4670 results in Mathematical finance
Appendices
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- Optimization Methods in Finance
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5 - Quadratic Programming: Theory and Algorithms
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- 09 August 2018, pp 71-89
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18 - Conic Programming: Theory and Algorithms
- from Part IV - Other Optimization Techniques
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- 09 August 2018, pp 277-288
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7 - Sensitivity of Mean–Variance Models to Input Estimation
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- 09 August 2018, pp 124-139
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14 - Dynamic Programming Models: Multi-Period Portfolio Optimization
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- 09 August 2018, pp 225-237
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References
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Part III - Multi-Period Models
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Recalculation of the Solvency II Transitional Measures on Technical Provisions ‐ Abstract of the Edinburgh Discussion
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- British Actuarial Journal / Volume 23 / 2018
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- 06 August 2018, e17
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An analysis of the feasibility of an extreme operational risk pool for banks
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- Annals of Actuarial Science / Volume 13 / Issue 2 / September 2019
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- 06 August 2018, pp. 295-307
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APPLICATIONS OF LIKELIHOOD RATIO ORDER IN BAYESIAN INFERENCES
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- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 1 / January 2020
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- 06 August 2018, pp. 1-13
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ON THE TIME-DEPENDENT BEHAVIOR OF A MARKOVIAN REENTRANT-LINE MODEL
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- Probability in the Engineering and Informational Sciences / Volume 33 / Issue 3 / July 2019
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- 03 August 2018, pp. 367-386
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ON EXTROPY PROPERTIES OF MIXED SYSTEMS
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- Probability in the Engineering and Informational Sciences / Volume 33 / Issue 3 / July 2019
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- 03 August 2018, pp. 471-486
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Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown
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- Annals of Actuarial Science / Volume 13 / Issue 2 / September 2019
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- 30 July 2018, pp. 268-294
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Optimization Methods in Finance
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PES volume 32 issue 3 Cover and Front matter
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- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 3 / July 2018
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- 25 July 2018, pp. f1-f2
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PES volume 32 issue 3 Cover and Back matter
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- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 3 / July 2018
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- 25 July 2018, pp. b1-b2
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ASYMPTOTIC WAITING TIME ANALYSIS OF A FINITE-SOURCE M/M/1 RETRIAL QUEUEING SYSTEM
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- Probability in the Engineering and Informational Sciences / Volume 33 / Issue 3 / July 2019
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- 18 July 2018, pp. 387-403
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Optimal insurance control for insurers with jump-diffusion risk processes
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 16 July 2018, pp. 198-213
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Beta transform and discounted aggregate claims under dependency
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- Annals of Actuarial Science / Volume 13 / Issue 2 / September 2019
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- 13 July 2018, pp. 241-267
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ANALYSIS OF THE NETWORK WITH MULTIPLE CLASSES OF POSITIVE CUSTOMERS AND SIGNALS AT A NON-STATIONARY REGIME
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- Probability in the Engineering and Informational Sciences / Volume 33 / Issue 3 / July 2019
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- 13 July 2018, pp. 404-416
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