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VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro - In: Journal of mathematical finance 3 (2013) 1, pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
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Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre - In: Journal of mathematical finance 6 (2016) 3, pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
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Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin
Li, Bangling; Ma, Shixia - In: Journal of mathematical finance 6 (2016) 2, pp. 260-268
Persistent link: https://www.econbiz.de/10011543937
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Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege; Wang, Xiaoguang; Su, Yue - In: Journal of mathematical finance 9 (2019) 3, pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
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Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A. - In: Journal of mathematical finance 6 (2016) 4, pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
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Special issue on portfolio theory and risk management
Alghalith, Moawia (ed.) - 2016
Persistent link: https://www.econbiz.de/10011656997
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Measuring black swans in financial markets
Manhire, J. T. - In: Journal of mathematical finance 8 (2018) 1, pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
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Bank portfolio management under credit market imperfections
Mallick, Indrajit - In: Journal of mathematical finance 9 (2019) 3, pp. 239-253
Persistent link: https://www.econbiz.de/10012210168
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Risk aggregation by using copulas in internal models
Nguyen, Tristan; Molinari, Robert Danilo - In: Journal of mathematical finance 1 (2011) 3, pp. 50-57
Persistent link: https://www.econbiz.de/10009668524
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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533