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A two-account model of pension saving contracts
Steffensen, Mogens; Waldstrøm, Stephan - 2006
Persistent link: https://www.econbiz.de/10003370410
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Worst case portfolio optimization and HJB-systems
Korn, Ralf; Steffensen, Mogens - 2006
Persistent link: https://www.econbiz.de/10003370415
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Scaling limits for workload process
Mikosch, Thomas; Samorodnitsky, Gennady - 2006
Persistent link: https://www.econbiz.de/10003370422
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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.; Mikosch, Thomas - 2006
Persistent link: https://www.econbiz.de/10003370444