Showing results 1 to 7 of 7
Title | Author(s) | Issue Date | |
---|---|---|---|
A constraint-free approach to optimal reinsurance Journal:Scandinavian Actuarial Journal | 2019 | ||
Crossing Time of Annuities with Exponential Payment Rates Journal:Bulletin of the Swiss Association of Actuaries | 2009 | ||
An elementary approach to discrete models of dividend strategies Journal:Insurance: Mathematics and Economics | 2010 | ||
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits Journal:Insurance: Mathematics and Economics | 2015 | ||
The Omega model: from bankruptcy to occupation times in the red Journal:European Acturial journal | 2012 | ||
Valuing equity-linked death benefits and other contingent options: A discounted density approach Journal:Insurance: Mathematics and Economics | 2012 | ||
Valuing equity-linked death benefits in jump diffusion models Journal:Insurance: Mathematics and Economics | 2013 |