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~accessRights:"free"
~isPartOf:"Research paper / The University of Melbourne, Department of Economics"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~type_genre:"Working Paper"
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1
Modeling large claims with composite Stoppa models
CalderÃn-Ojeda, Enrique
;
Kwok, Chun Fung
-
2014
Persistent link: https://www.econbiz.de/10011342002
Saved in:
2
On the time and the number of claims when the surplus drops below a certain level
Li, Shuanming
;
Lu, Yi
-
2014
Persistent link: https://www.econbiz.de/10011342003
Saved in:
3
On a discrete-time two level NCD risk model
Wu, Xueyuan
;
Chen, Mi
;
Guo, Junyi
-
2014
Persistent link: https://www.econbiz.de/10011342004
Saved in:
4
Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
-
2014
Persistent link: https://www.econbiz.de/10011342005
Saved in:
5
Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348822
Saved in:
6
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
7
A note on the distribution of the aggregate claim amount at ruin
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
-
2014
Persistent link: https://www.econbiz.de/10010348819
Saved in:
8
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo, Jin
;
Yin, George
;
Wu, Fuke
-
2013
Persistent link: https://www.econbiz.de/10010349104
Saved in:
9
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George
-
2013
Persistent link: https://www.econbiz.de/10010349106
Saved in:
10
The rate of convergence of the two-state lattice model for pricing vanilla options
Joshi, Mark S.
;
Kwok, Chun Fung
-
2013
Persistent link: https://www.econbiz.de/10010349107
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