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An asymptotic approach to centrally planned portfolio selection
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- Advances in Applied Probability , First View
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- 08 February 2024, pp. 1-28
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Aging notions, stochastic orders, and expected utilities
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- Journal of Applied Probability , First View
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- 18 October 2023, pp. 1-14
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Duality theory for exponential utility-based hedging in the Almgren–Chriss model
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- Journal of Applied Probability , First View
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- 03 August 2023, pp. 1-19
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Almost first-order stochastic dominance by distorted expectations
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 12 August 2022, pp. 888-906
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Further properties of fractional stochastic dominance
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 28 March 2022, pp. 202-223
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- March 2022
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On transform orders for largest claim amounts
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 1064-1085
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- December 2021
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AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 3 / September 2018
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- 03 July 2018, pp. 1157-1173
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- September 2018
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Almost stochastic dominance under inconsistent utility and loss functions
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 763-772
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- September 2017
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Increasing convex order on generalized aggregation of SAI random variables with applications
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 685-700
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- September 2017
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Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
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- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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- 04 January 2016, pp. 270-291
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- March 2015
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Optimal claims with fixed payoff structure
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 175-188
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- December 2014
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A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM
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- The ANZIAM Journal / Volume 55 / Issue 1 / July 2013
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- 10 October 2013, pp. 14-38
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State-Dependent Utility
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 55-70
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- March 2009
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Monotone utility convergence
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 622-633
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- September 2006
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