OPTIMAL INSURANCE DESIGN UNDER RANK-DEPENDENT EXPECTED UTILITY.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 154, doi. 10.1111/mafi.12027
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2015 AND VI 25 AND IP 1
Results: 7
1
2
GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 187, doi. 10.1111/mafi.12010
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- Publication type:
- Article
3
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 77, doi. 10.1111/mafi.12011
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- Publication type:
- Article
4
ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 115, doi. 10.1111/mafi.12018
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- Publication type:
- Article
5
BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS-PART I: PRICING.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 1, doi. 10.1111/mafi.12004
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- Publication type:
- Article
6
BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS-PART II: CVA.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 23, doi. 10.1111/mafi.12005
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- Publication type:
- Article
7
DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 1, p. 51, doi. 10.1111/mafi.12009
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- Publication type:
- Article