The following pages link to Risk and Decision Analysis (Q2877538):
Displaying 50 items.
- Tournament-induced risk-shifting: A mean field games approach (Q2877539) (← links)
- Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches (Q2877541) (← links)
- Any-utility neutral and indifference pricing and hedging (Q2877542) (← links)
- On modeling credit defaults: A probabilistic Boolean network approach (Q2877543) (← links)
- Risk in a simple temporal framework for expected utility theory and for SKAT, the Stages of Knowledge Ahead Theory (Q3006911) (← links)
- Valuation of information-sharing in marine mutual insurance (Q3087412) (← links)
- QVI characterization of contingent options in marine mutual insurance (Q3087413) (← links)
- Excess-of-loss reinsurance under taxes and fixed costs (Q3087414) (← links)
- Optimal excess-of-loss reinsurance under borrowing constraints (Q3087415) (← links)
- Reduced basis for vanilla and basket options (Q3119587) (← links)
- Some estimates in extended stochastic volatility models of Heston type (Q3119588) (← links)
- Monte Carlo methods for pricing and hedging American options in high dimension (Q3119589) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence? (Q3119591) (← links)
- An integral representation theorem of g-expectations (Q3119592) (← links)
- Information and reputation influences in stock investment decisions: Forward vs. backward herd behaviors of disposed and anti-disposed effect investors (Q3119595) (← links)
- Insolvencies in the American property and casualty insurance industry: A systems' approach (Q3119597) (← links)
- Insurance and finance: Competition and/or convergence (Q3119598) (← links)
- A mixed Sharpe ratio (Q3119599) (← links)
- An overview of conditional comonotonicity and its applications (Q3119600) (← links)
- On proportional reinsurance with a linear transaction rate (Q3119601) (← links)
- Elasticity approach to asset allocation in discrete time (Q3119602) (← links)
- Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation (Q3119603) (← links)
- Representation of dynamic time-consistent convex risk measures with jumps (Q3119604) (← links)
- Down-side risk minimization under prescribed consumption level (Q3119605) (← links)
- Risk-neutral hedging of interest rate derivatives (Q3119607) (← links)
- Optimal portfolio for a highly risk-averse investor: A differential game interpretation (Q3119608) (← links)
- Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black–Scholes equations (Q3119609) (← links)
- Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points (Q3119610) (← links)
- On the sensitivity of the Black capital asset pricing model to the market portfolio (Q3119612) (← links)
- Price as a choice under nonstochastic randomness in finance (Q3119614) (← links)
- Efficient hedging for equity-linked life insurance contracts with stochastic interest rate (Q3119615) (← links)
- On calendar energy options (Q3119616) (← links)
- Savings and insurance within the dual theory of choice (Q3119617) (← links)
- Default risk and corporate governance in financial vs. non-financial firms (Q3119619) (← links)
- On polynomial extension of t-distribution and its financial applications (Q3119620) (← links)
- Discrimination for two-way models with insurance applications (Q3119621) (← links)
- Background risk and quantum calculus (Q3119622) (← links)
- Prospect theory and the investor's attitudes toward risk (Q3119625) (← links)
- Multifractional processes in finance (Q3119626) (← links)
- Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling (Q3119627) (← links)
- Futures trading and commodity spot market volatility: Empirical evidence on selected commodities in Indian market (Q3119629) (← links)
- Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis (Q3119630) (← links)
- Pricing portfolios of contracts on cumulative temperature with risk premium determination (Q3119631) (← links)
- From stochastic dominance to Black–Scholes: An alternative option pricing paradigm (Q3119633) (← links)
- Financial regulation, non-compliance risks and control: A statistical approach (Q3119634) (← links)
- A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models (Q3119635) (← links)
- On one definition of uncertainty (Q3119636) (← links)
- Optimal starting–stopping and switching of a CIR process with fixed costs (Q3119637) (← links)
- Game-theoretic approach to risk-sensitive benchmarked asset management (Q3119638) (← links)
