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Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process
Fard, Farzad Alavi; Rong, Ning - In: Annals of finance 10 (2014) 2, pp. 315-332
Persistent link: https://www.econbiz.de/10010350833
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The density of the time of ruin in the classical risk model with a constant dividend barrier
Li, Shuanming; Lu, Yi - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10010358004
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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang; Ng, Cheuk Yin Andrew - In: Insurance / Mathematics & economics 56 (2014), pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
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On the Lebesgue property of monotone convex functions
Owari, Keita - In: Mathematics and financial economics 8 (2014) 2, pp. 159-167
Persistent link: https://www.econbiz.de/10010341763
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A probability metrics approach to financial risk measures
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2011
Persistent link: https://www.econbiz.de/10008824237
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10008729669
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Economic theory and the world of practice : a celebration of the (S, s) model
Caplin, Andrew; Leahy, John Vincent - In: The journal of economic perspectives : EP ; a journal … 24 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008747139
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Risk finance and asset pricing : value, measurements, and markets
Tapiero, Charles S. - 2010
quantitative foundations of financial and risk engineering and its many applications to asset pricing and risk management. Covering …
Persistent link: https://www.econbiz.de/10008808538
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Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Filipovi´c, Zlatko - 2010 - Softcover reprint of the hardcover 1st edition 2010
Persistent link: https://www.econbiz.de/10009512019
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Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 470-484
Persistent link: https://www.econbiz.de/10009517546