Damircheli, Davood; Razzaghi, Mohsen; Kazemi, Seyed-Mohammad-Mahdi; Bastani, Ali Foroush A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model. (English) Zbl 1521.91385 Eng. Anal. Bound. Elem. 150, 364-373 (2023). MSC: 91G60 60G51 62P05 65D12 91G40 PDFBibTeX XMLCite \textit{D. Damircheli} et al., Eng. Anal. Bound. Elem. 150, 364--373 (2023; Zbl 1521.91385) Full Text: DOI
Arık, Ayşe; Yolcu-Okur, Yeliz; Şahin, Şule; Uğur, Ömür Pricing pension buy-outs under stochastic interest and mortality rates. (English) Zbl 1396.91290 Scand. Actuar. J. 2018, No. 3, 173-190 (2018). MSC: 91B30 60J60 91G30 PDFBibTeX XMLCite \textit{A. Arık} et al., Scand. Actuar. J. 2018, No. 3, 173--190 (2018; Zbl 1396.91290) Full Text: DOI
Boonen, Tim J.; Pantelous, Athanasios A.; Wu, Renchao Noncooperative dynamic games for general insurance markets. (English) Zbl 1398.91315 Insur. Math. Econ. 78, 123-135 (2018). MSC: 91B30 91A10 91A23 91A25 91A50 91-04 PDFBibTeX XMLCite \textit{T. J. Boonen} et al., Insur. Math. Econ. 78, 123--135 (2018; Zbl 1398.91315) Full Text: DOI
Mitra, Sovan; Date, Paresh Regime switching volatility calibration by the Baum-Welch method. (English) Zbl 1193.91176 J. Comput. Appl. Math. 234, No. 12, 3243-3260 (2010). MSC: 91G70 62M20 62P05 PDFBibTeX XMLCite \textit{S. Mitra} and \textit{P. Date}, J. Comput. Appl. Math. 234, No. 12, 3243--3260 (2010; Zbl 1193.91176) Full Text: DOI arXiv
Mamon, Rogemar S.; Erlwein, Christina; Gopaluni, R. Bhushan Adaptive signal processing of asset price dynamics with predictability analysis. (English) Zbl 1130.91331 Inf. Sci. 178, No. 1, 203-219 (2008). MSC: 91B24 94A12 60J99 PDFBibTeX XMLCite \textit{R. S. Mamon} et al., Inf. Sci. 178, No. 1, 203--219 (2008; Zbl 1130.91331) Full Text: DOI