Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model [PDF]
, 2010 We show that shortfall risks of American options in a sequence of multinomial approximations of the multidimensional Black--Scholes (BS) market converge to the corresponding quantities for similar American options in the multidimensional BS market with ...
Dolinsky, Yan
core
Ruin Analysis on a New Risk Model with Stochastic Premiums and Dependence Based on Time Series for Count Random Variables. [PDF]
Entropy (Basel), 2023 Guan L, Wang X.
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Possible favorable lifestyle changes owing to the coronavirus disease 2019 (COVID-19) pandemic among middle-aged Japanese women: An ancillary survey of the TRF-Japan study using the original "Taberhythm" smartphone app. [PDF]
PLoS One, 2021 Azuma K +6 more
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Ruin probabilities in a finite-horizon risk model with investment and reinsurance [PDF]
A finite horizon insurance model is studied where the risk/reserve process can be controlled by reinsurance and investment in the financial market. Obtaining explicit optimal solutions for the minimizing ruin probability problem is a difficult task ...
Rosario Romera, Wolfgang Runggaldier
core
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. [PDF]
J Inequal Appl, 2017 Zhang S, Wang D, Yu S.
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A genome-wide analysis of simple sequence repeats in maize and the development of polymorphism markers from next-generation sequence data. [PDF]
BMC Res Notes, 2013 Qu J, Liu J.
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The distribution of some extremum on the risk process whose income depend on the current reserve. [PDF]
Springerplus, 2016 He J, Liu Z, Zhang W.
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Multiperiod Maximum Loss is time unit invariant. [PDF]
Springerplus, 2016 Kovacevic RM, Breuer T.
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Equitable Selection and Representativeness of the First Advanced Medical Specialist 91B30 Class
1983Abstract : The U.S. Army Medical Department has recently developed an advanced medical training course for non-commissioned officers in the 91B Medical Specialist military occupational specialty (MOS). This report documents the procedures employed by the Academy of Health Sciences in the selection of enlisted personnel for the first 91B30 Advanced ...
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