4670 results in Mathematical finance
HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
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- 27 July 2020, pp. 126-143
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A STOCHASTIC ANALYSIS OF BIKE-SHARING SYSTEMS
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 4 / October 2021
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- 27 July 2020, pp. 781-838
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Understanding Blockchain for insurance use cases: a practical guide for the insurance industry
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- British Actuarial Journal / Volume 25 / 2020
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- 27 July 2020, e21
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BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
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- 21 July 2020, pp. 144-168
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Fitting multi-population mortality models to socio-economic groups
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- Annals of Actuarial Science / Volume 15 / Issue 1 / March 2021
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- 14 July 2020, pp. 144-172
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Optimal portfolio choice with tontines under systematic longevity risk
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- Annals of Actuarial Science / Volume 14 / Issue 2 / September 2020
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- 13 July 2020, pp. 302-315
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Valuation of no-negative-equity guarantees with a lower reflecting barrier
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- Annals of Actuarial Science / Volume 15 / Issue 1 / March 2021
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- 10 July 2020, pp. 115-143
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E-cigarettes – No Smoke without Fire - Abstract of the Edinburgh Discussion
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- British Actuarial Journal / Volume 25 / 2020
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- 08 July 2020, e20
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A NOTE ON THE ASYMPTOTIC BEHAVIOR OF THE HEIGHT FOR A BIRTH-AND-DEATH PROCESS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
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- 08 July 2020, pp. 41-48
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A review of the risk margin – Solvency II and beyond report by the Risk Margin Working Party - Abstract of the Edinburgh discussion
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- British Actuarial Journal / Volume 25 / 2020
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- 06 July 2020, e19
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Home and Motor insurance joined at a household level using multivariate credibility
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- Annals of Actuarial Science / Volume 15 / Issue 1 / March 2021
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- 06 July 2020, pp. 82-114
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Operational risk dependencies - Abstract of the Edinburgh Discussion
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- British Actuarial Journal / Volume 25 / 2020
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- 30 June 2020, e16
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Practical guides to climate change for insurance practitioners - Abstract of the London Discussion
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- British Actuarial Journal / Volume 25 / 2020
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- 30 June 2020, e17
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NASH EQUILIBRIUM STRATEGIES REVISITED IN SOFTWARE RELEASE GAMES
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
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- 23 June 2020, pp. 105-125
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CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family
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- Annals of Actuarial Science / Volume 14 / Issue 2 / September 2020
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- 22 June 2020, pp. 445-460
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Managing uncertainty: Principles for improved decision making
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- British Actuarial Journal / Volume 25 / 2020
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- 22 June 2020, e15
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On the use of Archimedean copulas for insurance modelling
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- Annals of Actuarial Science / Volume 15 / Issue 1 / March 2021
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- 17 June 2020, pp. 57-81
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Multivariate Hawkes process for cyber insurance
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- Annals of Actuarial Science / Volume 15 / Issue 1 / March 2021
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- 17 June 2020, pp. 14-39
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Identifiability in age/period/cohort mortality models
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- Annals of Actuarial Science / Volume 14 / Issue 2 / September 2020
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- 04 June 2020, pp. 500-536
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A PROBABILISTIC FRIENDSHIP NETWORK MODEL
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
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- 03 June 2020, pp. 1-16
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