applications in allocation problems
Wei, Wei
2018
Calendar spread exchange options pricing with Gaussian random fields
Hainaut, Donatien
2020
Deep arbitrage-free learning in a generalized HJM framework via arbitrage-regularization
Kratsios, Anastasis
;
Hyndman, Cody
2019
Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement
Greselin, Francesca
;
Piacenza, Fabio
;
Zitikis, Ričardas
2019
Premium risk net of reinsurance: From short-term to medium-term assessment
Pallaria, Antonio
;
Savelli, Nino
2021
Mining actuarial risk predictors in accident descriptions using recurrent neural networks
Baillargeon, Jean-Thomas
;
Lamontagne, Luc
;
Marceau, Etienne
2019
American options on high dividend securities: A numerical investigation
Rotondi, Francesco
2020
Parisian time of reflected Brownian motion with drift on rays and its application in banking
Dassios, Angelos
;
Zhang, Junyi
2018
A general framework for portfolio theory. Part I: Theory and various models
Maier-Paape, Stanislaus
;
Zhu, Qiji Jim
Author
13
Wüthrich, Mario V.
9
Korn, Ralf
8
Calderín-Ojeda, Enrique
7
McAleer, Michael
6
Constantinescu, Corina
6
Zhu, Qiji Jim
5
Devolder, Pierre
5
Duc Hong Vo
5
Giudici, Paolo
5
Maier-Paape, Stanislaus
.
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422
2020 - 2022
354
2010 - 2019
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Volume 1, 2013
67
Volume 10, 2022
26
Volume 2, 2014
30
Volume 3, 2015
32
Volume 4, 2016
46
Volume 5, 2017
90
Volume 6, 2018
117
Volume 7, 2019
134
Volume 8, 2020
221
Volume 9, 2021
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