Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 44 results in range #51 to #94.

Pricing portfolios of contracts on cumulative temperature with risk premium determination: Label: en
Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis: Label: en
Futures trading and commodity spot market volatility: Empirical evidence on selected commodities in Indian market: Label: en
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling: Label: en
Multifractional processes in finance: Label: en
Prospect theory and the investor's attitudes toward risk: Label: en
Background risk and quantum calculus: Label: en
Discrimination for two-way models with insurance applications: Label: en
On polynomial extension of t-distribution and its financial applications: Label: en
Default risk and corporate governance in financial vs. non-financial firms: Label: en
Savings and insurance within the dual theory of choice: Label: en
On calendar energy options: Label: en
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate: Label: en
Price as a choice under nonstochastic randomness in finance: Label: en
On the sensitivity of the Black capital asset pricing model to the market portfolio: Label: en
Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points: Label: en
Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black–Scholes equations: Label: en
Optimal portfolio for a highly risk-averse investor: A differential game interpretation: Label: en
Risk-neutral hedging of interest rate derivatives: Label: en
Down-side risk minimization under prescribed consumption level: Label: en
Representation of dynamic time-consistent convex risk measures with jumps: Label: en
Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation: Label: en
Elasticity approach to asset allocation in discrete time: Label: en
On proportional reinsurance with a linear transaction rate: Label: en
An overview of conditional comonotonicity and its applications: Label: en
A mixed Sharpe ratio: Label: en
Insurance and finance: Competition and/or convergence: Label: en
Insolvencies in the American property and casualty insurance industry: A systems' approach: Label: en
Information and reputation influences in stock investment decisions: Forward vs. backward herd behaviors of disposed and anti-disposed effect investors: Label: en
An integral representation theorem of g-expectations: Label: en
Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence?: Label: en
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps: Label: en
Monte Carlo methods for pricing and hedging American options in high dimension: Label: en
Some estimates in extended stochastic volatility models of Heston type: Label: en
Reduced basis for vanilla and basket options: Label: en
Optimal excess-of-loss reinsurance under borrowing constraints: Label: en
Excess-of-loss reinsurance under taxes and fixed costs: Label: en
QVI characterization of contingent options in marine mutual insurance: Label: en
Valuation of information-sharing in marine mutual insurance: Label: en
Risk in a simple temporal framework for expected utility theory and for SKAT, the Stages of Knowledge Ahead Theory: Label: en
On modeling credit defaults: A probabilistic Boolean network approach: Label: en
Any-utility neutral and indifference pricing and hedging: Label: en
Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches: Label: en
Tournament-induced risk-shifting: A mean field games approach: Label: en