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LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 1 / January 2016
- Published online by Cambridge University Press:
- 11 November 2015, pp. 71-102
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- January 2016
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LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 1 / January 2015
- Published online by Cambridge University Press:
- 03 November 2014, pp. 1-47
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- January 2015
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Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 491-517
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- November 2010
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New Econ for Life Actuaries
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 2 / November 2003
- Published online by Cambridge University Press:
- 17 April 2015, pp. 117-122
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- November 2003
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Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization
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- ASTIN Bulletin: The Journal of the IAA / Volume 23 / Issue 2 / November 1993
- Published online by Cambridge University Press:
- 29 August 2014, pp. 185-211
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- November 1993
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Stochastic control of geometric processes
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- Journal:
- Journal of Applied Probability / Volume 24 / Issue 1 / March 1987
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- 14 July 2016, pp. 97-104
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- March 1987
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R&D projects analyzed by semimartingale methods
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- Journal of Applied Probability / Volume 22 / Issue 2 / June 1985
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- 14 July 2016, pp. 288-299
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- June 1985
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A conditional expectation formula for diffusion processes
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- Journal:
- Journal of Applied Probability / Volume 14 / Issue 3 / September 1977
- Published online by Cambridge University Press:
- 14 July 2016, pp. 626-629
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- September 1977
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