4666 results in Mathematical finance
2 - Risk Metrics
-
- Book:
- Quantitative Risk and Portfolio Management
- Published online:
- 10 October 2023
- Print publication:
- 21 September 2023, pp 37-80
-
- Chapter
- Export citation
4 - Equity Modeling
-
- Book:
- Quantitative Risk and Portfolio Management
- Published online:
- 10 October 2023
- Print publication:
- 21 September 2023, pp 123-158
-
- Chapter
- Export citation
On the combined imperfect repair process
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 2 / April 2024
- Published online by Cambridge University Press:
- 18 September 2023, pp. 341-354
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Individual life insurance during epidemics
-
- Journal:
- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 13 September 2023, pp. 152-175
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
A Second Course in Probability
-
- Published online:
- 07 September 2023
- Print publication:
- 21 September 2023
An uncertainty-based risk management framework for climate change risk
-
- Journal:
- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
- Published online by Cambridge University Press:
- 05 September 2023, pp. 420-437
-
- Article
- Export citation
Lapse risk modeling in insurance: a Bayesian mixture approach
-
- Journal:
- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 01 September 2023, pp. 126-151
-
- Article
- Export citation
Detection and treatment of outliers for multivariate robust loss reserving
- Part of
-
- Journal:
- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 24 August 2023, pp. 102-125
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Freedom and choice: public attitudes seven years on
-
- Journal:
- British Actuarial Journal / Volume 28 / 2023
- Published online by Cambridge University Press:
- 23 August 2023, e5
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Plant growth stages and weather index insurance design
-
- Journal:
- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
- Published online by Cambridge University Press:
- 03 August 2023, pp. 438-458
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Worst-case Omega ratio under distribution uncertainty with its application in robust portfolio selection
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 2 / April 2024
- Published online by Cambridge University Press:
- 01 August 2023, pp. 318-340
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Disparity-persistence and the multistep friendship paradox
- Part of
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 2 / April 2024
- Published online by Cambridge University Press:
- 25 July 2023, pp. 290-298
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Asymptotic behaviors of aggregated Markov processes
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 2 / April 2024
- Published online by Cambridge University Press:
- 25 July 2023, pp. 299-317
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints
-
- Journal:
- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 11 July 2023, pp. 78-101
-
- Article
- Export citation
Insurance as an ergodicity problem
-
- Journal:
- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
- Published online by Cambridge University Press:
- 03 July 2023, pp. 215-218
-
- Article
-
- You have access
- HTML
- Export citation
Some comments on “A Hermite spline approach for modelling population mortality” by Tang, Li & Tickle (2022)
-
- Journal:
- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
- Published online by Cambridge University Press:
- 13 June 2023, pp. 643-646
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
11 - Reinforcement Learning Methods in Algorithmic Trading
- from Part III - High Frequency Finance
-
- Book:
- Machine Learning and Data Sciences for Financial Markets
- Published online:
- 12 May 2023
- Print publication:
- 01 June 2023, pp 182-204
-
- Chapter
- Export citation
Part V - New Frontiers for Stochastic Control in Finance
- from Towards Better Risk Intermediation
-
- Book:
- Machine Learning and Data Sciences for Financial Markets
- Published online:
- 12 May 2023
- Print publication:
- 01 June 2023, pp 341-342
-
- Chapter
- Export citation
Towards Better Risk Intermediation
-
- Book:
- Machine Learning and Data Sciences for Financial Markets
- Published online:
- 12 May 2023
- Print publication:
- 01 June 2023, pp 173-174
-
- Chapter
- Export citation
14 - Introduction toPart IV. Advanced OptimizationTechniques for Banks and Asset Managers
- from Part IV - Advanced Optimization Techniques
-
- Book:
- Machine Learning and Data Sciences for Financial Markets
- Published online:
- 12 May 2023
- Print publication:
- 01 June 2023, pp 253-264
-
- Chapter
- Export citation