214 results in 91Bxx
On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 309-322
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- June 2013
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On the Uniqueness of Martingales with Certain Prescribed Marginals
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 557-575
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- June 2013
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Sharp Bounds for Sums of Dependent Risks
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 42-53
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- March 2013
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Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 241-273
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- March 2013
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A Time-Homogeneous Diffusion Model with Tax
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 195-207
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- March 2013
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Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 1005-1014
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- December 2012
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Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 954-966
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- December 2012
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Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 939-953
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- December 2012
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Scaling and Multiscaling in Financial Series: A Simple Model
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 1018-1051
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- December 2012
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The Probability of the Alabama Paradox
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- Journal of Applied Probability / Volume 49 / Issue 3 / September 2012
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- 04 February 2016, pp. 773-794
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- September 2012
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On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 886-906
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- September 2012
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Risk Measures and Multivariate Extensions of Breiman's Theorem
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- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
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- 04 February 2016, pp. 364-384
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- June 2012
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Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns
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- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
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- 04 February 2016, pp. 482-502
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- June 2012
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Advances in Complete Mixability
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- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
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- 04 February 2016, pp. 430-440
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- June 2012
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Central Limit Theorems for Law-Invariant Coherent Risk Measures
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 1-21
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- March 2012
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The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 1035-1048
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- December 2011
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Small-Time Asymptotics of Option Prices and First Absolute Moments
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 1003-1020
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- December 2011
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A forwards induction approach to candidate drug selection
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- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
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- 01 July 2016, pp. 649-665
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- September 2011
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Stability of the exit time for Lévy processes
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- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
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- 01 July 2016, pp. 712-734
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- September 2011
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Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 733-748
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- September 2011
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