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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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Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity; Ngare, Philip; Bidima, Martin Le Doux Mbele - In: Journal of mathematical finance 9 (2019) 4, pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
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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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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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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
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Mixed band control of mutual proportional reinsurance
Taksar, Michael I.; Liu, John J.; Yuan, Jiguang - In: Journal of mathematical finance 3 (2013) 2, pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
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On quantum risk modelling
Kountzakis, Christos E.; Koutsouraki, Maria P. - In: Journal of mathematical finance 6 (2016) 1, pp. 43-47
Persistent link: https://www.econbiz.de/10011543089
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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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The risk in the insurance field : a generalized analysis
Ferrentino, Rosa; Vota, Luca - In: Journal of mathematical finance 10 (2020) 1, pp. 200-221
Persistent link: https://www.econbiz.de/10012545597