Lesedi Mabitsela
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory Mathematical Control and Related Fields | 2024-06-17 | Paper |
| A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
| An ergodic BSDE risk representation in a jump-diffusion framework International Journal of Theoretical and Applied Finance | 2021-08-24 | Paper |
Research outcomes over time
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