Found 8 Documents (Results 1–8)
On two numerical problems in applied probability: discretization of stochastic differential equations and optimization of an expectation depending on a parameter. (English) Zbl 1329.65012
Exponential wealth distribution: a new approach from functional iteration theory. (English. French summary) Zbl 1338.91109
Real-valued conditional convex risk measures in \(L^p (\mathcal F, \mathbb R)\). (English) Zbl 1217.91087
Reviewer: Emilia Di Lorenzo (Napoli)
MSC:
91B30
91G80
Bounds of ruin probabilities for insurance companies in the presence of stochastic volatility on investments. (English) Zbl 1217.91085
Reviewer: Emilia Di Lorenzo (Napoli)
Filter Results by …
all
top 5
Author
- Aguilar, Erick Treviño (1)
- Alfonsi, Aurélien (1)
- Avram, Florin (1)
- Badaoui, Mohamed (1)
- Biard, Romain (1)
- Calbet, Xavier (1)
- Cardaliaguet, Pierre (1)
- Crouzeix, Jean-Pierre (1)
- Dutang, Christophe (1)
- Fernández, Begoña Fernández (1)
- Jourdain, Benjamin (1)
- Laruelle, Sophie (1)
- Le Roux, Marie-Noelle (1)
- Loisel, Stéphane (1)
- López-Ruiz, Ricardo (1)
- López, José Luis (1)
- Niklitschek-Soto, Sebastian (1)
- Rabehasaina, Landy (1)
- Reutenauer, Victor (1)
Software
- DLMF (1)