| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A customer’s utility measure based on the reliability of multi-state systems
|
D’Amico, Guglielmo
|
|
2010
|
|
1 |
p. 1-20
|
artikel
|
| 2 |
A discrete-time algorithm for pricing double barrier options
|
Costabile, Massimo
|
|
2001
|
|
1 |
p. 49-58
|
artikel
|
| 3 |
A dynamic private property resource game with asymmetric firms
|
Grilli, Luca
|
|
|
|
1 |
p. 109-127
|
artikel
|
| 4 |
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
|
De Angelis, Paolo
|
|
|
|
1 |
p. 415-446
|
artikel
|
| 5 |
A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics
|
Naimzada, Ahmad
|
|
|
|
1 |
p. 155-185
|
artikel
|
| 6 |
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
|
Vilar-Zanón, José L.
|
|
2019
|
|
1 |
p. 259-276
|
artikel
|
| 7 |
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
|
Gambaro, Anna Maria
|
|
2019
|
|
1 |
p. 157-187
|
artikel
|
| 8 |
A measure of utility levels by Euclidean distance
|
Alcantud, José C.R.
|
|
2002
|
|
1 |
p. 65-69
|
artikel
|
| 9 |
A moments and strike matching binomial algorithm for pricing American Put options
|
Jourdain, Benjamin
|
|
2007
|
|
1 |
p. 33-49
|
artikel
|
| 10 |
An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour
|
Baione, Fabio
|
|
|
|
1 |
p. 5-22
|
artikel
|
| 11 |
An efficient binomial method for pricing¶American options
|
Gaudenzi, Marcellino
|
|
2003
|
|
1 |
p. 1-17
|
artikel
|
| 12 |
A new class of multidimensional Wishart-based hybrid models
|
La Bua, Gaetano
|
|
|
|
1 |
p. 209-239
|
artikel
|
| 13 |
An improved combinatorial approach for pricing Parisian options
|
Lyuu, Yuh-Dauh
|
|
2009
|
|
1 |
p. 49-61
|
artikel
|
| 14 |
A note on arbitrage in term structure
|
Rásonyi, Miklós
|
|
2007
|
|
1 |
p. 73-79
|
artikel
|
| 15 |
A note on fourth-order risk aversion
|
Sakagami, Yoshitaka
|
|
2015
|
|
1 |
p. 105-111
|
artikel
|
| 16 |
A note on mixture sets in decision theory
|
Mongin, Philippe
|
|
2001
|
|
1 |
p. 59-69
|
artikel
|
| 17 |
A note on preference for flexibility
|
Modica, Salvatore
|
|
2002
|
|
1 |
p. 47-63
|
artikel
|
| 18 |
A note on rational inattention and rate distortion theory
|
Denti, Tommaso
|
|
|
|
1 |
p. 75-89
|
artikel
|
| 19 |
A note on Stein’s overreaction puzzle
|
Lin, Yuehao
|
|
|
|
1 |
p. 269-276
|
artikel
|
| 20 |
A note on the symmetry of all Nash equilibria in games with increasing best replies
|
Quartieri, Federico
|
|
2015
|
|
1 |
p. 81-93
|
artikel
|
| 21 |
A notion of conditional probability and some of its consequences
|
Berti, Patrizia
|
|
|
|
1 |
p. 3-15
|
artikel
|
| 22 |
Arbitrage in stationary markets
|
Evstigneev, Igor
|
|
2008
|
|
1 |
p. 5-12
|
artikel
|
| 23 |
Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
|
Sorge, Marco M.
|
|
|
|
1 |
p. 363-372
|
artikel
|
| 24 |
A representation of risk measures
|
Amarante, Massimiliano
|
|
2016
|
|
1 |
p. 95-103
|
artikel
|
| 25 |
A scenario-based integrated approach for modeling carbon price risk
|
Zhu, Zili
|
|
2009
|
|
1 |
p. 35-48
|
artikel
|
| 26 |
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures
|
Haug, Espen Gaarder
|
|
|
|
1 |
p. 191-195
|
artikel
|
| 27 |
A special issue on the mathematics of subjective probability
|
Cassese, Gianluca
|
|
|
|
1 |
p. 1-2
|
artikel
|
| 28 |
Asset pricing with endogenous aspirations
|
Antonelli, Fabio
|
|
2001
|
|
1 |
p. 21-39
|
artikel
|
| 29 |
A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
|
Fersini, Paola
|
|
2019
|
|
1 |
p. 103-133
|
artikel
|
| 30 |
Bargaining over an uncertain outcome:¶the role of beliefs
|
Billot, Antoine
|
|
2002
|
|
1 |
p. 33-45
|
artikel
|
| 31 |
Beating the market? A mathematical puzzle for market efficiency
|
Baumann, Michael Heinrich
|
|
|
|
1 |
p. 279-325
|
artikel
|
| 32 |
Behavioral premium principles
|
Nardon, Martina
|
|
2019
|
|
1 |
p. 229-257
|
artikel
|
| 33 |
Bias-optimal vol-of-vol estimation: the role of window overlapping
|
Toscano, Giacomo
|
|
|
|
1 |
p. 137-185
|
artikel
|
| 34 |
Bounds for the utility-indifference prices of non-traded assets in incomplete markets
|
Hobson, D.G.
|
|
2005
|
|
1 |
p. 33-52
|
artikel
|
| 35 |
Breaking ties in collective decision-making
|
Bubboloni, Daniela
|
|
|
|
1 |
p. 411-457
|
artikel
|
| 36 |
Calibration to FX triangles of the 4/2 model under the benchmark approach
|
Gnoatto, Alessandro
|
|
|
|
1 |
p. 1-34
|
artikel
|
| 37 |
Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
|
Khodamoradi, Tahereh
|
|
|
|
1 |
p. 197-214
|
artikel
|
| 38 |
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
|
Mininni, Michele
|
|
|
|
1 |
p. 73-100
|
artikel
|
| 39 |
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
|
De Donno, Marzia
|
|
|
|
1 |
p. 251-267
|
artikel
|
| 40 |
Classic rational bubbles and representativeness
|
Ferrara, Massimiliano
|
|
2018
|
|
1 |
p. 19-34
|
artikel
|
| 41 |
Climate change management: a resilience strategy for flood risk using Blockchain tools
|
Vannucci, Emanuele
|
|
|
|
1 |
p. 177-190
|
artikel
|
| 42 |
Cognitive limits and preferences for information
|
Tóbiás, Áron
|
|
|
|
1 |
p. 221-253
|
artikel
|
| 43 |
Coherent modeling of mortality patterns for age-specific subgroups
|
Giordano, Giuseppe
|
|
2019
|
|
1 |
p. 189-204
|
artikel
|
| 44 |
Complex dynamics in the market for loans
|
Mukherji, Nivedita
|
|
|
|
1 |
p. 83-99
|
artikel
|
| 45 |
Construction of voting situations concordant with ranking patterns
|
De Santis, Emilio
|
|
|
|
1 |
p. 129-156
|
artikel
|
| 46 |
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
|
Alp, Özge Sezgin
|
|
2010
|
|
1 |
p. 21-40
|
artikel
|
| 47 |
Core equivalence theorem: countably many types of agents and commodities in $\vec{L}^{1}(\mu)$
|
Martellotti, Anna
|
|
2007
|
|
1 |
p. 51-70
|
artikel
|
| 48 |
Correction to: Foreword special issue Deaf 2019–Maf 2018
|
Grane, Aurea
|
|
2019
|
|
1 |
p. 3
|
artikel
|
| 49 |
Correction to: Semi-analytical prices for lookback and barrier options under the Heston model
|
De Gennaro Aquino, Luca
|
|
|
|
1 |
p. 447-449
|
artikel
|
| 50 |
Decisions on production and quality
|
Grosset, Luca
|
|
|
|
1 |
p. 91-107
|
artikel
|
| 51 |
Delay two-sector economic growth model with a Cobb–Douglas production function
|
Matsumoto, Akio
|
|
|
|
1 |
p. 341-358
|
artikel
|
| 52 |
Differentiated goods in a dynamic Cournot duopoly with emission charges on output
|
Naimzada, Ahmad
|
|
|
|
1 |
p. 305-318
|
artikel
|
| 53 |
Discrete representations of a continuum economy
|
Hervés-Beloso, Carlos
|
|
2003
|
|
1 |
p. 19-38
|
artikel
|
| 54 |
Discrete-time delay dynamics of boundedly rational monopoly
|
Matsumoto, Akio
|
|
2013
|
|
1 |
p. 53-79
|
artikel
|
| 55 |
Does market attention affect Bitcoin returns and volatility?
|
Figá-Talamanca, Gianna
|
|
2019
|
|
1 |
p. 135-155
|
artikel
|
| 56 |
Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?
|
Romaniuk, Katarzyna
|
|
|
|
1 |
p. 229-249
|
artikel
|
| 57 |
Efficient mechanisms for a partially public good
|
Menicucci, Domenico
|
|
2002
|
|
1 |
p. 71-77
|
artikel
|
| 58 |
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
|
Sabino, Piergiacomo
|
|
2009
|
|
1 |
p. 49-65
|
artikel
|
| 59 |
Endogenous lifetime, accidental bequests and economic growth
|
Fanti, Luciano
|
|
2012
|
|
1 |
p. 81-98
|
artikel
|
| 60 |
Endogenous trading in credit default swaps
|
Chesney, Marc
|
|
2015
|
|
1 |
p. 1-31
|
artikel
|
| 61 |
Eugenio Levi and his scientific production: a note on the occasion of the 40th anniversary of his death
|
Modesti, Paola
|
|
2010
|
|
1 |
p. 1-5
|
artikel
|
| 62 |
Exchange rate bifurcation in a stochastic evolutionary finance model
|
Gagnon, Gregory
|
|
2011
|
|
1 |
p. 29-58
|
artikel
|
| 63 |
Expectations and industry location: a discrete time dynamical analysis
|
Agliari, Anna
|
|
2012
|
|
1 |
p. 3-26
|
artikel
|
| 64 |
Explicit formulas for the minimal variance hedging strategy in a martingale case
|
Angelini, Flavio
|
|
2009
|
|
1 |
p. 63-79
|
artikel
|
| 65 |
Expressions of forward starting option price in Hull–White stochastic volatility model
|
Hata, Hiroaki
|
|
|
|
1 |
p. 101-135
|
artikel
|
| 66 |
Financial economics without probabilistic prior assumptions
|
Riedel, Frank
|
|
2014
|
|
1 |
p. 75-91
|
artikel
|
| 67 |
Foreword special issue Deaf 2019–Maf 2018
|
Grane, Aurea
|
|
|
|
1 |
p. 1-2
|
artikel
|
| 68 |
Foreword to the special issue on nonlinear economic dynamics
|
Bischi, Gian Italo
|
|
2013
|
|
1 |
p. 1-2
|
artikel
|
| 69 |
Gambling in contests modelled with diffusions
|
Feng, Han
|
|
2014
|
|
1 |
p. 21-37
|
artikel
|
| 70 |
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
|
Goudenège, Ludovic
|
|
|
|
1 |
p. 57-72
|
artikel
|
| 71 |
Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
|
Gatabazi, P.
|
|
|
|
1 |
p. 327-341
|
artikel
|
| 72 |
Heterogeneity and uncertainty in a multistate framework
|
Tabakova, D.
|
|
|
|
1 |
p. 117-139
|
artikel
|
| 73 |
Heterogeneous expectations and debt in a growth model for a small open economy
|
Wegener, Michael
|
|
2013
|
|
1 |
p. 125-136
|
artikel
|
| 74 |
Homothetic preferences on star-shaped sets
|
Maccheroni, Fabio
|
|
2001
|
|
1 |
p. 41-47
|
artikel
|
| 75 |
Indeterminacy and nonlinear dynamics in an OLG growth model with endogenous labour supply and inherited tastes
|
Gori, Luca
|
|
2013
|
|
1 |
p. 159-179
|
artikel
|
| 76 |
Introduction to Special Issue on “Innovating Actuarial Research on Financial Risk and Enterprise Risk Management”
|
Galeotti, Marcello
|
|
|
|
1 |
p. 1-4
|
artikel
|
| 77 |
Inverse data envelopment analysis without convexity: double frontiers
|
Asadi, Farzaneh
|
|
|
|
1 |
p. 335-354
|
artikel
|
| 78 |
Investing equally in risk
|
Lindberg, Carl
|
|
2011
|
|
1 |
p. 39-46
|
artikel
|
| 79 |
Knightian uncertainty and insurance regulation decision
|
Chen, An
|
|
2009
|
|
1 |
p. 13-33
|
artikel
|
| 80 |
Kyle equilibrium under random price pressure
|
Corcuera, José Manuel
|
|
2019
|
|
1 |
p. 77-101
|
artikel
|
| 81 |
Linear cumulative prospect theory with applications to portfolio selection and insurance demand
|
Schmidt, Ulrich
|
|
2007
|
|
1 |
p. 1-18
|
artikel
|
| 82 |
Locally-coherent multi-population mortality modelling via neural networks
|
Perla, Francesca
|
|
|
|
1 |
p. 157-176
|
artikel
|
| 83 |
Longevity risk and economic growth in sub-populations: evidence from Italy
|
Bozzo, Giuseppina
|
|
|
|
1 |
p. 101-115
|
artikel
|
| 84 |
Long versus short time scales: the rough dilemma and beyond
|
Garcin, Matthieu
|
|
|
|
1 |
p. 257-278
|
artikel
|
| 85 |
Lévy CARMA models for shocks in mortality
|
Hitaj, Asmerilda
|
|
2019
|
|
1 |
p. 205-227
|
artikel
|
| 86 |
Managing liquidity with portfolio staleness
|
Buccheri, Giuseppe
|
|
|
|
1 |
p. 215-239
|
artikel
|
| 87 |
Market attention and Bitcoin price modeling: theory, estimation and option pricing
|
Cretarola, Alessandra
|
|
|
|
1 |
p. 187-228
|
artikel
|
| 88 |
Market consistent valuations with financial imperfection
|
Assa, Hirbod
|
|
2018
|
|
1 |
p. 65-90
|
artikel
|
| 89 |
Markets with random lifetimes and private values: mean reversion and option to trade
|
Cvitanić, Jakša
|
|
2014
|
|
1 |
p. 1-19
|
artikel
|
| 90 |
Mean-variance hedging for interest rate models¶with stochastic volatility
|
Biagini, Francesca
|
|
2002
|
|
1 |
p. 1-17
|
artikel
|
| 91 |
Modelling dynamic lapse with survival analysis and machine learning in CPI
|
Aleandri, Marco
|
|
|
|
1 |
p. 37-56
|
artikel
|
| 92 |
Modelplasticity and abductive decision making
|
Mukhopadhyay, Subhadeep
|
|
|
|
1 |
p. 255-276
|
artikel
|
| 93 |
Monetary risk measures for stochastic processes via Orlicz duality
|
Kountzakis, Christos E.
|
|
|
|
1 |
p. 35-56
|
artikel
|
| 94 |
Multivariate Wold decompositions: a Hilbert A-module approach
|
Cerreia-Vioglio, Simone
|
|
|
|
1 |
p. 45-96
|
artikel
|
| 95 |
MURAME parameter setting for creditworthiness evaluation: data-driven optimization
|
Corazza, Marco
|
|
|
|
1 |
p. 295-339
|
artikel
|
| 96 |
Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring
|
Coppier, Raffaella
|
|
|
|
1 |
p. 459-483
|
artikel
|
| 97 |
Nonlinear optimal control of coupled time-delayed models of economic growth
|
Rigatos, G.
|
|
|
|
1 |
p. 375-399
|
artikel
|
| 98 |
Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes
|
Matilla-García, Mariano
|
|
2013
|
|
1 |
p. 181-193
|
artikel
|
| 99 |
Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
|
Eichner, Thomas
|
|
2005
|
|
1 |
p. 53-65
|
artikel
|
| 100 |
Notes and Comments: Stochastic demand correspondences and their aggregation properties
|
Alcantud, José C.R.
|
|
2006
|
|
1 |
p. 55-69
|
artikel
|
| 101 |
Notes and Comments: Sup-convolutions of HARA utilities in the affine term structure
|
Grasselli, Martino
|
|
2005
|
|
1 |
p. 67-78
|
artikel
|
| 102 |
Obituary
|
Basile, Achille
|
|
2009
|
|
1 |
p. 1-4
|
artikel
|
| 103 |
On a fuzzy cash flow model with insurance applications
|
Ungureanu, Daniela
|
|
2014
|
|
1 |
p. 39-54
|
artikel
|
| 104 |
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
|
Tramontana, Fabio
|
|
2013
|
|
1 |
p. 27-51
|
artikel
|
| 105 |
On game value of a differential game problem with Grönwall-type constraints on players control functions
|
Rilwan, Jewaidu
|
|
|
|
1 |
p. 319-333
|
artikel
|
| 106 |
On robust asymmetric equilibria in asymmetric R&D-driven growth economies
|
Giordani, Paolo E.
|
|
2010
|
|
1 |
p. 67-84
|
artikel
|
| 107 |
On the choice between two delta-hedging strategies
|
Hong, Liang
|
|
2016
|
|
1 |
p. 69-80
|
artikel
|
| 108 |
On the computability of quasi-transitive binary social choice rules in an infinite society and the halting problem
|
Tanaka, Yasuhito
|
|
2009
|
|
1 |
p. 67-78
|
artikel
|
| 109 |
On the construction of optimal payoffs
|
Rüschendorf, L.
|
|
|
|
1 |
p. 129-153
|
artikel
|
| 110 |
On the determinants of data breaches: A cointegration analysis
|
De Giovanni, Domenico
|
|
|
|
1 |
p. 141-160
|
artikel
|
| 111 |
On the extension of binary relations in economic and game theories
|
Andrikopoulos, Athanasios
|
|
2018
|
|
1 |
p. 277-285
|
artikel
|
| 112 |
On the linearity of the wage–profit relation in a Sraffa’s model: a mathematical summing-up
|
Giorgi, G.
|
|
2011
|
|
1 |
p. 59-73
|
artikel
|
| 113 |
On the use of capacities in representing premium calculation principles
|
Cardin, Marta
|
|
2001
|
|
1 |
p. 71-77
|
artikel
|
| 114 |
Optimal annuitisation in a deterministic financial environment
|
Deelstra, Griselda
|
|
|
|
1 |
p. 161-175
|
artikel
|
| 115 |
Optimal impulse control for cash management¶with quadratic holding-penalty costs
|
Baccarin, Stefano
|
|
2002
|
|
1 |
p. 19-32
|
artikel
|
| 116 |
Optimality conditions¶and bubbles in sequential economies¶and bounded relative risk-aversion
|
Dal Forno, Arianna
|
|
2003
|
|
1 |
p. 53-80
|
artikel
|
| 117 |
Optimality in a financial economy with outside money and restricted participation
|
Carosi, Laura
|
|
2001
|
|
1 |
p. 1-19
|
artikel
|
| 118 |
Optimal markov strategies
|
Sudderth, William D.
|
|
|
|
1 |
p. 43-54
|
artikel
|
| 119 |
Optimal portfolio selection via conditional convex risk measures on Lp
|
Acciaio, Beatrice
|
|
2011
|
|
1 |
p. 1-21
|
artikel
|
| 120 |
Optimal prepayment and default rules for mortgage-backed securities
|
De Rossi, Giulia
|
|
2009
|
|
1 |
p. 23-47
|
artikel
|
| 121 |
Optimal reinsurance and investment in a diffusion model
|
Brachetta, Matteo
|
|
|
|
1 |
p. 341-361
|
artikel
|
| 122 |
Optimal strategy for a fund manager with option compensation
|
Nicolosi, Marco
|
|
2017
|
|
1 |
p. 1-17
|
artikel
|
| 123 |
Option-based risk management of a bond portfolio under regime switching interest rates
|
Antonelli, Fabio
|
|
2011
|
|
1 |
p. 47-70
|
artikel
|
| 124 |
Option pricing: a yet simpler approach
|
Talponen, Jarno
|
|
|
|
1 |
p. 57-81
|
artikel
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