Lesedi Mabitsela

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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
Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory
Mathematical Control and Related Fields
2024-06-17Paper
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations
Communications in Statistics: Theory and Methods
2022-05-30Paper
An ergodic BSDE risk representation in a jump-diffusion framework
International Journal of Theoretical and Applied Finance
2021-08-24Paper


Research outcomes over time


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