27 results
Super-replication of life-contingent options under the Black–Scholes framework
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- Journal of Applied Probability , First View
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- 05 April 2024, pp. 1-15
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Target benefit versus defined contribution scheme: a multi-period framework
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- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 3 / September 2023
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- 01 September 2023, pp. 545-579
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- September 2023
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OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 2 / May 2020
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- 06 May 2020, pp. 449-477
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- May 2020
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A martingale approach for asset allocation with derivative security and hidden economic risk
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 723-749
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- September 2019
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Toll-like receptor 4 gene polymorphisms influence milk production traits in Chinese Holstein cows
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- Journal of Dairy Research / Volume 85 / Issue 4 / November 2018
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- 08 August 2018, pp. 407-411
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- November 2018
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A plan of capital injections based on the claims frequency
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 20 June 2018, pp. 296-325
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STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
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- 19 January 2018, pp. 413-434
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- January 2018
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ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
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- 28 September 2017, pp. 435-477
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- January 2018
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Optimal financing and dividend distribution in a general diffusion model with regime switching
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- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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- 10 June 2016, pp. 406-422
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- June 2016
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OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE
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- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 2 / May 2016
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- 25 January 2016, pp. 365-399
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- May 2016
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VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
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- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
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- 13 January 2015, pp. 355-395
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- May 2015
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On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 886-906
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- September 2012
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On the absolute ruin in a MAP risk model with debit interest
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- Advances in Applied Probability / Volume 43 / Issue 1 / March 2011
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- 01 July 2016, pp. 77-96
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- March 2011
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Option Pricing in a Jump-Diffusion Model with Regime Switching
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- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 2 / November 2009
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- 09 August 2013, pp. 515-539
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- November 2009
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Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
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- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
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- 14 July 2016, pp. 818-830
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- September 2008
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Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 55-66
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- March 2008
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On Bayesian Mixture Credibility
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- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 2 / November 2006
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- 17 April 2015, pp. 573-588
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- November 2006
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A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 2 / November 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 489-503
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- November 2006
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UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 529-542
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Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 2 / November 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 351-361
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- November 2005
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