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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
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On optimal investment and subexponential claims
Schmidli, Hanspeter (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417