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Blockchain mining in pools : analyzing the trade-off between profitability and ruin
Albrecher, Hansjörg; Finger, Dina; Goffard, Pierre-Olivier - In: Insurance / Mathematics & economics 105 (2022), pp. 313-335
Persistent link: https://www.econbiz.de/10013349056
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Arbitrage in skew Brownian motion models
Rossello, Damiano - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 50-56
Persistent link: https://www.econbiz.de/10009501701
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Optimal initiation of a GLWB in a variable annuity : no arbitrage approach
Huang, H.; Milevsky, Moshe Arye; Salisbury, T. S. - In: Insurance / Mathematics & economics 56 (2014), pp. 102-111
Persistent link: https://www.econbiz.de/10010385020
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Optimizing the equity-bond-annuity portfolio in retirement : the impact of uncertain health expenses
Pang, Gaobo; Warshawsky, Mark J. - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 198-209
Persistent link: https://www.econbiz.de/10003953351
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An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
Delong, Łukasz - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 278-293
Persistent link: https://www.econbiz.de/10008747068
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Portfolio selection and duality under mean variance preferences
Eichner, Thomas - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 146-152
Persistent link: https://www.econbiz.de/10008839744
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The role of longevity bonds in optimal portfolios
Menoncin, Francesco - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 343-358
Persistent link: https://www.econbiz.de/10003682489
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Bruno de Finetti and the case of the critical line's last segment
Barone, Luca - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 359-377
Persistent link: https://www.econbiz.de/10003682500
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Some stability results of optimal investment in a simple Lévy market
Niu, Liqun - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 445-452
Persistent link: https://www.econbiz.de/10003682576
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Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Perera, Ryle S. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 479-484
Persistent link: https://www.econbiz.de/10003981144