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OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS
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- The ANZIAM Journal / Volume 63 / Issue 3 / July 2021
- Published online by Cambridge University Press:
- 21 July 2021, pp. 308-332
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Effect of processing parameters on thermal behavior and related density in GH3536 alloy manufactured by selective laser melting
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- Journal of Materials Research / Volume 34 / Issue 8 / 29 April 2019
- Published online by Cambridge University Press:
- 08 February 2019, pp. 1405-1414
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- 29 April 2019
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Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown
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- Annals of Actuarial Science / Volume 13 / Issue 2 / September 2019
- Published online by Cambridge University Press:
- 30 July 2018, pp. 268-294
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OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE
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- The ANZIAM Journal / Volume 58 / Issue 2 / October 2016
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- 30 August 2016, pp. 162-181
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OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK
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- The ANZIAM Journal / Volume 51 / Issue 4 / April 2010
- Published online by Cambridge University Press:
- 06 January 2011, pp. 449-463
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