Works matching IS 14322994 AND DT 2008 AND VI 68 AND IP 1
Results: 8
Dynamic mean-variance problem with constrained risk control for the insurers.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 181, doi. 10.1007/s00186-007-0195-4
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Long-term staffing based on qualification profiles.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 21, doi. 10.1007/s00186-007-0192-7
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The path player game.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 1, doi. 10.1007/s00186-007-0188-3
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Moments of first passage times in general birth–death processes.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 49, doi. 10.1007/s00186-007-0174-9
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Discounted cost optimality problem: stability with respect to weak metrics.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 77, doi. 10.1007/s00186-007-0171-z
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Optimal time to change premiums.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 125, doi. 10.1007/s00186-007-0182-9
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 97, doi. 10.1007/s00186-007-0190-9
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An optimal investment strategy with maximal risk aversion and its ruin probability.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 159, doi. 10.1007/s00186-007-0191-8
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- Article