Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
30
 
2004
90
 
2003
56
 
2008
117
 
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
98
 
2011
119
 
1995
154
 
2003
123
 
2010
141
 
1995
61
 
2001
92
 
2003
75
 
1996
70
 
2003
167
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
98
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
52
 
2010
90
 
1997
33
 
2011
85
 
2008
101