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Showing below up to 31 results in range #1 to #31.

1. Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model: Label: en
2. Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices: Label: en
3. Generalisation of the Damping Factor in PageRank for Weighted Networks: Label: en
4. Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures: Label: en
5. Large Deviations for a Damped Telegraph Process: Label: en
6. The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution: Label: en
7. The Impact of Stress Factors on the Price of Widow’s Pensions: Label: en
8. Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses: Label: en
9. Coherent Risk Measures Under Dominated Variation: Label: en
10. Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes: Label: en
11. Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations: Label: en
12. Improved Asymptotics for Ruin Probabilities: Label: en
13. A Note on Gerber–Shiu Functions with an Application: Label: en
14. Diffusion-Based Models for Financial Markets Without Martingale Measures: Label: en
15. Reliable Quantification and Efficient Estimation of Credit Risk: Label: en
16. Multivariate Concave and Convex Stochastic Dominance: Label: en
17. Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences: Label: en
18. Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11--14, 2013: Label: en
19. Risk measures and attitudes. In part based on a conference, Munich, Germany, December 2010: Label: en
20. Stochastic models in life insurance. Translation from the 2nd German edition.: Label: en
21. Life insurance risk management essentials: Label: en
22. Market-consistent actuarial valuation: Label: en
23. Introduction to insurance mathematics. Technical and financial features of risk transfers: Label: en
24. Health insurance. Basic actuarial models: Label: en
25. Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion.: Label: en
26. Gerber-Shiu risk theory: Label: en
27. Risk theory and reinsurance. Translated from the French by Urmie Ray: Label: en
28. Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps: Label: en
29. Market-consistent actuarial valuation: Label: en
30. Handbook on loss reserving: Label: en
31. Modelling in life insurance -- a management perspective: Label: en