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Francq, Christian; Zakoïan, Jean-Michel - In: Annals of economics and statistics 123/124 (2016), pp. 9-28

Persistent link: https://www.econbiz.de/10011592728

Kou, Steven; Peng, Xianhua - In: Operations research 64 (2016) 5, pp. 1056-1072

Persistent link: https://www.econbiz.de/10011594638

Zheng, Yanting; Cui, Wei - In: Insurance / Mathematics & economics 59 (2014), pp. 109-120

Persistent link: https://www.econbiz.de/10010469167

Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying - In: Insurance / Mathematics & economics 102 (2022), pp. 126-145

Persistent link: https://www.econbiz.de/10013271967

Weber, Stefan - In: Insurance / Mathematics & economics 82 (2018), pp. 191-200

Persistent link: https://www.econbiz.de/10011929871

Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong - In: Insurance / Mathematics & economics 107 (2022), pp. 307-325

Persistent link: https://www.econbiz.de/10013471249

Deng, Kaihua; Qiu, Jie - In: Quantitative finance 21 (2021) 7, pp. 1109-1125

Persistent link: https://www.econbiz.de/10012588022

Liu, Fangda; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 3, pp. 1109-1128

Persistent link: https://www.econbiz.de/10012625694

Ziegel, Johanna F. - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 901-918

Persistent link: https://www.econbiz.de/10011583809

Pitera, Marcin; Schmidt, Thorsten - In: Journal of banking & finance 91 (2018), pp. 133-145

Persistent link: https://www.econbiz.de/10011963654