Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
38
 
2004
87
 
2003
59
 
2008
89
 
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
80
 
2011
94
 
1995
149
 
2003
94
 
2010
154
 
1995
74
 
2001
94
 
2003
64
 
1996
73
 
2003
136
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
96
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
48
 
2010
80
 
1997
41
 
2011
93
 
2008
107