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~isPartOf:"Insurance / Mathematics & economics"
~person:"Landriault, David"
~person:"Fusai, Gianluca"
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Option pricing theory
4
Optionspreistheorie
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Landriault, David
Fusai, Gianluca
Shen, Yang
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Insurance / Mathematics & economics
European journal of operational research : EJOR
5
Journal of banking & finance
3
Journal / The Capco Institute : journal of financial transformation
2
Application of operations research to financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic dynamics : theory, games and empirical studies
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Encyclopedia of economics research ; Vol. 1
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
3
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi
;
Landriault, David
;
Li, Bin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
Saved in:
4
Poissonian potential measures for Lévy risk models
Landriault, David
;
Li, Bin
;
Wong, Jeff T. Y.
;
Xu, Di
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
Saved in:
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