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Introductory stochastic analysis for finance and insurance
Lin, X. Sheldon - 2006
Persistent link: https://www.econbiz.de/10013490484
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Singapore's life program : actuarial framework, longevity risk and impact of annuity fund return
Kwong, Koon-Shing; Tse, Yiu Kuen; Chan, Wai-Sum - In: The Singapore economic review : journal of the Economic … 66 (2021) 5, pp. 1355-1371
Persistent link: https://www.econbiz.de/10012664102
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Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin; Bayraktar, Erhan - In: Insurance / Mathematics & economics 55 (2014), pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash
Zhang, Caibin; Liang, Zhibin - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013413423
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Design of insurance contracts using stochastic programming in forestry planning
Mosquera, Jose; Henig, Mordecai I.; Weintraub, Andres - 2011
Persistent link: https://www.econbiz.de/10010217434
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Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Operations research 72 (2024) 2, pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan; Fung, Man Chung; Ignatieva, Ekaterina; … - In: Applied mathematical finance 22 (2015) 3/4, pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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Portfolio optimization and mortgage choice
Nordfang, Maj-Britt; Steffensen, Mogens - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-23
and access to term life insurance. The study is based on advances in stochastic control theory, which provides analytical …
Persistent link: https://www.econbiz.de/10011619128