Search Results - subject:"Random time"

Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity

Cao, Jingyi; Young, Virginia R. - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 598-623

Persistent link: https://www.econbiz.de/10014383863

Stackelberg differential game for insurance under model ambiguity : general divergence

Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 735-763

Persistent link: https://www.econbiz.de/10014383896

Mean-variance hedging of contingent claims with random maturity

Kladívko, Kamil; Zervos, Mihail - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1213-1247

Persistent link: https://www.econbiz.de/10014370649

Dividends and compound poisson processes : a new stochastic stock price model

Gankhuu, Battulga; Kleinow, Jacob; Lkhamsuren, Altangerel; … - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-36

Persistent link: https://www.econbiz.de/10013371034

Stackelberg differential game for insurance under model ambiguity

Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Insurance / Mathematics & economics 106 (2022), pp. 128-145

Persistent link: https://www.econbiz.de/10013380498

Stackelberg differential game for reinsurance : mean-variance framework and random horizon

Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 102 (2022), pp. 42-55

Persistent link: https://www.econbiz.de/10013271955

Time-Dependent Stress-Strength Reliability Models with Phase-Type Cycle Times

Drisya, M.; Jose, Joby K. - In: Stochastics and Quality Control 35 (2020) 2, pp. 97-112

Abstract The estimation of stress-strength reliability in a time-dependent context deals with either the stress or strength or both dynamic. The repeated occurrence of stress in random intervals of time induces a change in the distribution of strength over time. In this paper, we study the...

Persistent link: https://www.econbiz.de/10014591051

Optimal time-dependent production policy under random time horizon

Roul, J. N.; Maity, K.; Kar, Samarjit; Maiti, Manas Kumar - In: Opsearch : journal of the Operational Research Society … 57 (2020) 2, pp. 391-413

Persistent link: https://www.econbiz.de/10012229967

Hedging the risk of delayed data in defaultable markets

Okhrati, Ramin - In: Applied mathematical finance 26 (2019) 2, pp. 101-130

Persistent link: https://www.econbiz.de/10012210262

Corruption and stock market returns : evidence from panel data analysis

Baek, Chung - In: Banking and finance review 8 (2016) 2, pp. 19-30

Persistent link: https://www.econbiz.de/10011920891