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Nutrient consumption in India : Evidence from a village study

Dutta, Indranil; Kapoor, Shruti; Pattanaik, Prasanta K. - In: Review of Development Economics (2020)

Persistent link: https://www.econbiz.de/10012284050

Hedging and utility valuation of a defaultable claim driven by Hawkes processes

Pasricha, Puneet; Selvamuthu, Dharmaraja; Tardelli, Paola - In: Applied Stochastic Models in Business and Industry 38 (2021) 2, pp. 334-352

Persistent link: https://www.econbiz.de/10012808142

Markov regenerative credit rating model

Pasricha, Puneet; Selvamuthu, Dharmaraja; Arunachalam, … - In: The Journal of Risk Finance 18 (2017) 3, pp. 311-325

Purpose Credit ratings serve as an important input in several applications in risk management of the financial firms. The level of credit rating changes from time to time because of random credit risk and, thus, can be modeled by an appropriate stochastic process. Markov chain models have been...

Persistent link: https://www.econbiz.de/10014902069

Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics

Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69

Persistent link: https://www.econbiz.de/10011714373

Markov regenerative credit rating model

Pasricha, Puneet; Selvamuthu, Dharmaraja; Arunachalam, … - In: Journal of risk finance : the convergence of financial … 18 (2017) 3, pp. 311-325

Persistent link: https://www.econbiz.de/10011742799

Scenario generation in stochastic programming using principal component analysis based on moment-matching approach

Chopra, Isha; Selvamuthu, Dharmaraja - In: Opsearch : journal of the Operational Research Society … 57 (2020) 1, pp. 190-201

Persistent link: https://www.econbiz.de/10012229936

Estimation of Mortality Rate of COVID-19 in India using SEIRD Model

Selvamuthu, Dharmaraja; Khichar, Deepak; Kalita, Priyanka; … - In: Opsearch : journal of the Operational Research Society … 60 (2023) 1, pp. 539-553

Persistent link: https://www.econbiz.de/10014280749