Results 81 to 90 of about 649 (90)

Conditional risk measures relying on international accounting standards

Applied Mathematical Sciences, 2019
This paper is devoted to the definition of an Expected -Shortfall -like Risk Measure, relying mainly on IAS39, being applied in EU. The connection between certain reporting variables and corporate capital requirements is a subject that is not entirely ...
Christos E. Kountzakis
semanticscholar   +1 more source

Some ruin theory components of two sided jump problems under renewal risk process

, 2017
J. Rebello, K. Thampi
semanticscholar   +1 more source

A BOUNDARY FOR THE EXISTENCE OF SOLUTION TO THE MAXIMUM ENTROPY PROBLEM APPLIED IN EUROPEAN CALL OPTIONS

, 2018
N. D. Margaryan
semanticscholar   +1 more source

A Simple Multi-State Gamma Claims Reserving Model

, 2015
W. Huerlimann
semanticscholar   +1 more source

On a class of affine invariant dependent random variables related to characterization results by Lukacs, Letac and Dufresne

, 2015
W. Huerlimann
semanticscholar   +1 more source

Upper bounds for ruin probability in a generalized risk process under rates of interest with homogenous Markov chain claims and homogenous Markov chain premiums

, 2014
Phung Duy Quang
semanticscholar   +1 more source

Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage

, 2014
Li, Hua, Ware, Antony, Guo
semanticscholar   +1 more source

Hedging against foreign exchange risk of peso-dollar rates using futures

, 2014
Jonathan B. Mamplata, Rome Augusta Joyce R. Lo, Maria Amiella E. Reyes   +2 more
semanticscholar   +1 more source

Actuarial present values of annuities under stochastic interest rate

, 2013
Zhao Xia, Lv Hui-hui
semanticscholar   +1 more source

Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process

, 2003
R. Korn, F. Oertel, M. Schäl
semanticscholar   +1 more source