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A two-dimensional ruin problem on the positive quadrant
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 227-234
Persistent link: https://www.econbiz.de/10007905830
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A two-dimensional ruin problem on the positive quadrant
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 227-235
Persistent link: https://www.econbiz.de/10008886700
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On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun; Pistorius, Martijn R. - In: Finance and stochastics 12 (2008) 3, pp. 331-356
Persistent link: https://www.econbiz.de/10008221085
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On an optimal consumption problem for p-integrable consumption plans
Balder, Erik J.; Pistorius, Martijn R. - In: Economic theory 17 (2001) 3, pp. 721-738
Persistent link: https://www.econbiz.de/10007175426
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Finite time ruin probabilities with one Laplace inversion
Avram, Florin; Usabel, Miguel - In: Insurance / Mathematics & economics 32 (2003) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10006887754
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Lundberg inequalities in a diffusion environment
Palmowski, Zbigniew - In: Insurance / Mathematics & economics 31 (2002) 2, pp. 303
Persistent link: https://www.econbiz.de/10006893331
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Quantile hedging for equity-linked contracts
Klusik, Przemysław; Palmowski, Zbigniew - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 280-287
Persistent link: https://www.econbiz.de/10008812726