| Publication | Date of Publication | Type |
|---|
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach
Insurance Mathematics & Economics | 2025-01-17 | Paper |
Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis
Meccanica | 2024-01-09 | Paper |
Long-term dynamic asset allocation under asymmetric risk preferences
European Journal of Operational Research | 2023-11-14 | Paper |
Project scheduling problem with fuzzy activity durations: a novel operational law based solution framework
European Journal of Operational Research | 2023-07-03 | Paper |
Pricing American options under Azzalini Ito-McKean skew Brownian motions
Applied Mathematics and Computation | 2023-06-26 | Paper |
The study of the projective transformation under the bilinear strict equivalence
IMA Journal of Mathematical Control and Information | 2022-07-08 | Paper |
Novel utility-based life cycle models to optimise income in retirement
European Journal of Operational Research | 2022-02-23 | Paper |
Bayesian value-at-risk backtesting: the case of annuity pricing
European Journal of Operational Research | 2021-06-07 | Paper |
Pricing discretely-monitored double barrier options with small probabilities of execution
European Journal of Operational Research | 2021-06-03 | Paper |
Univariate and multivariate claims reserving with generalized link ratios
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Pricing in a competitive stochastic insurance market
Insurance Mathematics & Economics | 2021-03-17 | Paper |
An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay
Communications in Nonlinear Science and Numerical Simulation | 2020-11-17 | Paper |
Implicit analytic solutions for a nonlinear fractional partial differential beam equation
Communications in Nonlinear Science and Numerical Simulation | 2020-10-15 | Paper |
An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators
Nonlinear Dynamics | 2020-02-18 | Paper |
Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
Journal of Computational and Applied Mathematics | 2020-01-31 | Paper |
Response determination of linear dynamical systems with singular matrices: a polynomial matrix theory approach
Applied Mathematical Modelling | 2020-01-15 | Paper |
Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations
Applied Mathematics and Computation | 2020-01-14 | Paper |
Approximate analytical solutions for a class of nonlinear stochastic differential equations
European Journal of Applied Mathematics | 2019-10-17 | Paper |
Mortality effects of economic fluctuations in selected eurozone countries
Journal of Forecasting | 2019-05-28 | Paper |
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment
Applied Mathematics and Computation | 2019-03-29 | Paper |
Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms
Systems & Control Letters | 2019-02-27 | Paper |
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application
Quantitative Finance | 2018-11-13 | Paper |
How to finance pensions: optimal strategies for pay-as-you-go pension systems
Journal of Forecasting | 2018-10-12 | Paper |
Mortality effects of temperature changes in the United Kingdom
Journal of Forecasting | 2018-10-12 | Paper |
The maximum number of 3- and 4-cliques within a planar maximally filtered graph
Physica A | 2018-09-20 | Paper |
Linear rectangular descriptor matrix differential equations and Kronecker products
| 2018-08-23 | Paper |
On the solution of higher order linear homogeneous complex \(\sigma-\alpha\) descriptor matrix differential systems of Apostol-Kolodner type
Journal of the Franklin Institute | 2018-08-15 | Paper |
Claims Reserving with a Stochastic Vector Projection
North American Actuarial Journal | 2018-06-20 | Paper |
Modeling frost losses: application to pricing frost insurance
North American Actuarial Journal | 2018-06-20 | Paper |
Optimal premium pricing strategies for competitive general insurance markets
Applied Mathematics and Computation | 2018-06-07 | Paper |
Potential games with aggregation in non-cooperative general insurance markets
ASTIN Bulletin | 2018-06-04 | Paper |
Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework
ASTIN Bulletin | 2018-06-04 | Paper |
Stochastic degenerate Sobolev equations: well posedness and exact controllability
Mathematical Methods in the Applied Sciences | 2018-04-10 | Paper |
Noncooperative dynamic games for general insurance markets
Insurance Mathematics & Economics | 2018-02-15 | Paper |
Closed form solution for the equations of motion for constrained linear mechanical systems and generalizations: an algebraic approach
Journal of the Franklin Institute | 2017-02-10 | Paper |
Solutions of the matrix equation \(AXB^T=C\) over singular matrices
Bulletin of the Greek Mathematical Society | 2016-10-27 | Paper |
Linear stochastic degenerate Sobolev equations and applications†
International Journal of Control | 2016-04-08 | Paper |
A high order finite element scheme for pricing options under regime switching jump diffusion processes
Journal of Computational and Applied Mathematics | 2016-02-29 | Paper |
Catastrophe risk bonds with applications to earthquakes
European Actuarial Journal | 2015-07-29 | Paper |
Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework
Insurance Mathematics & Economics | 2015-02-03 | Paper |
On the robust stability of pricing models for non-life insurance products
European Actuarial Journal | 2015-01-22 | Paper |
On linear generalized neutral differential delay systems
Journal of the Franklin Institute | 2014-11-06 | Paper |
Approximating distributional behaviour of LTI differential systems using Gaussian function and its derivatives
International Journal of Control | 2014-01-30 | Paper |
A new approach for second-order linear matrix descriptor differential equations of Apostol-Kolodner type
Mathematical Methods in the Applied Sciences | 2014-01-21 | Paper |
On the solution of higher order homogeneous complex linear descriptor differential systems with symmetric/skew-symmetric coefficients
Nonlinear Studies | 2013-12-13 | Paper |
Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems
Stochastic Analysis and Applications | 2013-04-22 | Paper |
Strong stability of discrete-time systems
Linear Algebra and its Applications | 2012-04-19 | Paper |
Constructing a homogeneous LTI descriptor system with desired properties using perturbation theory
International Journal of Control | 2012-03-07 | Paper |
Solutions properties and the extension of classical rank controllability criterion for higher order linear descriptor matrix differential systems
| 2011-11-22 | Paper |
The dynamic response of homogeneous LTI descriptor differential systems under perturbations of the right matrix coefficients
IMA Journal of Mathematical Control and Information | 2011-10-21 | Paper |
On the perturbation of linear regular descriptor systems
| 2011-08-03 | Paper |
scientific article; zbMATH DE number 5896874 (Why is no real title available?)
| 2011-05-18 | Paper |
An efficient algorithm for bilinear strict equivalent (BSE)-matrix pencils
Large-Scale Scientific Computing | 2011-01-18 | Paper |
Linear generalized stochastic systems for insurance portfolios
Stochastic Analysis and Applications | 2011-01-13 | Paper |
Rank properties of a sequence of block bidiagonal Toeplitz matrices
| 2011-01-03 | Paper |
Optimal premium pricing for a heterogeneous portfolio of insurance risks
Journal of Probability and Statistics | 2010-12-01 | Paper |
Hankel-norm approximation of FIR filters: a descriptor-systems based approach
International Journal of Control | 2010-11-19 | Paper |
The use of impulse-function and its derivatives for changing the state of a multi-input multi-output differential system in (almost) zero time
| 2010-08-27 | Paper |
A class of LTI descriptor (regular) differential systems with distributed continuous delays and several types of inputs
| 2010-08-27 | Paper |
scientific article; zbMATH DE number 5707491 (Why is no real title available?)
| 2010-05-14 | Paper |
Discretizing LTI descriptor (Regular) differential input systems with consistent initial conditions
Advances in Decision Sciences | 2010-04-26 | Paper |
Solution properties of linear descriptor (singular) matrix differential systems of higher order with (non-) consistent initial conditions
Abstract and Applied Analysis | 2010-04-08 | Paper |
scientific article; zbMATH DE number 5657747 (Why is no real title available?)
| 2010-01-13 | Paper |
A matrix pencil approach for the solution of linear systems with rectangular or singular coefficient matrices
| 2009-10-12 | Paper |
Generalized regular differential systems with distributed delay
| 2009-10-12 | Paper |
Dynamic hedging of the mortality risk via a continuous control strategy of the portfolio of investments of a pension fund
| 2009-09-29 | Paper |
An angle metric through the notion of Grassmann representative
The Electronic Journal of Linear Algebra | 2009-09-07 | Paper |
scientific article; zbMATH DE number 5582228 (Why is no real title available?)
| 2009-07-22 | Paper |
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
ASTIN Bulletin | 2009-06-15 | Paper |
Higher-order linear matrix descriptor differential equations of Apostol-Kolodner type
| 2009-06-04 | Paper |
The Weierstrass Canonical Form of a Regular Matrix Pencil: Numerical Issues and Computational Techniques
Lecture Notes in Computer Science | 2009-03-24 | Paper |
Stochastic Control System for Mortality Benefits
Stochastic Analysis and Applications | 2009-03-03 | Paper |
scientific article; zbMATH DE number 5519396 (Why is no real title available?)
| 2009-02-26 | Paper |
Dynamic bank portfolio hedging of investment and loan repayment risk within a stochastic continuous framework using optimal control theory
Journal of Statistics and Management Systems | 2009-02-12 | Paper |
On Generalized Regular Stochastic Differential Delay Systems with Time Invariant Coefficients
Stochastic Analysis and Applications | 2008-11-14 | Paper |
Characterization of invariant subspaces using the notion of the Grassmann representative
| 2008-10-31 | Paper |
Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods
Applicationes Mathematicae | 2008-09-03 | Paper |
An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques
Journal of Interdisciplinary Mathematics | 2008-08-19 | Paper |
Changing the state of a generalized regular differential system in (almost) zero time
| 2008-07-11 | Paper |
scientific article; zbMATH DE number 5299609 (Why is no real title available?)
| 2008-07-11 | Paper |
The Drazin inverse through the matrix pencil approach and its application to the study of generalized linear systems with rectangular or square coefficient matrices
The Electronic Journal of Linear Algebra | 2008-05-28 | Paper |
A stabilization criterion for matrix pencils under bilinear transformation
Linear Algebra and its Applications | 2008-05-15 | Paper |
On the relation of the Drazin inverse and matrix pencil theory methods for the study of generalized linear systems
Linear Algebra and its Applications | 2007-11-09 | Paper |
