173 results in 93Exx
The Optimal Dividend Problem in the Dual Model
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 746-765
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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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Stochastic Brownian Game of Absolute Dominance
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 436-452
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- June 2014
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AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS
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- The ANZIAM Journal / Volume 55 / Issue 2 / October 2013
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- 18 March 2014, pp. 129-150
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On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 121-138
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- March 2014
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Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 102-120
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- March 2014
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Stability of Multi-Dimensional Birth-and-Death Processes with State-Dependent 0-Homogeneous Jumps
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 59-75
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- March 2014
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Undiscounted Markov Chain BSDEs to Stopping Times
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 262-281
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- March 2014
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Optimal Portfolios for Financial Markets with Wishart Volatility
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1025-1043
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- December 2013
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Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1117-1130
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- December 2013
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Reducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance Control
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- Advances in Applied Probability / Volume 45 / Issue 4 / December 2013
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- 04 January 2016, pp. 1137-1156
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- December 2013
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Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the
$\theta $-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’
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- LMS Journal of Computation and Mathematics / Volume 16 / October 2013
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- 01 September 2013, pp. 366-372
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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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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 1084-1112
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- December 2012
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Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 977-994
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- December 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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Nonlinear Filtering for Jump Diffusion Observations
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 678-701
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- September 2012
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Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
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- LMS Journal of Computation and Mathematics / Volume 15 / May 2012
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- 01 April 2012, pp. 71-83
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STABILITY OF SINGULAR JUMP-LINEAR SYSTEMS WITH A LARGE STATE SPACE: A TWO-TIME-SCALE APPROACH
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- The ANZIAM Journal / Volume 52 / Issue 4 / April 2011
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- 20 March 2012, pp. 372-390
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Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 150-166
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- March 2012
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