Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and Stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Markov-modulated risk mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Approximation algorithms
1
Markov decision process
1
Operator fixed points
1
Piecewise deterministic Markov processes
1
Portfolio optimization
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Bäuerle, Nicole
1
Rieder, Ulrich
1
Published in...
All
Finance and Stochastics
Mathematical methods of operations research
12
Insurance / Mathematics & economics
9
Mathematical Methods of Operations Research
9
Computational Statistics
6
Statistics & Risk Modeling
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
European journal of operational research : EJOR
3
Mathematical methods of operations research : ZOR
3
Mathematics of operations research
3
Finance and stochastics
2
Insurance: Mathematics and Economics
2
International journal of theoretical and applied finance
2
Mathematical Finance
2
Risks
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
European Journal of Operational Research
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic theory
1
Kompetenzzentrum Versicherungswissenschaften
1
Mathematics and Financial Economics
1
Mathematics and financial economics
1
Metrika
1
Operations research letters
1
Operations research, Management science : OR MS ; the international literature digest
1
Research paper series / Swiss Finance Institute
1
Risikomanagement
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Springer-Lehrbuch Masterclass
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Finance and Stochastics
13
(
2009
)
4
,
pp. 591-611
Persistent link: https://www.econbiz.de/10005061371
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
