Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility (Articles)

Tingyun Wang

Open Journal of Statistics Vol.6 No.2，April 26, 2016

DOI: 10.4236/ojs.2016.62024   1,795 Downloads  2,134 Views  Citations

The Role of Seeding in Multi-Stage vs. Two-Stage Diffusion Models (Articles)

Yair Orbach, Gila E. Fruchter

Modern Economy Vol.8 No.3，March 31, 2017

DOI: 10.4236/me.2017.83034   1,264 Downloads  1,804 Views  Citations
This article belongs to the Special Issue on Consumption and Economics

A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model (Articles)

Tian-Shyr Dai, Li-Min Liu

Journal of Software Engineering and Applications Vol.2 No.4，November 27, 2009

DOI: 10.4236/jsea.2009.24039   4,677 Downloads  8,193 Views  Citations

Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang (Articles)

Yuzhen Wen, Chuancun Yin

Applied Mathematics Vol.4 No.8，July 30, 2013

DOI: 10.4236/am.2013.48153   3,812 Downloads  7,058 Views  Citations

Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52018   2,429 Downloads  2,848 Views  Citations

Quantum Effect on Elementary Process of Diffusion and Collective Motion of Brown Particles (Articles)

Takahisa Okino

Journal of Modern Physics Vol.9 No.5，April 25, 2018

DOI: 10.4236/jmp.2018.95063   545 Downloads  927 Views  Citations

A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12，December 9, 2019

DOI: 10.4236/jamp.2019.712211   348 Downloads  461 Views  Citations

Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals (Articles)

Heli Gao

Journal of Applied Mathematics and Physics Vol.4 No.11，November 22, 2016

DOI: 10.4236/jamp.2016.411205   1,077 Downloads  1,483 Views  Citations

Algorithm of Iterative Process for Some Mappings and Iterative Solution of Some Diffusion Equation (Articles)

Wenjun Liu, Jinghua Meng

Open Journal of Applied Sciences Vol.2 No.4B，January 11, 2013

DOI: 10.4236/ojapps.2012.24B015   1,655 Downloads  2,853 Views  Citations

The Globalization-Deglobalization Policy Conundrum (Articles)

Neil Dias Karunaratne

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34048   5,791 Downloads  9,121 Views  Citations

Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16，August 29, 2014

DOI: 10.4236/am.2014.516234   2,936 Downloads  3,344 Views  Citations

From Nonparametric Density Estimation to Parametric Estimation of Multidimensional Diffusion Processes (Articles)

Julien Apala N’drin, Ouagnina Hili

Applied Mathematics Vol.6 No.9，August 21, 2015

DOI: 10.4236/am.2015.69142   2,541 Downloads  2,998 Views  Citations

Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3，August 20, 2019

DOI: 10.4236/jmf.2019.93020   301 Downloads  627 Views  Citations
This article belongs to the Special Issue on Financial Econometrics

Effective Trace Acquirement during Product Information Diffusion and Application (Articles)

Xuehua Sun, Jianjun Wang, Guozhang Xu, Hongwei Gao, Liping Ma

Intelligent Information Management Vol.12 No.3，May 6, 2020

DOI: 10.4236/iim.2020.123008   196 Downloads  393 Views  Citations

Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional (Articles)

Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu

Journal of Mathematical Finance Vol.10 No.3，August 25, 2020

DOI: 10.4236/jmf.2020.103025   109 Downloads  244 Views  Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis

Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis (Articles)

Eugen Mamontov, Ziad Taib

Journal of Applied Mathematics and Physics Vol.7 No.1，January 14, 2019

DOI: 10.4236/jamp.2019.71006   294 Downloads  473 Views  Citations

Brownian Motion of Radioactive Particles: Derivation and Monte Carlo Test of Spatial and Temporal Distributions (Articles)

M. P. Silverman, Akrit Mudvari

World Journal of Nuclear Science and Technology Vol.8 No.2，April 30, 2018

DOI: 10.4236/wjnst.2018.82009   544 Downloads  954 Views  Citations

Estimation in Interacting Diffusions: Continuous and Discrete Sampling (Articles)

Jaya Prakash Narayan Bishwal

Applied Mathematics Vol.2 No.9，September 19, 2011

DOI: 10.4236/am.2011.29160   5,258 Downloads  8,020 Views  Citations

Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events (Articles)

Alexander S. Kozhevnikov, Konstantin A. Rybakov

Open Journal of Applied Sciences Vol.3 No.1，March 29, 2013

DOI: 10.4236/ojapps.2013.31001   3,749 Downloads  6,528 Views  Citations

Qualitative Properties and Numerical Solution of the Kolmogorov-Fisher Type Biological Population Task with Double Nonlinear Diffusion (Articles)

Dildora Kabulovna Muhamediyeva

Journal of Applied Mathematics and Physics Vol.3 No.10，October 26, 2015

DOI: 10.4236/jamp.2015.310153   1,597 Downloads  1,921 Views  Citations