| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 2 |
Concepts and methods for discrete and continuous time control under uncertainty
|
Runggaldier, Wolfgang J.
|
|
1998
|
22 |
1 |
p. 25-39
15 p.
|
article
|
| 3 |
Editorial Board
|
|
|
1998
|
22 |
1 |
p. iv-
1 p.
|
article
|
| 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.
|
article
|
| 5 |
On some filtering problems arising in mathematical finance
|
Brigo, Damiano
|
|
1998
|
22 |
1 |
p. 53-64
12 p.
|
article
|
| 6 |
Optimal proportional reinsurance policies for diffusion models with transaction costs
|
Højgaard, Bjarne
|
|
1998
|
22 |
1 |
p. 41-51
11 p.
|
article
|
| 7 |
Optimal risk and dividend control for a company with a debt liability
|
Taksar, Michael I.
|
|
1998
|
22 |
1 |
p. 105-122
18 p.
|
article
|
| 8 |
Ruin probabilities in perturbed risk models
|
Schlegel, Sabine
|
|
1998
|
22 |
1 |
p. 93-104
12 p.
|
article
|
| 9 |
Ruin theory with compounding assets — a survey
|
Paulsen, Jostein
|
|
1998
|
22 |
1 |
p. 3-16
14 p.
|
article
|
| 10 |
Some system theoretic aspects of interest rate theory
|
Björk, Tomas
|
|
1998
|
22 |
1 |
p. 17-23
7 p.
|
article
|
| 11 |
The interplay between insurance, finance and control
|
Asmussen, Søren
|
|
1998
|
22 |
1 |
p. 1-
1 p.
|
article
|
Journal description