Martingale Process - Articles - Scientific Research Publishing

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 2,066 Downloads 2,749 Views Citations
The Prediction of the Peak Time of People Taking School Bus Based on Martingale Process (Articles)

Yuxuan Zhou, Shujun Liu, Yufeng Gui

Applied Mathematics Vol.8 No.5，May 18, 2017

DOI: 10.4236/am.2017.85049 1,282 Downloads 1,982 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6，November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,619 Downloads 7,421 Views Citations
Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion (Articles)

Nicholas Simon Gonchar

Advances in Pure Mathematics Vol.10 No.5，May 12, 2020

DOI: 10.4236/apm.2020.105016 558 Downloads 1,139 Views Citations
Description of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order q and Order Zero (Articles)

Winfrida Felix Mwigilwa, Jane Aduda, Ananda Omutokoh Kube

Journal of Mathematical Finance Vol.11 No.3，August 24, 2021

DOI: 10.4236/jmf.2021.113030 244 Downloads 828 Views Citations
Reliability Measure of a Relay Parallel System under Dependence Conditions (Articles)

Vanderlei da Costa Bueno

American Journal of Operations Research Vol.3 No.1A，January 30, 2013

DOI: 10.4236/ajor.2013.31A009 4,997 Downloads 7,160 Views Citations
This article belongs to the Special Issue on Complex System
Necessary and Sufficient Conditions for a Class Positive Local Martingale (Articles)

Chuanzhong Chen, Saisai Yang

Advances in Pure Mathematics Vol.4 No.10，October 30, 2014

DOI: 10.4236/apm.2014.410063 2,497 Downloads 3,278 Views Citations
Discrete Time Risk Model Financed by Random Premiums (Articles)

Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1，February 14, 2022

DOI: 10.4236/jmf.2022.121008 204 Downloads 834 Views Citations
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 1,108 Downloads 2,050 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 647 Downloads 1,326 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 4,423 Downloads 9,256 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 3,565 Downloads 4,901 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 1,617 Downloads 2,512 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 956 Downloads 1,967 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 872 Downloads 1,878 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 3,455 Downloads 8,136 Views Citations
On the Evolution of Consanguinities (Articles)

Paul G. Bamberg

Applied Mathematics Vol.8 No.4，April 30, 2017

DOI: 10.4236/am.2017.84044 1,302 Downloads 2,006 Views Citations
A New Randomized Pólya Urn Model (Articles)

Djilali Ait Aoudia, Francois Perron

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A292 7,537 Downloads 11,403 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1，January 28, 2013

DOI: 10.4236/am.2013.41023 2,931 Downloads 4,761 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4，April 21, 2021

DOI: 10.4236/jamp.2021.94050 333 Downloads 895 Views Citations

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