The following pages link to Alexandros A. Zimbidis (Q609675):
Displaying 22 items.
- (Q190743) (redirect page) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Delay, feedback and variability of pension contributions and fund levels (Q1323595) (← links)
- Insurance pricing using \(H_{\infty}\)-control (Q1646165) (← links)
- (Q2927710) (← links)
- (Q3000221) (← links)
- Linear Generalized Stochastic Systems for Insurance Portfolios (Q3068098) (← links)
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
- (Q3399107) (← links)
- Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods (Q3522716) (← links)
- (Q3542581) (← links)
- (Q3566022) (← links)
- (Q3606318) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- Stochastic Control System for Mortality Benefits (Q3611812) (← links)
- Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835) (← links)
- (Q4817776) (← links)
- Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280) (← links)
- (Q5503830) (← links)
- An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques (Q5715859) (← links)
- The combined effect of delay and feedback on the insurance pricing process: a control theory approach (Q5938021) (← links)
- Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues (Q6173895) (← links)
