nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Adversarial design games and the role of anticipation in sensor networks
|
Nickerson, Jeffrey V. |
|
2009 |
|
2 |
p. 75-83 |
artikel |
2 |
Anticipation and risk – From the inverse problem to reverse computation
|
Nadin, Mihai |
|
2009 |
|
2 |
p. 113-139 |
artikel |
3 |
Anticipation comes of age
|
Nadin, Mihai |
|
2009 |
|
2 |
p. 73-74 |
artikel |
4 |
Any-utility neutral and indifference pricing and hedging
|
Stojanovic, Srdjan D. |
|
2013 |
|
2 |
p. 103-118 |
artikel |
5 |
A risk analysis for a system stabilized by a central agent
|
Garnier, Josselin |
|
2017 |
|
2 |
p. 97-120 |
artikel |
6 |
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces
|
Robles-Alcaráz, M. Teresa |
|
2017 |
|
2 |
p. 79-95 |
artikel |
7 |
ETS as a structural language for decision modeling and analysis: Planning, anticipation and monitoring
|
Goldfarb, Lev |
|
2009 |
|
2 |
p. 85-101 |
artikel |
8 |
Limit order trading with a mean reverting reference price
|
Ahuja, Saran |
|
2017 |
|
2 |
p. 121-136 |
artikel |
9 |
Loan impairment provisioning under IAS 39 in the Asian banking sector
|
Carlin, Tyrone M. |
|
2013 |
|
2 |
p. 81-87 |
artikel |
10 |
On modeling credit defaults: A probabilistic Boolean network approach
|
Gu, Jia-Wen |
|
2013 |
|
2 |
p. 119-129 |
artikel |
11 |
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
|
Glazyrina, Anna |
|
2017 |
|
2 |
p. 167-175 |
artikel |
12 |
QVI characterization of contingent options in marine mutual insurance
|
Yuan, Jiguang |
|
2011 |
|
2 |
p. 75-83 |
artikel |
13 |
Risk and decision analysis (RDA): The educational corner
|
|
|
2017 |
|
2 |
p. 177 |
artikel |
14 |
Risk finance
|
|
|
2013 |
|
2 |
p. 69-70 |
artikel |
15 |
Risk management and anticipation: A case study in the steel industry
|
Corts, Jochen |
|
2009 |
|
2 |
p. 103-111 |
artikel |
16 |
Self-serving altruistic behavior and its implications for consumption, trade, and foreign exchange rates
|
Nyambuu, Unurjargal |
|
2017 |
|
2 |
p. 137-149 |
artikel |
17 |
Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches
|
Abid, Fathi |
|
2013 |
|
2 |
p. 89-102 |
artikel |
18 |
Timing options for a startup with early termination and competition risks
|
Leung, Tim |
|
2017 |
|
2 |
p. 151-166 |
artikel |
19 |
Tournament-induced risk-shifting: A mean field games approach
|
Guéant, Olivier |
|
2013 |
|
2 |
p. 71-80 |
artikel |
20 |
Wealth and strategic financial consumption pricing
|
Tapiero, Charles S. |
|
2017 |
|
2 |
p. 187-191 |
artikel |
21 |
Why is VIX a fear gauge?
|
Carr, Peter |
|
2017 |
|
2 |
p. 179-185 |
artikel |