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Insurance / Mathematics & economics
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1
Irreversible reinsurance : a singular control approach
Yan, Tingjin
;
Park, Kyunghyun
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 326-348
Persistent link: https://www.econbiz.de/10013471252
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2
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
3
Optimal consumption-investment strategy under the Vasicek model : HARA utility and Legendre transform
Chang, Hao
;
Chang, Kai
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 215-227
Persistent link: https://www.econbiz.de/10011694631
Saved in:
4
Mean-variance efficiency of DC pension plan under stochastic interest rate and
mean-reverting
returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
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