The following pages link to Nicole El Karoui (Q320259):
Displaying 50 items.
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Measuring mortality heterogeneity with multi-state models and interval-censored data (Q506072) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- (Q853851) (redirect page) (← links)
- Boundary sensitivities for diffusion processes in time dependent domains (Q853852) (← links)
- Martingale measures and stochastic calculus (Q909341) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Stein's method and zero bias transformation for CDO tranche pricing (Q964669) (← links)
- What happens after a default: the conditional density approach (Q981009) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- Reflexion discontinue et systèmes stochastiques (Q1146938) (← links)
- Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin (Q1149939) (← links)
- Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes) (Q1177210) (← links)
- Optimization of consumption with labor income (Q1265773) (← links)
- Dynamic allocation problems in continuous time (Q1333376) (← links)
- Stochastic control methods in optimal design of life testing (Q1338752) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Synchronization and optimality for multi-armed bandit problems in continuous time (Q1375891) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- Feynman-Kac's representation in time-space domains and sensitivity with respect to the domain (Q1409733) (← links)
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes (Q1676448) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- Cause-of-death mortality: what can be learned from population dynamics? (Q1697254) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach (Q2010892) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- A non-linear Riesz respresentation in probabilistic potential theory (Q2485312) (← links)
- Inf-convolution of risk measures and optimal risk transfer (Q2488480) (← links)
- Maturity randomization for stochastic control problems (Q2496502) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Pricing Via Utility Maximization and Entropy (Q2707148) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- (Q2760406) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE (Q2873147) (← links)
- (Q3051156) (← links)
- (Q3083925) (← links)
- (Q3108274) (← links)
- (Q3160493) (← links)
- (Q3199307) (← links)
- (Q3357204) (← links)
- Dynamic Financial Risk Management (Q3527682) (← links)
- Coupling smiles (Q3539543) (← links)
