The following pages link to Julia Eisenberg (Q621768):
Displaying 19 items.
- On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
- A new approach for satisfactory pensions with no guarantees (Q2209778) (← links)
- Authors' reply on the discussion of Krafft and Pankratz (Q2209783) (← links)
- Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Transforming public pensions: a mixed scheme with a credit granted by the state (Q2656994) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions (Q2667604) (← links)
- Managing reputational risk in the decumulation phase of a pension fund (Q2685513) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
- Unrestricted consumption under a deterministic wealth and an Ornstein–Uhlenbeck process as a discount rate (Q4643635) (← links)
- Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)
- Maximizing with-profit pensions without guarantees (Q6580705) (← links)
