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On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
Ahn, Soohan; Badescu, Andrei L. - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 234-249
Persistent link: https://www.econbiz.de/10003755642
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Moments of claims in a Markovian environment
Kim, Bara; Kim, Hwa-Sung - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 485-497
Persistent link: https://www.econbiz.de/10003755780
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Generalized Bayesian nonlinear quickest detection problems : on Markov family of sufficient statistics
Širjaev, Alʹbert N. - In: Mathematical control theory and finance, (pp. 377-386). 2008
Persistent link: https://www.econbiz.de/10003755896
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Microdynamics of free and open source software development : lurking, laboring and launching new projects on SourceForge
David, Paul A. (contributor); Rullani, Francesco (contributor) - 2006
Persistent link: https://www.econbiz.de/10003756333
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Dynamics of innovation in an "open source" collaboration environment : lurking, laboring and launching FLOSS projects on source-forge
David, Paul A. (contributor); Rullani, Francesco (contributor) - 2007
Persistent link: https://www.econbiz.de/10003757027
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Analysis of GIx/M(n)//N systems with stochastic customer acceptance policy
Ferreira, Fátima; Pacheco, António - In: Queueing systems : theory and applications ; affiliated … 58 (2008) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10003757286
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Modelling dairy farm size distribution in Poland using an instrumental variable generalized cross entropy Markov approach
Tonini, Axel; Jongeneel, Roelof A. - 2008
Persistent link: https://www.econbiz.de/10003757326
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A note on arbitrage under transaction costs
Irle, Albrecht (contributor); Prelle, Claas (contributor) - 2008
Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this note we show that his results remain valid under a weaker notion of arbitrage which arises by excluding liquidation costs from the value process of a portfolio. -- Arbitrage ; transaction costs ;...
Persistent link: https://www.econbiz.de/10003757575
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New evidence of asymmetric dependence structures in international equity markets
Okimoto, Tatsuyoshi - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 787-815
Persistent link: https://www.econbiz.de/10003757805
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Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationary tests
Holmes, Mark J.; Maghrebi, Nabil - In: Journal of international money and finance 27 (2008) 6, pp. 958-970
Persistent link: https://www.econbiz.de/10003758301