Pages that link to "Item:Q2631901"

The following pages link to Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901):

Displaying 7 items.

• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
• Highly computationally efficient state filter based on the delta operator (Q5240975) (← links)
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985) (← links)
• Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory (Q5240987) (← links)
• State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors (Q5241000) (← links)
• The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle (Q5241002) (← links)