1

Motion response analysis of mining vessel based on ANSYS/AQWA

Année:
2019
Langue:
english
Fichier:
PDF, 782 KB
english, 2019
4

Asset allocation with time variation in expected returns

Année:
1997
Langue:
english
Fichier:
PDF, 964 KB
english, 1997
6

Asset Allocation with Regime-Switching: Discrete-Time Case

Année:
2004
Langue:
english
Fichier:
PDF, 135 KB
english, 2004
8

Portfolio optimization in a regime-switching market with derivatives

Année:
2014
Langue:
english
Fichier:
PDF, 479 KB
english, 2014
12

Filtering a Markov Modulated Random Measure

Année:
2010
Langue:
english
Fichier:
PDF, 851 KB
english, 2010
19

Strength of Hollow Compressed Stabilized Earth-Block Masonry Prisms

Année:
2019
Langue:
english
Fichier:
PDF, 5.07 MB
english, 2019
25

Optimal investment for insurer with jump-diffusion risk process

Année:
2005
Langue:
english
Fichier:
PDF, 408 KB
english, 2005
27

On Bayesian Value at Risk: From Linear to Non-Linear Portfolios

Année:
2004
Langue:
english
Fichier:
PDF, 328 KB
english, 2004
28

On the Markov-modulated insurance risk model with

Année:
2010
Langue:
english
Fichier:
PDF, 405 KB
english, 2010
29

Option pricing with regime switching by trinomial tree method

Année:
2010
Langue:
english
Fichier:
PDF, 575 KB
english, 2010
31

On a nonparametric estimator for ruin probability in the classical risk model

Année:
2012
Langue:
english
Fichier:
PDF, 276 KB
english, 2012
39

A PDE approach to risk measures of derivatives

Année:
2000
Langue:
english
Fichier:
PDF, 503 KB
english, 2000
40

Valuing equity-linked death benefits in jump diffusion models

Année:
2013
Langue:
english
Fichier:
PDF, 437 KB
english, 2013
42

On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process

Année:
2013
Langue:
english
Fichier:
PDF, 375 KB
english, 2013
47

Option Pricing in a Jump-Diffusion Model with Regime-Switching

Année:
2009
Langue:
english
Fichier:
PDF, 474 KB
english, 2009
50

Optimal debt ratio and dividend payment strategies with reinsurance

Année:
2015
Langue:
english
Fichier:
PDF, 339 KB
english, 2015