214 results in 91Bxx
Almost stochastic dominance under inconsistent utility and loss functions
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 763-772
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- September 2017
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Increasing convex order on generalized aggregation of SAI random variables with applications
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 685-700
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- September 2017
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AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS
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- The ANZIAM Journal / Volume 59 / Issue 1 / July 2017
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- 19 July 2017, pp. 83-102
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Optimal dividend strategies for two collaborating insurance companies
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 515-548
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- June 2017
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ADVANCEMENT OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS INVOLVING LIQUIDITY AND PRICE DYNAMICS
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 3 / June 2017
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- 22 March 2017, pp. 523-524
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- June 2017
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A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 267-285
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- March 2017
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Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 23-41
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- March 2017
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Epidemic risk and insurance coverage
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 286-303
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- March 2017
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ON THE EVENTUAL PERIODICITY OF PIECEWISE LINEAR CHAOTIC MAPS
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 3 / June 2017
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- 16 February 2017, pp. 467-475
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- June 2017
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A queueing/inventory and an insurance risk model
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1139-1160
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- December 2016
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An alternative axiomatic characterisation of pricing operators
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1257-1264
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- December 2016
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On real growth and run-off companies in insurance ruin theory
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- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
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- 19 September 2016, pp. 903-925
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- September 2016
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OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE
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- The ANZIAM Journal / Volume 58 / Issue 2 / October 2016
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- 30 August 2016, pp. 162-181
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Time-varying copula models for financial time series
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 159-180
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- July 2016
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The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 217-233
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- July 2016
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Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 298-314
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- March 2016
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OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET
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- The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
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- 17 February 2016, pp. 352-368
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Generalized fractional Lévy processes with fractional Brownian motion limit
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1108-1131
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- December 2015
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Conditional Sojourn times and the volatility of payment schemes for bandwidth sharing in packet networks
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
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- 30 March 2016, pp. 962-980
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- December 2015
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From characteristic functions to implied volatility expansions
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 837-857
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- September 2015
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