Browsing by Author rp00765

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TitleAuthor(s)Issue DateViews
 
1981
27
 
2004
78
 
2003
49
 
2008
113
 
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
86
 
2011
112
 
1995
144
 
2003
116
 
2010
133
 
1995
47
 
2001
82
 
2003
68
 
1996
63
 
2003
152
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
73
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
47
 
2010
81
 
1997
28
 
2011
74
 
2008
92