The following pages link to Elias S. W. Shiu (Q495496):
Displaying 50 items.
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- The numerical radius of a commuting product (Q583573) (← links)
- Numerical radii of zero-one matrices (Q583574) (← links)
- (Q588271) (redirect page) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- (Q753108) (redirect page) (← links)
- On operators preserving the numerical range (Q753109) (← links)
- Bounds for classical ruin probabilities (Q799061) (← links)
- An elementary derivation of Hattendorff's theorem (Q825307) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- A contribution to duality theory, applied to the measurement of risk aversion (Q868602) (← links)
- Non-uniqueness of option prices (Q921793) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- Optimal dividends in the dual model (Q997089) (← links)
- A note on immunization under a general stochastic equilibrium model of the term structure (Q1072320) (← links)
- Two other views of the traditional net risk premium rate (Q1074998) (← links)
- Chains of reinsurance: Non-cooperative equilibria and Pareto optimality (Q1078964) (← links)
- Matrix derivation of moving-weighted-average graduation formulas (Q1087294) (← links)
- Approximation of the initial reserve for known ruin probabilities (Q1089712) (← links)
- Classical risk theory in an economic environment (Q1091069) (← links)
- On the Fisher-Weil immunization theorem (Q1096303) (← links)
- Aspects of optimal insurance demand when there are uninsurable risks (Q1106604) (← links)
- Calculation of the probability of eventual ruin by Beekman's convolution series (Q1115077) (← links)
- Immunization of multiple liabilities (Q1116617) (← links)
- Proofs of central-difference interpolation formulas (Q1165415) (← links)
- Interest randomness in annuities certain (Q1209481) (← links)
- Growth of numerical ranges of powers of Hilbert space operators (Q1231279) (← links)
- Commutators and numerical ranges of powers of operators (Q1231280) (← links)
- Numerical ranges of products and tensor products (Q1248788) (← links)
- Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
- Ruin probability by operational calculus (Q1263214) (← links)
- From ruin theory to pricing reset guarantees and perpetual put options (Q1293806) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
- The variance of a truncated random variable and the riskiness of the underlying variables (Q1382122) (← links)
- Single factor models with Markovian spot interest rate: An analytical treatment (Q1397606) (← links)
- Additive rules in bankruptcy problems and other related problems. (Q1420530) (← links)
- Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
- Asymptotic analysis of American call options (Q1599715) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation (Q1762767) (← links)
- A utility maximization approach to hedging in incomplete markets (Q1809501) (← links)
- New light on the portfolio allocation problem (Q1812298) (← links)
- On a fundamental identity for stopping times and its application to risk theory (Q1814626) (← links)
- A risk-reward framework for the competitive analysis of financial games (Q1818278) (← links)
- Derivative securities and difference methods. (Q1881815) (← links)
