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Minimizing the ruin probability allowing investments in two assets : a two-dimensional problem
Azcue, Pablo; Muler, Nora - In: Mathematical methods of operations research 77 (2013) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10009766710
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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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Ruin problems for a discrete time risk model with random interest rate
Yang, Hailiang; Zhang, Lihong - In: Mathematical methods of operations research 63 (2006) 2, pp. 287-299
Persistent link: https://www.econbiz.de/10003334096
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Random walk, birth-and-death process and their fluid approximations: absorbing case
Piunovskij, Alexei B. - In: Mathematical methods of operations research 70 (2009) 2, pp. 285-312
Persistent link: https://www.econbiz.de/10003905257
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Existence of shadow prices in finite probability spaces
Kallsen, Jan; Muhle-Karbe, Johannes - In: Mathematical methods of operations research 73 (2011) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10008991842
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Accelerated modified policy iteration algorithms for Markov decision processes
Shlakhter, Oleksandr; Lee, Chi-guhn - In: Mathematical methods of operations research 78 (2013) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10009774861
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Tail dependence for elliptically contoured distributions
Schmidt, Rafael - In: Mathematical methods of operations research 55 (2002) 2, pp. 301-327
Persistent link: https://www.econbiz.de/10001678026
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On the extreme points of moment sets
Pinelis, Iosif - In: Mathematical methods of operations research 83 (2016) 3, pp. 325-349
Persistent link: https://www.econbiz.de/10011673670
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The average number of pivot steps of the simplex-algorithm based on a generalized rotation-symmetry-model
Göhl, Markus; Borgwardt, Karl Heinz - In: Mathematical methods of operations research 80 (2014) 3, pp. 329-366
Persistent link: https://www.econbiz.de/10010442254
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Special issue on mathematical models in market and credit risk
2002
Persistent link: https://www.econbiz.de/10001678002