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There are 9534 results for: content related to: Optimal investment and reinsurance policies in insurance markets under the effect of inside information

  1. Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump-diffusion risk model

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 6, November/December 2012, Pages: 585–597, Zhibin Liang, Kam Chuen Yuen and Ka Chun Cheung

    Version of Record online : 17 NOV 2011, DOI: 10.1002/asmb.934

  2. Sensitivity of the joint survival probability for reinsurance schemes

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 2, 30 January 2014, Pages: 289–295, Eleni E. Roumelioti, Michael A. Zazanis and Nikos E. Frangos

    Version of Record online : 2 AUG 2013, DOI: 10.1002/mma.2922

  3. Optimal control problem for an insurance surplus model with debt liability

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 11, 30 July 2014, Pages: 1652–1667, FanCheng Wei, Lan Wu and Dasheng Zhou

    Version of Record online : 10 JUL 2013, DOI: 10.1002/mma.2927

  4. Modeling credit portfolio derivatives, including both a default and a prepayment feature

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 479–495, Peter Hieber and Matthias Scherer

    Version of Record online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  5. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Version of Record online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  6. On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 82–98, Hélène Cossette, Etienne Marceau and Fouad Marri

    Version of Record online : 14 SEP 2012, DOI: 10.1002/asmb.1928

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    COPAR—multivariate time series modeling using the copula autoregressive model

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 495–514, Eike Christian Brechmann and Claudia Czado

    Version of Record online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  8. Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 204–230, A.D. Banik

    Version of Record online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  9. Reinsurance for Natural and Man-Made Catastrophes in the United States: Current State of the Market and Regulatory Reforms

    Risk Management and Insurance Review

    Volume 10, Issue 2, Fall 2007, Pages: 179–220, J. David Cummins

    Version of Record online : 28 SEP 2007, DOI: 10.1111/j.1540-6296.2007.00115.x

  10. L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 3, May/June 2012, Pages: 236–250, Saber Fallahpour, S. Ejaz Ahmed and Kjell A. Doksum

    Version of Record online : 15 NOV 2011, DOI: 10.1002/asmb.933

  11. An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 468–478, A. Hernández, M. Pilar Fernández, M. Martel and F.J. Vázquez-Polo

    Version of Record online : 5 JUL 2012, DOI: 10.1002/asmb.1930

  12. A Reexamination of the Corporate Demand for Reinsurance

    Journal of Risk and Insurance

    Volume 73, Issue 1, March 2006, Pages: 169–192, Cassandra R. Cole and Kathleen A. McCullough

    Version of Record online : 24 FEB 2006, DOI: 10.1111/j.1539-6975.2006.00170.x

  13. Optimal (r,N)-policy for discrete-time Geo ∕ G ∕ 1 queue with different input rate and setup time

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 405–423, Chuanyi Luo, Yinghui Tang, Kaizhi Yu and Chuan Ding

    Version of Record online : 20 MAR 2014, DOI: 10.1002/asmb.2031

  14. Goal achieving probabilities of cone-constrained mean-variance portfolios

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 544–572, Chantal Labbé and François Watier

    Version of Record online : 9 DEC 2013, DOI: 10.1002/asmb.2002

  15. Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers

    Journal of Risk and Insurance

    Volume 81, Issue 3, September 2014, Pages: 587–622, Sojung Carol Park and Xiaoying Xie

    Version of Record online : 6 JUN 2014, DOI: 10.1111/jori.12045

  16. Diagnostics in Birnbaum–Saunders accelerated life models with an application to fatigue data

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 115–131, Víctor Leiva, Edgardo Rojas, Manuel Galea and Antonio Sanhueza

    Version of Record online : 4 SEP 2012, DOI: 10.1002/asmb.1944

  17. On spatial contagion and multivariate GARCH models

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 303–327, Piotr Jaworski and Marcin Pitera

    Version of Record online : 25 APR 2013, DOI: 10.1002/asmb.1977

  18. Diagnosing and modeling extra-binomial variation for time-dependent counts

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 588–608, Christian H. Weiß and Hee-Young Kim

    Version of Record online : 21 NOV 2013, DOI: 10.1002/asmb.2005

  19. A Bayesian approach to term structure modeling using heavy-tailed distributions

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 430–447, Carlos Antonio Abanto-Valle, Victor H. Lachos and Pulak Ghosh

    Version of Record online : 1 SEP 2011, DOI: 10.1002/asmb.920

  20. New multivariate orderings based on conditional distributions

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 467–484, Félix Belzunce, Julio Mulero, José M. Ruiz and Alfonso Suárez-Llorens

    Version of Record online : 14 SEP 2011, DOI: 10.1002/asmb.924