Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
23
 
2004
74
 
2003
46
 
2008
108
 
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
77
 
2011
103
 
1995
138
 
2003
110
 
2010
129
 
1995
43
 
2001
79
 
2003
64
 
1996
60
 
2003
148
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
70
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
45
 
2010
77
 
1997
26
 
2011
68
 
2008
89