214 results in 91Bxx
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 665-687
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- September 2015
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Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 209-223
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- March 2015
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An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 298-304
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- March 2015
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Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
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- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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- 04 January 2016, pp. 270-291
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- March 2015
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On the Frequency of Drawdowns for Brownian Motion Processes
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 191-208
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- March 2015
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Optimal claims with fixed payoff structure
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 175-188
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- December 2014
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On the Time Spent in the Red by a Refracted Lévy Risk Process
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1171-1188
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- December 2014
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Exact boundaries in sequential testing for phase-type distributions
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 347-358
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- December 2014
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OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION
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- The ANZIAM Journal / Volume 56 / Issue 1 / July 2014
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- 09 October 2014, pp. 66-90
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Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 669-684
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- September 2014
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Limit Theory for High Frequency Sampled MCARMA Models
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 846-877
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- September 2014
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The Explicit Laplace Transform for the Wishart Process
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 640-656
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- September 2014
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Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 727-740
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- September 2014
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Queues and Risk Models with Simultaneous Arrivals
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 812-831
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- September 2014
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Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 799-817
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- September 2014
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Optimal Dynamic Risk Control for Insurers with State-Dependent Income
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 417-435
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- June 2014
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Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 377-386
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- June 2014
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On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 293-296
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- March 2014
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A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM
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- The ANZIAM Journal / Volume 55 / Issue 1 / July 2013
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- 10 October 2013, pp. 14-38
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A Risk Model with Delayed Claims
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- Journal of Applied Probability / Volume 50 / Issue 3 / September 2013
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- 30 January 2018, pp. 686-702
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- September 2013
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