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Annals of finance
Insurance / Mathematics & economics
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33
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16
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1
No-arbitrage conditions and pricing from discrete-time to
continuous-time
strategies
Cherif, Dorsaf
;
Lépinette, Emmanuel
- In:
Annals of finance
19
(
2023
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10014326684
Saved in:
2
Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
Liu, Wenyue
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 69-93
Persistent link: https://www.econbiz.de/10014282470
Saved in:
3
A
continuous-time
stochastic model for the mortality surface of multiple populations
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 181-195
Persistent link: https://www.econbiz.de/10012105562
Saved in:
4
Relative performance concerns among investment managers
Whitmeyer, Mark
- In:
Annals of finance
15
(
2019
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10012058222
Saved in:
5
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
6
Inconspicuousness and obfuscation : how large shareholders dynamically manipulate output and information for trading purposes
Taub, Bart
- In:
Annals of finance
14
(
2018
)
4
,
pp. 429-464
Persistent link: https://www.econbiz.de/10012268311
Saved in:
7
The joint mortality of couples in
continuous
time
Jevtić, P.
;
Hurd, T. R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011740732
Saved in:
8
Assessing the solvency of insurance portfolios via a
continuous-time
cohort model
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
Saved in:
9
First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik
- In:
Annals of finance
9
(
2013
)
3
,
pp. 543-572
Persistent link: https://www.econbiz.de/10009776388
Saved in:
10
Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
- In:
Annals of finance
9
(
2013
)
4
,
pp. 725-755
Persistent link: https://www.econbiz.de/10010196576
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