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Results 1-25 of 217 (Search time: 0.057 seconds).

TitleAuthor(s)Issue DateViews
 
Insurance Risk Models: with and without Dividends
Proceeding/Conference:International Conference on Applied Statistics and Financial Mathematics
2010
17
 
2013
68
 
Fourier-cosine method for Gerber-Shiu functions
Journal:Insurance: Mathematics and Economics
2015
24
 
2016
18
 
Gerber–Shiu analysis with two-sided acceptable levels
Journal:Journal of Computational and Applied Mathematics
2017
14
 
2017
23
 
Optimal reinsurance and investment strategy with two piece utility function
Journal:Journal of Industrial and Management Optimization
2017
85
 
2011
74
 
Optimal portfolio in a continuous-time self-exciting threshold model
Journal:Journal of Industrial and Management Optimization
2013
67
 
Valuing T-year contingent options
Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance Program 2011
2011
31
 
2013
38
 
2013
34
 
Ruin problems for a discrete time risk model with random interest rate
Journal:Mathematical Methods of Operations Research
2006
76
 
2012
39
 
Equilibruim approach of asset pricing under Lévy process
Journal:European Journal of Operational Research
2012
93
 
Actuarial education in the universities
Proceeding/Conference:The Role of the Actuary in the Economy and in the Financial Sector Seminar
2011
32
 
2012
50
 
2014
46
 
2013
42
 
Valuing equity-linked death benefits in jump diffusion models
Journal:Insurance: Mathematics and Economics
2013
39
 
Cox risk model with variable premium rate and stochastic return on investment
Journal:Journal of Computational and Applied Mathematics
2014
54
 
2011
80
 
2016
46
 
2004
89
 
On the probability of completeness for large markets
Journal:Japan Journal of Industrial and Applied Mathematics
2011
75