Showing results 5 to 8 of 8
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Martingale Representation and Hedging Contingent Claims With Regime Switching Journal:Communications on Stochastic Analysis | 2007 | 84 | ||
On a generalised form of risk measure Journal:Australian Actuarial Journal | 2003 | 89 | ||
A PDE Approach To Multivariate Risk Theory Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan | 2012 | 78 | ||
Ruin theory in a hidden markov-modulated risk model Journal:Stochastic Models | 2011 | 159 |