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Continuous-time semi-Markov inference of biometric laws associated with a long-term care insurance portfolio
Biessy, Guillaume - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 527-561
Persistent link: https://www.econbiz.de/10011729610
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Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Jin, Zhuo; Liu, Guo; Yang, Hailiang - In: European journal of operational research : EJOR 280 (2020) 3, pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
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Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan; Ruszcy´nski, Andrzej - In: Mathematical methods of operations research 88 (2018) 2, pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
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Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta; Eisenberg, Julia - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
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On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.; Pergamenščikov, Sergej M. - In: Finance and stochastics 26 (2022) 4, pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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Valuation of a risk-averse investor under incomplete information
Takino, Kazuhiro; Ishinagi, Yoshikazu - In: International journal of accounting and finance 9 (2019) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10012138845
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Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard; Taylor, David - 2016
Persistent link: https://www.econbiz.de/10011778139
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Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl; Hsiao, Chih-ying - 2010
Persistent link: https://www.econbiz.de/10008663099
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei; Xiong, Jie; Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 19 (2019) 6, pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
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Probabilistic aspects of financial risk
Föllmer, Hans - 2000
Persistent link: https://www.econbiz.de/10001550562