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  • Search: subject:"Scale functions"
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Year of publication
Subject
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Scale functions 21 Stochastic process 20 Stochastischer Prozess 20 scale functions 20 Dividend 14 Dividende 14 Theorie 14 Theory 14 Option pricing theory 10 Optionspreistheorie 10 Risiko 9 Risk 9 Lévy processes 7 Dividends 6 Dual model 6 Portfolio selection 5 Portfolio-Management 5 Risikomodell 5 Risk model 5 Time series analysis 5 Zeitreihenanalyse 5 dividends 5 spectrally negative Lévy processes 5 Finanzmathematik 4 Markov chain 4 Markov-Kette 4 Mathematical finance 4 first passage 4 Credit risk 3 Lévy insurance risk processes 3 Optimal stopping 3 Parisian ruin 3 Risikomanagement 3 Risk management 3 Spectrally negative Lévy processes 3 Stochastic control 3 capital injection 3 excursion theory 3 optimal dividends 3 spectrally negative process 3
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Online availability
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Undetermined 21 Free 14
Type of publication
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Article 39 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25 Article 5 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 31 Undetermined 11
Author
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Yamazaki, Kazutoshi 14 Avram, Florin 7 Pérez, José-Luis 6 Lkabous, Mohamed Amine 4 Egami, Masahiko 3 Wen, Yuzhen 3 Yin, Chuancun 3 Bayraktar, Erhan 2 Czarna, Irmina 2 Grahovac, Danijel 2 Junca, Mauricio 2 Kyprianou, Andreas E. 2 Landriault, David 2 Li, Bin 2 Loke, Sooie-Hoe 2 Moreno-Franco, Harold A. 2 Ott, Curdin 2 Perez-Garmendia, Jose-Luis 2 Pérez, José Luis 2 Renaud, Jean-François 2 Vardar-Acar, Ceren 2 Zhou, Xiaowen 2 Albrecher, Hansjörg 1 Amir, Madjid 1 Baurdoux, Erik J. 1 Berninghaus, Siegfried 1 Bladt, Martin 1 Bäuerle, Nicole 1 Cao, Jingyi 1 Goreac, Dan 1 Hernández-Hernández, Daniel 1 Jiang, Zhengjun 1 Kolkovska, Ekaterina T. 1 Kyprianou, A. 1 Li, Shu 1 Loeffen, Ronnie L. 1 Martín-González, Ehyter M. 1 Noba, Kei 1 Oryu, Tadao 1 SURYA, BUDHI ARTA 1
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Institution
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Graduate School of Economics, Kyoto University 2
Published in...
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Insurance / Mathematics & economics 11 Risks 5 Risks : open access journal 5 Scandinavian actuarial journal 3 Stochastic Processes and their Applications 3 Astin bulletin : the journal of the International Actuarial Association 2 Discussion papers / Graduate School of Economics, Kyoto University 2 Finance and Stochastics 2 Insurance: Mathematics and Economics 2 Finance and stochastics 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Journal of Evolutionary Economics 1 Mathematics of operations research 1 Operations research 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
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Source
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ECONIS (ZBW) 26 RePEc 11 EconStor 5
Showing 41 - 42 of 42
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Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
Kyprianou, A.; Surya, B. - In: Finance and Stochastics 11 (2007) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10005390643
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Cover Image
Scale functions in equilibrium selection games
Amir, Madjid; Berninghaus, Siegfried - In: Journal of Evolutionary Economics 8 (1998) 1, pp. 1-13
We present here an evolutionary game model, and address the issue of equilibrium selection working with the scale function of a diffusion process describing the dynamics of population processes with mutation modeled as white noise. This model is the same as the one in Foster and Young (1990) but...
Persistent link: https://www.econbiz.de/10005760548
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