1

Asset Allocation with Regime-Switching: Discrete-Time Case

Year:
2004
Language:
english
File:
PDF, 135 KB
english, 2004
3

Comonotonic convex upper bound and majorization

Year:
2010
Language:
english
File:
PDF, 307 KB
english, 2010
16

Characterizations of optimal reinsurance treaties: a cost-benefit approach

Year:
2015
Language:
english
File:
PDF, 509 KB
english, 2015
22

$H^2$-Convergence of Least-Squares Kernel Collocation Methods

Year:
2018
Language:
english
File:
PDF, 610 KB
english, 2018
36

Improved convex upper bound via conditional comonotonicity

Year:
2008
Language:
english
File:
PDF, 244 KB
english, 2008
37

Worst allocations of policy limits and deductibles

Year:
2008
Language:
english
File:
PDF, 357 KB
english, 2008
38

Characterization of comonotonicity using convex order

Year:
2008
Language:
english
File:
PDF, 860 KB
english, 2008
39

Upper comonotonicity

Year:
2009
Language:
english
File:
PDF, 1.10 MB
english, 2009
40

Applications of conditional comonotonicity to some optimization problems

Year:
2009
Language:
english
File:
PDF, 1.05 MB
english, 2009
46

Optimal portfolio problem with unknown dependency structure

Year:
2006
Language:
english
File:
PDF, 153 KB
english, 2006
47

Optimal allocation of policy limits and deductibles

Year:
2007
Language:
english
File:
PDF, 243 KB
english, 2007
48

Stochastic orders of scalar products with applications

Year:
2008
Language:
english
File:
PDF, 299 KB
english, 2008