ARTICLE
|
doi:10.20944/preprints201901.0121.v2
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
ruin probability; jump-diffusion; HJB equation; Volterra equation; block-by-block method; proportional reinsurance; investments
Online: 24 January 2019 (08:52:20 CET)
ARTICLE
|
doi:10.20944/preprints201712.0050.v1
Subject:
Computer Science And Mathematics,
Discrete Mathematics And Combinatorics
Keywords:
stochastic control; optimal dividend payment; ruin probability constraint
Online: 8 December 2017 (06:55:06 CET)
ARTICLE
|
doi:10.20944/preprints201608.0209.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
bivariate generalized power series distribution; ruin probability; aggregate claims distribution
Online: 26 August 2016 (09:43:14 CEST)
ARTICLE
|
doi:10.20944/preprints201801.0182.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
financial ruin, withdrawal strategy, asset allocation, rebalancing method, portfolio
Online: 19 January 2018 (09:42:46 CET)
ARTICLE
Subject:
Environmental And Earth Sciences,
Environmental Science
Keywords:
loess, Holocene, ruin soil, archaeological sediment, vesicular layer, aeolian dust, biocrusts, clast pavements, climate change, snow
Online: 18 March 2019 (09:34:47 CET)
ARTICLE
|
doi:10.20944/preprints202112.0298.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
reserves; ruin probability in infinite continuous time, Lebesgue spaces; Fourier Transform; Inverse Fourier Transform; analytic functions; Cauchy’s Theorem
Online: 20 December 2021 (09:47:46 CET)