nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An actuarial approach to option pricing under the physical measure and without market assumptions
|
Bladt, Mogens |
|
1998 |
22 |
1 |
p. 65-73 9 p. |
artikel |
2 |
Concepts and methods for discrete and continuous time control under uncertainty
|
Runggaldier, Wolfgang J. |
|
1998 |
22 |
1 |
p. 25-39 15 p. |
artikel |
3 |
Editorial Board
|
|
|
1998 |
22 |
1 |
p. iv- 1 p. |
artikel |
4 |
On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
|
Schäl, Manfred |
|
1998 |
22 |
1 |
p. 75-91 17 p. |
artikel |
5 |
On some filtering problems arising in mathematical finance
|
Brigo, Damiano |
|
1998 |
22 |
1 |
p. 53-64 12 p. |
artikel |
6 |
Optimal proportional reinsurance policies for diffusion models with transaction costs
|
Højgaard, Bjarne |
|
1998 |
22 |
1 |
p. 41-51 11 p. |
artikel |
7 |
Optimal risk and dividend control for a company with a debt liability
|
Taksar, Michael I. |
|
1998 |
22 |
1 |
p. 105-122 18 p. |
artikel |
8 |
Ruin probabilities in perturbed risk models
|
Schlegel, Sabine |
|
1998 |
22 |
1 |
p. 93-104 12 p. |
artikel |
9 |
Ruin theory with compounding assets — a survey
|
Paulsen, Jostein |
|
1998 |
22 |
1 |
p. 3-16 14 p. |
artikel |
10 |
Some system theoretic aspects of interest rate theory
|
Björk, Tomas |
|
1998 |
22 |
1 |
p. 17-23 7 p. |
artikel |
11 |
The interplay between insurance, finance and control
|
Asmussen, Søren |
|
1998 |
22 |
1 |
p. 1- 1 p. |
artikel |