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Insurance / Mathematics & economics
Mathematics of operations research
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1
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:
2
Sufficiency of Markov policies for
continuous-time
jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
3
Strong and weak equilibria for time-inconsistent stochastic control in
continuous
time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
4
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:
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
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:
7
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Saved in:
8
Optimality of mixed policies for average
continuous-time
markov decision processes with constraints
Guo, Xianping
;
Zhang, Yi
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1276-1296
Persistent link: https://www.econbiz.de/10011595057
Saved in:
9
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:
10
Attainability in repeated games with vector payoffs
Bauso, Dario
;
Lehrer, Ehud
;
Solan, Eilon
;
Venel, Xavier
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 739-755
Persistent link: https://www.econbiz.de/10011338690
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