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Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen - In: Mathematical methods of operations research 75 (2012) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
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Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen - In: Mathematical methods of operations research 75 (2012) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10009820495
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Incomplete markets with jumps and informed agents
Elliott, Robert J.; Jeanblanc, Monique - In: Mathematical methods of operations research 50 (1999) 3, pp. 475-492
Persistent link: https://www.econbiz.de/10006625969
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Short rate analysis and marked point processes
Elliott, Robert J.; Tsoi, Allanus H.; Lui, Shiu Hong - In: Mathematical methods of operations research 50 (1999) 1, pp. 149
Persistent link: https://www.econbiz.de/10006626815