Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
23
 
2004
73
 
2003
45
 
2008
106
 
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
99
 
1995
131
 
2003
108
 
2010
129
 
1995
42
 
2001
78
 
2003
62
 
1996
59
 
2003
145
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
68
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
45
 
2010
76
 
1997
26
 
2011
67
 
2008
88