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Theory and Methods - A Fast Procedure for Outlier Diagnostics in Large Regression Problems
Peña, Daniel; Yohai, Victor - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 434-445
Persistent link: https://www.econbiz.de/10006626731
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Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
Azcue, Pablo; Muler, Nora - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10008212900
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OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR-LUNDBERG MODEL
Azcue, Pablo; Muler, Nora - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 261-308
Persistent link: https://www.econbiz.de/10008214493
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Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
Azcue, Pablo; Muler, Nora - In: Mathematical methods of operations research 77 (2013) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10010138758
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Optimal dividend policies for compound Poisson processes: The case of bounded dividend rates
Azcue, Pablo; Muler, Nora - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10009972454
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Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
Azcue, Pablo; Muler, Nora - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10008890307