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Pricing double-barrier Parisia...
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Physica A: Statistical Mechanics and its Applications
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European journal of operational research : EJOR
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Risks : open access journal
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RePEc
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ECONIS (ZBW)
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EconStor
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BASE
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71
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
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72
The ruin time under the Sparre-Andersen dual model
Yang, Chen
;
Sendova, Kristina P.
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 28-40
Persistent link: https://www.econbiz.de/10010259684
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73
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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74
On the application of the Laplace transform in the study of Phillips-type stabilization policy
Kageyama, Satoru
- In:
Theoretical economics letters
5
(
2015
)
6
,
pp. 691-696
Persistent link: https://www.econbiz.de/10011439527
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75
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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76
The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing
Dassios, Angelos
;
Zhang, You You
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 773-804
Persistent link: https://www.econbiz.de/10011531449
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77
On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
Lee, Wing Yan
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010469196
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78
Computing the distribution for the number of renewals with bulk arrivals
Fisher, Brent
;
Chaudhry, Mohan
- In:
INFORMS journal on computing : JOC
26
(
2014
)
4
,
pp. 885-892
Persistent link: https://www.econbiz.de/10010477688
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79
Existence and computation of the Aumann–Serrano index of riskiness and its extension
Schulze, Klaas
- In:
Journal of mathematical economics
50
(
2014
),
pp. 219-224
Persistent link: https://www.econbiz.de/10010478645
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80
Production-inventory systems with lost sales and compound poisson demands
Shi, Junmin
;
Katehakis, Michael N.
;
Melamed, Benjamin
; …
- In:
Operations research
62
(
2014
)
5
,
pp. 1048-1063
Persistent link: https://www.econbiz.de/10010494069
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