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 |
|---|---|---|
| Goal achieving probabilities of cone-constrained mean-variance portfolios Applied Stochastic Models in Business and Industry | 2024-07-12 | Paper |
| The Gerber-Shiu function and the generalized Cramér-Lundberg model Applied Mathematics and Computation | 2012-06-11 | Paper |
| A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing | 2010-11-14 | Paper |
| Conjugate duality in problems of constrained utility maximization Stochastics | 2010-03-18 | Paper |
| A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing (available as arXiv preprint) | 2010-01-01 | Paper |
| The expected discounted penalty function under a risk model with stochastic income Applied Mathematics and Computation | 2009-12-16 | Paper |
| Convex duality in constrained mean-variance portfolio optimization Advances in Applied Probability | 2007-04-26 | Paper |
Research outcomes over time
This page was built for person: Chantal Labbé
