The following pages link to MAXIMUM DRAWDOWN INSURANCE (Q3225024):
Displaying 19 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion (Q1703026) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
