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Epidemic modelling and actuarial applications for pandemic insurance: a case study of Victoria, Australia
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- Journal:
- Annals of Actuarial Science , First View
- Published online by Cambridge University Press:
- 09 January 2024, pp. 1-28
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A martingale approach for asset allocation with derivative security and hidden economic risk
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 723-749
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- September 2019
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Optimal Strategy for Limit Order Book Submissions in High Frequency Trading
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- East Asian Journal on Applied Mathematics / Volume 6 / Issue 2 / May 2016
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- 12 May 2016, pp. 222-234
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- May 2016
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OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
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- Probability in the Engineering and Informational Sciences / Volume 30 / Issue 2 / April 2016
- Published online by Cambridge University Press:
- 09 December 2015, pp. 224-243
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Backward stochastic difference equations for dynamic convex risk measures on a binomial tree
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 771-785
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- September 2015
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On Optimal Cash Management under a Stochastic Volatility Model
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- East Asian Journal on Applied Mathematics / Volume 3 / Issue 2 / May 2013
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- 28 May 2015, pp. 81-92
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- May 2013
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On Bayesian Mixture Credibility
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 2 / November 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 573-588
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- November 2006
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