4666 results in Mathematical finance
Rotation in age patterns of mortality decline: statistical evidence and modeling
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 09 January 2023, pp. 621-652
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Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 09 January 2023, pp. 82-99
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On the dual risk model with Parisian implementation delays under a mixed dividend strategy
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 09 January 2023, pp. 442-461
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Long-term option pricing with a lower reflecting barrier
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 05 January 2023, pp. 358-384
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Asymptotics of a time bounded cylinder model
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 27 December 2022, pp. 1063-1083
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Valuation of vulnerable European options with market liquidity risk
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 27 December 2022, pp. 65-81
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“Dependencies between risks” by Patrick Kelliher
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- British Actuarial Journal / Volume 27 / 2022
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- 13 December 2022, e24
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Tsallis value-at-risk: generalized entropic value-at-risk
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 29 November 2022, pp. 1-20
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Managing the risk of mortality shocks
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 29 November 2022, pp. 425-427
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How actuarial perspectives can help in a pandemic
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 29 November 2022, pp. 428-429
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A simple European option pricing formula with a skew Brownian motion
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 29 November 2022, pp. 1029-1034
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Optimal allocation of policy limits in layer reinsurance treaties
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 24 November 2022, pp. 546-566
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COVID-19 and the effectiveness of ERM frameworks
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- British Actuarial Journal / Volume 27 / 2022
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- 22 November 2022, e23
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Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 1 / January 2023
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- 22 November 2022, pp. 72-85
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Asset allocation for a DC pension plan with minimum guarantee constraint and hidden Markov regime-switching
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 21 November 2022, pp. 1035-1062
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Resolving an open problem on the hazard rate ordering of p-spacings
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 11 November 2022, pp. 1020-1028
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Analyzing a single hyper-exponential working vacation queue from its governing difference equation
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 10 November 2022, pp. 997-1019
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IFoA Presidential Address 2022: “Flourishing in Challenging Times: How the actuarial profession can grow, influence and lead in a rapidly changing world” by Matt Saker
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- British Actuarial Journal / Volume 27 / 2022
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- 09 November 2022, e22
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PES volume 36 issue 4 Cover and Front matter
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 4 / October 2022
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- 04 November 2022, pp. f1-f2
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PES volume 36 issue 4 Cover and Back matter
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 4 / October 2022
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- 04 November 2022, pp. b1-b2
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