8 results
Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 21 February 2023, pp. 874-894
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- September 2023
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Discounted probability of exponential parisian ruin: Diffusion approximation
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 18 February 2022, pp. 17-37
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- March 2022
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A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN
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- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 2 / May 2022
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- 16 February 2022, pp. 619-643
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- May 2022
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REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
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- 05 December 2019, pp. 187-221
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- January 2020
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MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS
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- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
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- 01 July 2019, pp. 847-883
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- September 2019
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Effect of processing parameters on thermal behavior and related density in GH3536 alloy manufactured by selective laser melting
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- Journal of Materials Research / Volume 34 / Issue 8 / 29 April 2019
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- 08 February 2019, pp. 1405-1414
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- 29 April 2019
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Understanding processing parameters affecting residual stress in selective laser melting of Inconel 718 through numerical modeling
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- Journal of Materials Research / Volume 34 / Issue 8 / 29 April 2019
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- 06 February 2019, pp. 1395-1404
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- 29 April 2019
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OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION
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- The ANZIAM Journal / Volume 56 / Issue 1 / July 2014
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- 09 October 2014, pp. 66-90
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