14 results
Optimal avoidance strategy based on nonlinear approximate analytic solution of non-cooperative differential game
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- The Aeronautical Journal , First View
- Published online by Cambridge University Press:
- 18 September 2024, pp. 1-18
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Optimal insurance control for insurers with jump-diffusion risk processes
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
- Published online by Cambridge University Press:
- 16 July 2018, pp. 198-213
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STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
- Published online by Cambridge University Press:
- 19 January 2018, pp. 413-434
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- January 2018
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Multigrid Methods with Newton-Gauss-Seidel Smoothing and Constraint Preserving Interpolation for Obstacle Problems
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- Numerical Mathematics: Theory, Methods and Applications / Volume 8 / Issue 2 / May 2015
- Published online by Cambridge University Press:
- 28 May 2015, pp. 199-219
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- May 2015
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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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Dynamic programming principle for stochastic recursive optimal control problem with delayed systems∗
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- ESAIM: Control, Optimisation and Calculus of Variations / Volume 18 / Issue 4 / October 2012
- Published online by Cambridge University Press:
- 16 January 2012, pp. 1005-1026
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- October 2012
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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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Approximation of bounds on mixed-level orthogonal arrays
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 399-421
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- June 2011
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An optimal portfolio problem in a defaultable market
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- Advances in Applied Probability / Volume 42 / Issue 3 / September 2010
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- 01 July 2016, pp. 689-705
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- September 2010
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Optimal Risk Control for The Excess of Loss Reinsurance Policies
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 179-197
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- May 2010
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Hamilton-Jacobi equations for control problems of parabolic equations
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- ESAIM: Control, Optimisation and Calculus of Variations / Volume 12 / Issue 2 / April 2006
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- 22 March 2006, pp. 311-349
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- April 2006
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Ruin in the perturbed compound Poisson risk process under interest force
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- Advances in Applied Probability / Volume 37 / Issue 3 / September 2005
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- 01 July 2016, pp. 819-835
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- September 2005
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Portfolio optimization with unobservable Markov-modulated drift process
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- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
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- 14 July 2016, pp. 362-378
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- June 2005
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On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 36 / Issue 1 / January 2002
- Published online by Cambridge University Press:
- 15 April 2002, pp. 33-54
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- January 2002
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