Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
19
 
2004
79
 
2003
49
 
2008
136
 
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
69
 
2011
92
 
1995
190
 
2003
117
 
2010
112
 
1995
42
 
2001
80
 
2003
65
 
1996
62
 
2003
183
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
74
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
55
 
2010
77
 
1997
21
 
2011
58
 
2008
102