214 results in 91Bxx
On the expectation of total discounted operating costs up to default and its applications
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 41 / Issue 2 / June 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 495-522
- Print publication:
- June 2009
-
- Article
-
- You have access
- Export citation
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 206-224
- Print publication:
- March 2009
-
- Article
-
- You have access
- Export citation
Bounds for the Ruin Probability of a Discrete-Time Risk Process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 99-112
- Print publication:
- March 2009
-
- Article
-
- You have access
- Export citation
State-Dependent Utility
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 55-70
- Print publication:
- March 2009
-
- Article
-
- You have access
- Export citation
A Stochastic Volatility Alternative to SABR
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1071-1085
- Print publication:
- December 2008
-
- Article
-
- You have access
- Export citation
Ranking of Weighted Majority Rules
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 994-1006
- Print publication:
- December 2008
-
- Article
-
- You have access
- Export citation
Stochastic Models of Cascading Failures
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 907-921
- Print publication:
- December 2008
-
- Article
-
- You have access
- Export citation
Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 831-845
- Print publication:
- September 2008
-
- Article
-
- You have access
- Export citation
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 716-733
- Print publication:
- September 2008
-
- Article
-
- You have access
- Export citation
Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 800-817
- Print publication:
- September 2008
-
- Article
-
- You have access
- Export citation
Convergence of At-The-Money Implied Volatilities to the Spot Volatility
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 542-550
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
A Lévy Insurance Risk Process with Tax
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 363-375
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Multivariate risk processes with interacting intensities
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 578-601
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Optimal selection policies for a sequence of candidate drugs
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 359-376
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Two Remarks on Blackwell's Theorem
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 580-586
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 49 / Issue 4 / April 2008
- Published online by Cambridge University Press:
- 01 April 2008, pp. 495-501
-
- Article
-
- You have access
- Export citation
Law of Large Numbers for Dynamic Bargaining Markets
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 45-54
- Print publication:
- March 2008
-
- Article
-
- You have access
- Export citation
Smile Asymptotics II: Models with Known Moment Generating Functions
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 16-32
- Print publication:
- March 2008
-
- Article
-
- You have access
- Export citation
Bounds for Owen's Multilinear Extension
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 852-864
- Print publication:
- December 2007
-
- Article
-
- You have access
- Export citation
An Exponential Continuous-Time GARCH Process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 960-976
- Print publication:
- December 2007
-
- Article
-
- You have access
- Export citation