4666 results in Mathematical finance
ON EXTROPY PROPERTIES AND DISCRIMINATION INFORMATION OF DIFFERENT STRATIFIED SAMPLING SCHEMES
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 14 January 2021, pp. 644-659
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ON MARKOVIAN QUEUES WITH SINGLE WORKING VACATION AND BERNOULLI INTERRUPTIONS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 11 January 2021, pp. 616-643
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A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 05 January 2021, pp. 606-615
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AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 05 January 2021, pp. 357-377
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PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 05 January 2021, pp. 564-580
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TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 05 January 2021, pp. 500-513
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COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 23 December 2020, pp. 320-340
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CLOUD STORAGE FACILITY AS A FLUID QUEUE CONTROLLED BY MARKOVIAN QUEUE
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 21 December 2020, pp. 237-253
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RATIO ESTIMATION OF THE POPULATION MEAN USING AUXILIARY INFORMATION UNDER THE OPTIMAL SAMPLING DESIGN
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 11 December 2020, pp. 449-460
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A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 11 December 2020, pp. 294-319
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Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 10 December 2020, pp. 549-566
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A neural network model for solvency calculations in life insurance
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 01 December 2020, pp. 259-275
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MARKOV CHAIN METHOD FOR COMPUTING THE RELIABILITY OF HAMMOCK NETWORKS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 20 November 2020, pp. 276-293
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PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 20 November 2020, pp. 548-563
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DUELING BANDIT PROBLEMS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 20 November 2020, pp. 264-275
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ANALYTICAL RESULTS ON THE SERVICE PERFORMANCE OF STOCHASTIC CLEARING SYSTEMS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 13 November 2020, pp. 217-236
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A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 13 November 2020, pp. 482-499
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A spatial machine learning model for analysing customers’ lapse behaviour in life insurance
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 10 November 2020, pp. 367-393
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Actuarial valuations to monitor defined benefit pension funding
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- British Actuarial Journal / Volume 25 / 2020
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- 03 November 2020, e24
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Clustering driving styles via image processing
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 27 October 2020, pp. 276-290
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