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Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior
Feng, Runhuan, (2015)
Analytical Calculation of Risk Measures for Variable Annuity Guaranteed Benefits
Feng, Runhuan, (2012)
Mathematical model of financial investment risk
Yin, Deyu, (2018)
A certain limit of iterated conditional tail expectation
Kusuoka, Shigeo, (2010)
Some regularity estimates for diffusion semigroups with Dirichlet boundary conditions
Kusuoka, Shigeo, (2020)
On supermartingale problems
Kusuoka, Shigeo, (2017)