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NUMERICAL METHODS FOR COMPUTING RISK MEASURES OF VARIABLE ANNUITIES UNDER EXPONENTIAL LE ́VY MODELS | 2024-03-08 |
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The optimal reinsurance strategy related to bankruptcy probability | 2024-03-08 |
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Long Time Behavior of Optimal Liquidation Problems | 2024-01-12 |
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Optimal Order Execution subject to Reservation Strategies under Execution Risk | 2024-01-12 |
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Insurance Risk Classification via a Mixture of Experts Model with Random Effects | 2023-12-13 |
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Optimal Control Formulation of Transition Path Problems for Markov Jump Processes | 2023-12-05 |
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Optimal Moral-hazard-free Reinsurance under Extended Distortion Premium Principles | 2023-12-04 |
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Optimal stopping without time consistency | 2023-12-04 |
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Libor利率替换与最新现金流计算规则 | 2023-11-30 |
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Emerging risk management and data techniques in insurance | 2023-11-29 |
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Multivariate composite copula and its applications | 2023-11-27 |
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Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching | 2023-11-27 |
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Stationary measures branching processes conditioned on extinction | 2023-11-06 |
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Managing a bankruptcy protection application with the aid of Parasian or Parisian options | 2023-10-26 |