Traian A. Pirvu

Available identifiers

zbMath Open pirvu.traian-aMaRDI QIDQ459179

List of research outcomes

Publication	Date of Publication	Type
Stochastic production planning with regime switching	2022-11-14	Paper
A Stochastic production planning problem	2022-10-25	Paper
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time	2022-07-27	Paper
An extension of the Clark–Haussmann formula and applications	2022-07-08	Paper
A stochastic control problem with regime switching	2021-12-15	Paper
The funds market bank problem	2021-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q4969533	2020-10-13	Paper
Stochastic production planning with regime switching	2020-02-22	Paper
An elliptic partial differential equation and its application	2019-11-21	Paper
Optimal sharing rule for a household with a portfolio management problem	2019-11-08	Paper
An elliptic partial differential equations system and its application	2019-07-31	Paper
A multiperiod equilibrium pricing model	2019-02-01	Paper
Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution	2018-04-16	Paper
Equilibrium pricing in incomplete markets under translation invariant preferences	2016-04-15	Paper
An Application of the Double Skorokhod Formula	2016-01-11	Paper
Investment-consumption with regime-switching discount rates	2014-10-08	Paper
Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution	2014-04-14	Paper
Multi-stock portfolio optimization under prospect theory	2013-02-26	Paper
Time-Consistent Portfolio Management	2013-01-25	Paper
On securitization, market completion and equilibrium risk transfer	2013-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q3102960	2011-11-25	Paper
CRRA Utility Maximization under Risk Constraints	2011-06-09	Paper
Investment and consumption without commitment	2009-09-18	Paper
MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS	2009-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q5324620	2009-08-03	Paper
Portfolio optimization under the Value-at-Risk constraint	2007-07-23	Paper

Research outcomes over time

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