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(1990). - XXVIII, 600 S. : graph. Darst. - Enth. 77 Beitr.
Rieder, Ulrich (ed.) - 1990
Persistent link: https://www.econbiz.de/10000827673
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(1990). - XXVIII, 573 S. : graph. Darst. - Enth. 69 Beitr.
Rieder, Ulrich (ed.) - 1990
Persistent link: https://www.econbiz.de/10000827674
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Proceedings / XIV. Symposium on Operations Research : University of Ulm, September 6 - 8, 1989
Rieder, Ulrich (contributor) - Symposium on Operations Research <14, 1989, Ulm>
Persistent link: https://www.econbiz.de/10004082399
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Optimal deterministic investment strategies for insurers
Bäuerle, Nicole; Rieder, Ulrich - In: Risks 1 (2013) 3, pp. 101-118
We consider an insurance company whose risk reserve is given by a Brownian motion with drift and which is able to invest the money into a Black-Scholes financial market. As optimization criteria, we treat mean-variance problems, problems with other risk measures, exponential utility and the...
Persistent link: https://www.econbiz.de/10010421274
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Kilpailun karttaminen ja ylisuuret voitot oligopolistisilla markkinoilla
Rieder, Ulrich - 1991
Persistent link: https://www.econbiz.de/10000827763
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MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole; Rieder, Ulrich - In: Finance and stochastics 13 (2009) 4, pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
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Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich; Winter, Jens Thorsten - In: Mathematical methods of operations research 70 (2009) 3, pp. 567-596
Persistent link: https://www.econbiz.de/10003909317
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Portofolio optimization with jumps and unobservable intensity process
Bäuerle, Nicole; Rieder, Ulrich - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10003543121
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Robust consumption-investment problems with random market coefficients
Rieder, Ulrich; Wopperer, Christoph - In: Mathematics and financial economics 6 (2012) 4, pp. 295-311
Persistent link: https://www.econbiz.de/10009623557
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Optimal deterministic investment strategies for insurers
Bäuerle, Nicole; Rieder, Ulrich - In: Risks : open access journal 1 (2013) 3, pp. 101-118
We consider an insurance company whose risk reserve is given by a Brownian motion with drift and which is able to invest the money into a Black–Scholes financial market. As optimization criteria, we treat mean-variance problems, problems with other risk measures, exponential utility and the...
Persistent link: https://www.econbiz.de/10010199019