The following pages link to Chantal Labbé (Q426291):
Displayed 5 items.
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
- A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing (Q6221839) (← links)