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Ruin time and severity for a Lévy subordinator claim process : a simple approach

Lefevre, Claude; Picard, Philippe - In: Risks : open access journal 1 (2013) 3, pp. 192-212

This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a simple and direct method for...

Persistent link: https://www.econbiz.de/10010338318

On the equivalence of floating and fixed-strike Asian options

Henderson, Vicky; Wojakowski, Rafa L. - 2001

Persistent link: https://www.econbiz.de/10009581665

Time reversal and last passage time of diffusions with applications to credit risk management

Egami, Masahiko; Kevkhishvili, Rusudan - In: Finance and stochastics 24 (2020) 3, pp. 795-825

Persistent link: https://www.econbiz.de/10012518100

Continuous-time perpetuities and time reversal of diffusions

Kardaras, Constantinos; Robertson, Scott - In: Finance and stochastics 21 (2017) 1, pp. 65-110

Persistent link: https://www.econbiz.de/10011944065

A tutorial review of complementarity models for decision-making in energy markets

Ruiz, Carlos; Conejo, Antonio J.; Fuller, J. David; … - In: EURO Journal on decision processes 2 (2014) 1/2, pp. 91-120

Persistent link: https://www.econbiz.de/10010374229

A generalization of initial conditions in benchmarking of economic time-series by additive and proportional denton methods

Motorin, Vladimir - In: Iranian economic review : journal of University of Tehran 19 (2015) 3, pp. 251-264

Persistent link: https://www.econbiz.de/10011456659

Waste reduction plan for cut-edge private limited : a case study

Jhaveri, Chetan A.; Gupta, Anuja Ajayprakash - In: International journal of operations and quantitative … 27 (2021) 2, pp. 153-158

Persistent link: https://www.econbiz.de/10013040666

Methodological approach to justification of the distribution of the armed forces of the state in peacetime and wartime military fomations taking into account military and economic...

Mozharovskyi, Volodymyr; Hodz, Serhii - In: Baltic Journal of Economic Studies 7 (2021) 2, pp. 170-178

Persistent link: https://www.econbiz.de/10012587096

A competitive optimization approach for data clustering and orthogonal non-negative matrix factorization

Dehghanpour-Sahron, Ja’far; Mahdavi-Amiri, Nezam - In: 4OR : quarterly journal of the Belgian, French and … 19 (2021) 4, pp. 473-499

Persistent link: https://www.econbiz.de/10012697391

General approaches to the substantiation of combat staff of the armed forces depending on military-economic capabilities of the state

Mozharovskyi, Volodymyr; Hodz, Serhii - In: Baltic Journal of Economic Studies 5 (2019) 5, pp. 100-109

Persistent link: https://www.econbiz.de/10012291777