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Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik; Lindskog, Filip - In: Finance and stochastics 15 (2011) 2, pp. 243-265
Persistent link: https://www.econbiz.de/10009159101
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Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik; Lindskog, Filip - In: Finance and stochastics 15 (2011) 2, pp. 243-266
Persistent link: https://www.econbiz.de/10009014648
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-210
Persistent link: https://www.econbiz.de/10008214424
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The value of a liability cash flow in discrete time subject to capital requirements
Engsner, Hampus; Lindensjö, Kristoffer; Lindskog, Filip - In: Finance and stochastics 24 (2020) 1, pp. 125-167
Persistent link: https://www.econbiz.de/10012253342