Koichiro Takaoka

From MaRDI portal
(Redirected from Person:468416)



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!

PublicationDate of PublicationType
Some mathematical properties of the premium function and ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes
Japan Journal of Industrial and Applied Mathematics
2024-10-08Paper
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
Journal of Applied Probability
2022-09-21Paper
A continuous-time optimal insurance design with costly monitoring
Asia-Pacific Financial Markets
2018-12-03Paper
A note on the condition of no unbounded profit with bounded risk
Finance and Stochastics
2014-11-07Paper
A complete-market generalization of the Black-Scholes model
Asia-Pacific Financial Markets
2006-11-17Paper
On the pricing of defaultable bonds using the framework of barrier options
Asia-Pacific Financial Markets
2006-02-23Paper
scientific article; zbMATH DE number 1788882 (Why is no real title available?)2002-08-26Paper
scientific article; zbMATH DE number 1405942 (Why is no real title available?)2001-03-01Paper
scientific article; zbMATH DE number 1405942 (Why is no real title available?)2001-03-01Paper
scientific article; zbMATH DE number 1047472 (Why is no real title available?)1998-04-01Paper
scientific article; zbMATH DE number 1047472 (Why is no real title available?)1998-04-01Paper
scientific article; zbMATH DE number 1054459 (Why is no real title available?)1997-08-28Paper
scientific article; zbMATH DE number 953271 (Why is no real title available?)1997-07-07Paper


Research outcomes over time


This page was built for person: Koichiro Takaoka