Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
32
 
2004
94
 
2003
59
 
2008
119
 
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
102
 
2011
125
 
1995
161
 
2003
127
 
2010
146
 
1995
65
 
2001
95
 
2003
77
 
1996
73
 
2003
172
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
102
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
57
 
2010
95
 
1997
34
 
2011
95
 
2008
105