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ptimal investment for insurers with correlation risk: risk aversion and investment orizon.
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- IMA Journal of Management Mathematics, 2018, v. 29, n. 2, p. 207, doi. 10.1093/imaman/dpx001
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- Article
Optimal Investment for Insurers with the Extended CIR Interest Rate Model.
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- Abstract & Applied Analysis, 2014, p. 1, doi. 10.1155/2014/129474
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- Article
Homotopy Analysis Method for Boundary-Value Problem of Turbo Warrant Pricing under Stochastic Volatility.
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- Abstract & Applied Analysis, 2013, p. 1, doi. 10.1155/2013/682524
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- Article
MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS.
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- ANZIAM Journal, 2020, v. 62, n. 2, p. 209, doi. 10.1017/S1446181120000164
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- Article
Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.
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- Risk Analysis: An International Journal, 2017, v. 37, n. 8, p. 1532, doi. 10.1111/risa.12801
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- Article
Roy's Safety-First Portfolio Principle in Financial Risk Management of Disastrous Events.
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- Risk Analysis: An International Journal, 2012, v. 32, n. 11, p. 1856, doi. 10.1111/j.1539-6924.2011.01751.x
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- Article
Pairs trading with illiquidity and position limits.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2991, doi. 10.3934/jimo.2019090
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- Article
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated.
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- Journal of Risk & Insurance, 2017, v. 84, n. 3, p. 987, doi. 10.1111/jori.12110
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- Article