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Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures
(Articles)
Nicholas S. Gonchar
Advances in Pure Mathematics
Vol.8 No.4
,April 24, 2018
DOI:
10.4236/apm.2018.84025
1,046
Downloads
2,217
Views
Citations
Description of Incomplete Financial Markets for Time Evolution of Risk Assets
(Articles)
Nicholas S. Gonchar
Advances in Pure Mathematics
Vol.9 No.6
,June 30, 2019
DOI:
10.4236/apm.2019.96029
583
Downloads
1,241
Views
Citations
A Statistical Analysis of Intensities Estimation on the Modeling of Non-Life Insurance Claim Counting Process
(Articles)
Uraiwan Jaroengeratikun
,
Winai Bodhisuwan
,
Ampai Thongteeraparp
Applied Mathematics
Vol.3 No.1
,January 4, 2012
DOI:
10.4236/am.2012.31016
4,363
Downloads
9,193
Views
Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint
(Articles)
Jingzhen Liu
,
Ka Fai Cedric Yiu
,
Ryan C. Loxton
,
Kok Lay Teo
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34046
4,184
Downloads
7,574
Views
Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing
(Articles)
Yonggang Zhu
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44027
4,810
Downloads
5,834
Views
Citations
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One
(Articles)
Pham Van Khanh
American Journal of Operations Research
Vol.5 No.6
,November 11, 2015
DOI:
10.4236/ajor.2015.56040
3,896
Downloads
4,552
Views
Citations
Standby Redundancy Allocation for a Coherent System under Its Signature Point Process Representation
(Articles)
Vanderlei da Costa Bueno
American Journal of Operations Research
Vol.6 No.6
,November 24, 2016
DOI:
10.4236/ajor.2016.66045
1,569
Downloads
2,404
Views
Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis
(Articles)
Jun Qi
,
Lan Yi
Journal of Mathematical Finance
Vol.7 No.3
,August 31, 2017
DOI:
10.4236/jmf.2017.73040
1,012
Downloads
1,845
Views
Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities
(Articles)
Nguyen Quang Chung
Journal of Mathematical Finance
Vol.7 No.4
,November 29, 2017
DOI:
10.4236/jmf.2017.74053
910
Downloads
1,915
Views
Citations
Optimal Excess-of-Loss Reinsurance and Investment Problem for Insurers with Loss Aversion
(Articles)
Qingya Sun
,
Ximin Rong
,
Hui Zhao
Theoretical Economics Letters
Vol.9 No.4
,April 29, 2019
DOI:
10.4236/tel.2019.94073
663
Downloads
1,565
Views
Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk
(Articles)
Obonye Doctor
Journal of Mathematical Finance
Vol.11 No.2
,March 2, 2021
DOI:
10.4236/jmf.2021.112008
571
Downloads
1,253
Views
Citations
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference
(Articles)
Dezhi Yan
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21008
5,918
Downloads
9,250
Views
Citations
The Distribution of Multiple Shot Noise Process and Its Integral
(Articles)
Jiwook Jang
Applied Mathematics
Vol.5 No.3
,February 12, 2014
DOI:
10.4236/am.2014.53047
3,513
Downloads
4,818
Views
Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.10 No.4
,November 25, 2020
DOI:
10.4236/jmf.2020.104040
775
Downloads
1,886
Views
Citations
A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity
(Articles)
Uraiwan Jaroengeratikun
,
Winai Bodhisuwan
,
Ampai Thongteeraparp
Open Journal of Statistics
Vol.2 No.2
,April 23, 2012
DOI:
10.4236/ojs.2012.22020
3,401
Downloads
7,104
Views
Citations
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