Browsing by Author rp00765

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TitleAuthor(s)Issue Date
 
1981
 
2004
 
2003
 
2008
 
2005
 
Asymptotics for ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Proceeding/Conference:International Congress on Insurance: Mathematics and Economics
2009
 
2011
 
1995
 
2003
 
2010
 
1995
 
2001
 
2003
 
1996
 
2003
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
 
2010
 
1997
 
2011