Zhu, Shunqing; Dong, Yinghui; Wu, Sang Optimal investment of DC pension plan with two VaR constraints. (English) Zbl 07533632 Commun. Stat., Theory Methods 51, No. 6, 1745-1764 (2022). MSC: 91B16 91G10 62-XX PDF BibTeX XML Cite \textit{S. Zhu} et al., Commun. Stat., Theory Methods 51, No. 6, 1745--1764 (2022; Zbl 07533632) Full Text: DOI OpenURL
Liu, Jicheng; Zhao, Meiling Normal deviation of synchronization of stochastic coupled systems. (English) Zbl 07461167 Discrete Contin. Dyn. Syst., Ser. B 27, No. 2, 1029-1054 (2022). MSC: 60H10 34F05 PDF BibTeX XML Cite \textit{J. Liu} and \textit{M. Zhao}, Discrete Contin. Dyn. Syst., Ser. B 27, No. 2, 1029--1054 (2022; Zbl 07461167) Full Text: DOI OpenURL
Barucci, Emilio; Marazzina, Daniele; Mastrogiacomo, Elisa Optimal investment strategies with a minimum performance constraint. (English) Zbl 1476.91137 Ann. Oper. Res. 299, No. 1-2, 215-239 (2021). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{E. Barucci} et al., Ann. Oper. Res. 299, No. 1--2, 215--239 (2021; Zbl 1476.91137) Full Text: DOI OpenURL
Liu, Jingzhen; Wang, Yike; Zhou, Ming Utility maximization with habit formation of interaction. (English) Zbl 1476.91154 J. Ind. Manag. Optim. 17, No. 3, 1451-1469 (2021). MSC: 91G10 93E03 PDF BibTeX XML Cite \textit{J. Liu} et al., J. Ind. Manag. Optim. 17, No. 3, 1451--1469 (2021; Zbl 1476.91154) Full Text: DOI OpenURL
Serrano, Rafael Portfolio allocation in a Lévy-type jump-diffusion model with nonlife insurance risk. (English) Zbl 1466.91268 Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021). MSC: 91G05 91G10 60G51 PDF BibTeX XML Cite \textit{R. Serrano}, Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021; Zbl 1466.91268) Full Text: DOI OpenURL
Schatz, Michael; Sornette, Didier Inefficient bubbles and efficient drawdowns in financial markets. (English) Zbl 1459.91191 Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050047, 56 p. (2020). MSC: 91G15 PDF BibTeX XML Cite \textit{M. Schatz} and \textit{D. Sornette}, Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050047, 56 p. (2020; Zbl 1459.91191) Full Text: DOI OpenURL
Menoncin, Francesco; Vigna, Elena Mean-variance dynamic optimality for DC pension schemes. (English) Zbl 1452.91275 Eur. Actuar. J. 10, No. 1, 125-148 (2020). MSC: 91G05 91G10 90C39 PDF BibTeX XML Cite \textit{F. Menoncin} and \textit{E. Vigna}, Eur. Actuar. J. 10, No. 1, 125--148 (2020; Zbl 1452.91275) Full Text: DOI Link OpenURL
Zhao, Qian; Zhu, Shaohui Optimal investment strategies for an insurer with SAHARA utility. (English) Zbl 1463.91141 Chin. J. Appl. Probab. Stat. 36, No. 2, 181-196 (2020). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{Q. Zhao} and \textit{S. Zhu}, Chin. J. Appl. Probab. Stat. 36, No. 2, 181--196 (2020; Zbl 1463.91141) Full Text: DOI OpenURL
Guo, Wenjing; Jiang, Haiwen Optimal behavioral portfolio selection for an individual under inflation risk. (Chinese. English summary) Zbl 1449.91123 Chin. J. Eng. Math. 37, No. 2, 131-145 (2020). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{W. Guo} and \textit{H. Jiang}, Chin. J. Eng. Math. 37, No. 2, 131--145 (2020; Zbl 1449.91123) Full Text: DOI OpenURL
Fang, Qizhi; Chen, Xin; Nong, Qingqin; Zhang, Zongchao; Cao, Yongchang; Feng, Yan; Sun, Tao; Gong, Suning; Du, Dingzhu General rumor blocking: an efficient random algorithm with martingale approach. (English) Zbl 1436.91095 Theor. Comput. Sci. 803, 82-93 (2020). MSC: 91D30 60G42 68W20 PDF BibTeX XML Cite \textit{Q. Fang} et al., Theor. Comput. Sci. 803, 82--93 (2020; Zbl 1436.91095) Full Text: DOI OpenURL
Sun, Zhongyang Upper bounds for ruin probabilities under model uncertainty. (English) Zbl 07528171 Commun. Stat., Theory Methods 48, No. 18, 4511-4527 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Sun}, Commun. Stat., Theory Methods 48, No. 18, 4511--4527 (2019; Zbl 07528171) Full Text: DOI OpenURL
Bet, Gianmarco; van der Hofstad, Remco; van Leeuwaarden, Johan S. H. Heavy-traffic analysis through uniform acceleration of queues with diminishing populations. (English) Zbl 1437.60065 Math. Oper. Res. 44, No. 3, 821-864 (2019). MSC: 60K25 90B22 68M20 90B15 PDF BibTeX XML Cite \textit{G. Bet} et al., Math. Oper. Res. 44, No. 3, 821--864 (2019; Zbl 1437.60065) Full Text: DOI arXiv OpenURL
Bäuerle, Nicole; Chen, An Optimal retirement planning under partial information. (English) Zbl 1437.91385 Stat. Risk. Model. 36, No. 1-4, 37-55 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G10 60G44 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Chen}, Stat. Risk. Model. 36, No. 1--4, 37--55 (2019; Zbl 1437.91385) Full Text: DOI OpenURL
Kareev, I. A.; Zaikin, A. A. Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model. (English) Zbl 1442.62182 Lobachevskii J. Math. 40, No. 8, 1178-1185 (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62F07 62F15 60G44 PDF BibTeX XML Cite \textit{I. A. Kareev} and \textit{A. A. Zaikin}, Lobachevskii J. Math. 40, No. 8, 1178--1185 (2019; Zbl 1442.62182) Full Text: DOI OpenURL
Ali, Zakaria Idriss Stochastic generalized magnetohydrodynamics equations: well-posedness. (English) Zbl 1423.35470 Appl. Anal. 98, No. 13, 2464-2485 (2019). MSC: 35R60 60H15 35B30 35Q35 35R11 35R30 76D05 76F20 65C30 60H35 76W05 PDF BibTeX XML Cite \textit{Z. I. Ali}, Appl. Anal. 98, No. 13, 2464--2485 (2019; Zbl 1423.35470) Full Text: DOI OpenURL
Zhou, Jieming; Zhang, Xiaoye; Huang, Ya; Xiang, Xuyan; Deng, Yingchun Optimal investment and risk control policies for an insurer in an incomplete market. (English) Zbl 1426.91238 Optimization 68, No. 9, 1625-1652 (2019). MSC: 91G05 60K30 60G44 91B16 PDF BibTeX XML Cite \textit{J. Zhou} et al., Optimization 68, No. 9, 1625--1652 (2019; Zbl 1426.91238) Full Text: DOI OpenURL
Wang, Xiangrong; Xue, Yaoyao Pricing compound option under Ornstein-Uhlenbeck process and Hull-White rate. (Chinese. English summary) Zbl 1438.91162 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 1, 20-25 (2019). MSC: 91G20 91G30 60J60 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Xue}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 1, 20--25 (2019; Zbl 1438.91162) Full Text: DOI OpenURL
Benth, Fred Espen; Piccirilli, Marco; Vargiolu, Tiziano Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework. (English) Zbl 1422.91736 Math. Financ. Econ. 13, No. 4, 543-577 (2019). MSC: 91G30 60G44 60G51 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Math. Financ. Econ. 13, No. 4, 543--577 (2019; Zbl 1422.91736) Full Text: DOI arXiv OpenURL
Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco The value of information for optimal portfolio management. (English) Zbl 1397.62522 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 225-229 (2018). MSC: 62P05 62B10 60G44 PDF BibTeX XML Cite \textit{K. Colaneri} et al., in: Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4--6, 2018. Cham: Springer. 225--229 (2018; Zbl 1397.62522) Full Text: DOI OpenURL
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing Dynamic safety first expected utility model. (English) Zbl 1403.91142 Eur. J. Oper. Res. 271, No. 1, 141-154 (2018). MSC: 91B16 91G10 91G20 60H30 93E20 PDF BibTeX XML Cite \textit{M. C. Chiu} et al., Eur. J. Oper. Res. 271, No. 1, 141--154 (2018; Zbl 1403.91142) Full Text: DOI OpenURL
Liu, Guoxiang; Zhu, Quanxin; Yan, Zhaowei The martingale approach for vulnerable binary option pricing under stochastic interest rate. (English) Zbl 1427.91278 Cogent Math. 4, Article ID 1340073, 17 p. (2017). MSC: 91G20 60H30 91G50 PDF BibTeX XML Cite \textit{G. Liu} et al., Cogent Math. 4, Article ID 1340073, 17 p. (2017; Zbl 1427.91278) Full Text: DOI OpenURL
Lin, Hongcan; Saunders, David; Weng, Chengguo Optimal investment strategies for participating contracts. (English) Zbl 1416.91205 Insur. Math. Econ. 73, 137-155 (2017). MSC: 91B30 93E20 60G44 PDF BibTeX XML Cite \textit{H. Lin} et al., Insur. Math. Econ. 73, 137--155 (2017; Zbl 1416.91205) Full Text: DOI OpenURL
Sankaran, P. G.; Dewan, Isha; Sreedevi, E. P. A martingale-based test for independence of time to failure and cause of failure for competing risks models. (English) Zbl 1376.62053 Commun. Stat., Theory Methods 46, No. 16, 8178-8186 (2017). MSC: 62N03 62N05 60G44 62G20 PDF BibTeX XML Cite \textit{P. G. Sankaran} et al., Commun. Stat., Theory Methods 46, No. 16, 8178--8186 (2017; Zbl 1376.62053) Full Text: DOI OpenURL
Zhou, Jieming; Yang, Xiangqun; Guo, Junyi Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. (English) Zbl 1380.91088 Stat. Probab. Lett. 126, 139-149 (2017). MSC: 91B30 91G10 60G51 PDF BibTeX XML Cite \textit{J. Zhou} et al., Stat. Probab. Lett. 126, 139--149 (2017; Zbl 1380.91088) Full Text: DOI OpenURL
Menoncin, Francesco; Vigna, Elena Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (English) Zbl 1396.91307 Insur. Math. Econ. 76, 172-184 (2017). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{F. Menoncin} and \textit{E. Vigna}, Insur. Math. Econ. 76, 172--184 (2017; Zbl 1396.91307) Full Text: DOI OpenURL
Bayraktar, Erhan; Yao, Song On the robust Dynkin game. (English) Zbl 1371.60071 Ann. Appl. Probab. 27, No. 3, 1702-1755 (2017). MSC: 60G40 93E20 49L20 91A15 91A55 60G44 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{S. Yao}, Ann. Appl. Probab. 27, No. 3, 1702--1755 (2017; Zbl 1371.60071) Full Text: DOI arXiv OpenURL
Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya On mean-variance hedging under partial observations and terminal wealth constraints. (English) Zbl 1396.91695 Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750031, 21 p. (2017). MSC: 91G10 60G48 60G35 60J65 PDF BibTeX XML Cite \textit{V. Makogin} et al., Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750031, 21 p. (2017; Zbl 1396.91695) Full Text: DOI arXiv OpenURL
Janssen, Arnold The martingale approach for the evaluation of clinical studies in the context of survival analysis. (Der Martingalansatz zur Auswertung klinischer Studien im Rahmen der Survival Analysis.) (German) Zbl 1372.62071 Mitt. Dtsch. Math.-Ver. 25, No. 1, 26-31 (2017). MSC: 62P10 62N05 60G44 PDF BibTeX XML Cite \textit{A. Janssen}, Mitt. Dtsch. Math.-Ver. 25, No. 1, 26--31 (2017; Zbl 1372.62071) Full Text: DOI OpenURL
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. (English) Zbl 1394.91203 Insur. Math. Econ. 75, 137-150 (2017). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Chen} et al., Insur. Math. Econ. 75, 137--150 (2017; Zbl 1394.91203) Full Text: DOI OpenURL
Bayraktar, Erhan; Yao, Song Optimal stopping with random maturity under nonlinear expectations. (English) Zbl 1373.60078 Stochastic Processes Appl. 127, No. 8, 2586-2629 (2017). MSC: 60G40 60H30 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{S. Yao}, Stochastic Processes Appl. 127, No. 8, 2586--2629 (2017; Zbl 1373.60078) Full Text: DOI arXiv OpenURL
Gao, Jianjun; Zhou, Ke; Li, Duan; Cao, Xiren Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time. (English) Zbl 1414.91338 SIAM J. Control Optim. 55, No. 3, 1377-1397 (2017). MSC: 91G10 93E20 91G70 PDF BibTeX XML Cite \textit{J. Gao} et al., SIAM J. Control Optim. 55, No. 3, 1377--1397 (2017; Zbl 1414.91338) Full Text: DOI arXiv OpenURL
Vostrikova, Lioudmila Expected utility maximization for exponential Lévy models with option and information processes. (English. Russian original) Zbl 1358.91097 Theory Probab. Appl. 61, No. 1, 107-128 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 26-52 (2016). MSC: 91G10 60G51 91G20 PDF BibTeX XML Cite \textit{L. Vostrikova}, Theory Probab. Appl. 61, No. 1, 107--128 (2017; Zbl 1358.91097); translation from Teor. Veroyatn. Primen. 61, No. 1, 26--52 (2016) Full Text: DOI arXiv OpenURL
Zeng, Xudong; Carson, James M.; Chen, Qihong; Wang, Yuling Optimal life insurance with no-borrowing constraints: duality approach and example. (English) Zbl 1401.91211 Scand. Actuar. J. 2016, No. 9, 793-816 (2016). MSC: 91B30 91G10 60G48 PDF BibTeX XML Cite \textit{X. Zeng} et al., Scand. Actuar. J. 2016, No. 9, 793--816 (2016; Zbl 1401.91211) Full Text: DOI OpenURL
Gao, Jianjun; Xiong, Yan; Li, Duan Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. (English) Zbl 1346.91204 Eur. J. Oper. Res. 249, No. 2, 647-656 (2016). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{J. Gao} et al., Eur. J. Oper. Res. 249, No. 2, 647--656 (2016; Zbl 1346.91204) Full Text: DOI OpenURL
Fontana, Claudio Weak and strong no-arbitrage conditions for continuous financial markets. (English) Zbl 1337.91160 Int. J. Theor. Appl. Finance 18, No. 1, Article ID 1550005, 34 p. (2015). MSC: 91G99 91B24 60G44 60G48 PDF BibTeX XML Cite \textit{C. Fontana}, Int. J. Theor. Appl. Finance 18, No. 1, Article ID 1550005, 34 p. (2015; Zbl 1337.91160) Full Text: DOI arXiv OpenURL
Desmettre, Sascha; Korn, Ralf; Seifried, Frank Thomas Lifetime consumption and investment for worst-case crash scenarios. (English) Zbl 1337.91076 Int. J. Theor. Appl. Finance 18, No. 1, Article ID 1550004, 30 p. (2015). MSC: 91G10 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Int. J. Theor. Appl. Finance 18, No. 1, Article ID 1550004, 30 p. (2015; Zbl 1337.91076) Full Text: DOI OpenURL
Buonaguidi, B.; Muliere, P. On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay. (English) Zbl 1337.60069 Stochastics 86, No. 6, 865-869 (2014). MSC: 60G40 60G44 35R35 PDF BibTeX XML Cite \textit{B. Buonaguidi} and \textit{P. Muliere}, Stochastics 86, No. 6, 865--869 (2014; Zbl 1337.60069) Full Text: DOI OpenURL
Zou, Bin; Cadenillas, Abel Optimal investment and risk control policies for an insurer: expected utility maximization. (English) Zbl 1304.91141 Insur. Math. Econ. 58, 57-67 (2014). MSC: 91B30 91G10 60J75 PDF BibTeX XML Cite \textit{B. Zou} and \textit{A. Cadenillas}, Insur. Math. Econ. 58, 57--67 (2014; Zbl 1304.91141) Full Text: DOI arXiv OpenURL
Vidal Nunes, João Pedro; Silva Prazeres, Pedro Miguel Pricing swaptions under multifactor Gaussian HJM models. (English) Zbl 1314.91217 Math. Finance 24, No. 4, 762-789 (2014). MSC: 91G20 PDF BibTeX XML Cite \textit{J. P. Vidal Nunes} and \textit{P. M. Silva Prazeres}, Math. Finance 24, No. 4, 762--789 (2014; Zbl 1314.91217) Full Text: DOI OpenURL
Ren, Yan-Xia; Yang, Ting Multitype branching Brownian motion and traveling waves. (English) Zbl 1303.60077 Adv. Appl. Probab. 46, No. 1, 217-240 (2014). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60J80 35C07 PDF BibTeX XML Cite \textit{Y.-X. Ren} and \textit{T. Yang}, Adv. Appl. Probab. 46, No. 1, 217--240 (2014; Zbl 1303.60077) Full Text: DOI Euclid OpenURL
Lioui, Abraham; Poncet, Patrice Optimal benchmarking for active portfolio managers. (English) Zbl 1292.91165 Eur. J. Oper. Res. 226, No. 2, 268-276 (2013). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Lioui} and \textit{P. Poncet}, Eur. J. Oper. Res. 226, No. 2, 268--276 (2013; Zbl 1292.91165) Full Text: DOI OpenURL
Biagini, Francesca Evaluating hybrid products: the interplay between financial and insurance markets. (English) Zbl 1281.91098 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VII. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 23–27, 2011. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0544-5/hbk; 978-3-0348-0545-2/ebook). Progress in Probability 67, 285-304 (2013). MSC: 91B30 91G20 91B25 91G10 60G44 60H30 PDF BibTeX XML Cite \textit{F. Biagini}, Prog. Probab. 67, 285--304 (2013; Zbl 1281.91098) Full Text: DOI OpenURL
Fontana, Claudio; Runggaldier, Wolfgang J. Diffusion-based models for financial markets without martingale measures. (English) Zbl 1306.91125 Biagini, Francesca (ed.) et al., Risk measures and attitudes. In part based on a conference, Munich, Germany, December 2010. London: Springer (ISBN 978-1-4471-4925-5/pbk; 978-1-4471-4926-2/ebook). EAA Series, 45-81 (2013). MSC: 91G10 60G44 60J70 60H30 PDF BibTeX XML Cite \textit{C. Fontana} and \textit{W. J. Runggaldier}, in: Risk measures and attitudes. In part based on a conference, Munich, Germany, December 2010. London: Springer. 45--81 (2013; Zbl 1306.91125) Full Text: DOI arXiv OpenURL
Allouba, Hassan Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links. (English) Zbl 1282.60062 Discrete Contin. Dyn. Syst. 33, No. 2, 413-463 (2013). Reviewer: Elisa Alòs (Barcelona) MSC: 60H20 60H15 60H30 45H05 45R05 35R11 35R60 35G99 60J45 60J35 60J65 PDF BibTeX XML Cite \textit{H. Allouba}, Discrete Contin. Dyn. Syst. 33, No. 2, 413--463 (2013; Zbl 1282.60062) Full Text: DOI arXiv OpenURL
Biagini, Francesca; Widenmann, Jan Pricing of unemployment insurance products with doubly stochastic Markov chains. (English) Zbl 1246.91050 Int. J. Theor. Appl. Finance 15, No. 4, Article ID 1250025, 32 p. (2012). MSC: 91B30 91B25 60J10 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{J. Widenmann}, Int. J. Theor. Appl. Finance 15, No. 4, Article ID 1250025, 32 p. (2012; Zbl 1246.91050) Full Text: DOI OpenURL
Hilgert, Nadine; Portier, Bruno Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models. (English) Zbl 1242.62027 Stat. Inference Stoch. Process. 15, No. 2, 105-125 (2012). MSC: 62G07 62M10 62G08 62G20 60F05 PDF BibTeX XML Cite \textit{N. Hilgert} and \textit{B. Portier}, Stat. Inference Stoch. Process. 15, No. 2, 105--125 (2012; Zbl 1242.62027) Full Text: DOI arXiv OpenURL
Banerjee, Tamal; Ghosh, Mrinal K.; Iyer, Srikanth K. Pricing defaultable bonds in a Markov modulated market. (English) Zbl 1248.91039 Stochastic Anal. Appl. 30, No. 3, 448-475 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B24 91G20 91B70 PDF BibTeX XML Cite \textit{T. Banerjee} et al., Stochastic Anal. Appl. 30, No. 3, 448--475 (2012; Zbl 1248.91039) Full Text: DOI OpenURL
Michelbrink, Daniel; Le, Huiling A martingale approach to optimal portfolios with jump-diffusions. (English) Zbl 1251.91055 SIAM J. Control Optim. 50, No. 1, 583-599 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60G40 60G44 91B16 60J75 60J60 PDF BibTeX XML Cite \textit{D. Michelbrink} and \textit{H. Le}, SIAM J. Control Optim. 50, No. 1, 583--599 (2012; Zbl 1251.91055) Full Text: DOI Link OpenURL
Fushing, Hsieh Semiparametric efficient inferences for lifetime regression model with time-dependent covariates. (English) Zbl 1238.62116 Ann. Inst. Stat. Math. 64, No. 1, 1-25 (2012). MSC: 62N02 62N05 62N01 62P10 PDF BibTeX XML Cite \textit{H. Fushing}, Ann. Inst. Stat. Math. 64, No. 1, 1--25 (2012; Zbl 1238.62116) Full Text: DOI OpenURL
Komorowski, Tomasz; Landim, Claudio; Olla, Stefano Fluctuations in Markov processes. Time symmetry and martingale approximation. (English) Zbl 1396.60002 Grundlehren der Mathematischen Wissenschaften 345. Berlin: Springer (ISBN 978-3-642-29879-0/hbk; 978-3-642-29880-6/ebook). xvii, 491 p. (2012). MSC: 60-02 60J25 60J60 PDF BibTeX XML Cite \textit{T. Komorowski} et al., Fluctuations in Markov processes. Time symmetry and martingale approximation. Berlin: Springer (2012; Zbl 1396.60002) Full Text: DOI OpenURL
Siu, Tak Kuen Long-term strategic asset allocation with inflation risk and regime switching. (English) Zbl 1258.91206 Quant. Finance 11, No. 10, 1565-1580 (2011). MSC: 91G10 91G50 60J28 65C20 PDF BibTeX XML Cite \textit{T. K. Siu}, Quant. Finance 11, No. 10, 1565--1580 (2011; Zbl 1258.91206) Full Text: DOI OpenURL
Zhu, Jinxia; Yang, Hailiang; Ng, Kai Wang Ruin probabilities for the perturbed compound Poisson risk process with investment. (English) Zbl 1315.91034 Commun. Stat., Theory Methods 40, No. 21, 3917-3934 (2011). MSC: 91B30 60J25 60J65 60J75 60K10 PDF BibTeX XML Cite \textit{J. Zhu} et al., Commun. Stat., Theory Methods 40, No. 21, 3917--3934 (2011; Zbl 1315.91034) Full Text: DOI OpenURL
Gapeev, Pavel V.; Lerche, Hans Rudolf On the structure of discounted optimal stopping problems for one-dimensional diffusions. (English) Zbl 1250.60020 Stochastics 83, No. 4-6, 537-554 (2011). Reviewer: Jan Kallsen (Kiel) MSC: 60G40 60G44 60J25 91G80 35R35 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{H. R. Lerche}, Stochastics 83, No. 4--6, 537--554 (2011; Zbl 1250.60020) Full Text: DOI OpenURL
Liu, Junfeng Optimal investment for the insurer in the Lévy market under the mean-variance criterion. (English) Zbl 1291.91196 J. Appl. Math. Inform. 28, No. 3-4, 863-875 (2010). MSC: 91G10 91B30 60H10 93E20 PDF BibTeX XML Cite \textit{J. Liu}, J. Appl. Math. Inform. 28, No. 3--4, 863--875 (2010; Zbl 1291.91196) OpenURL
Galesso, Giorgia; Runggaldier, Wolfgang J. Pricing without equivalent martingale measures under complete and incomplete observation. (English) Zbl 1229.91132 Chiarella, Carl (ed.) et al., Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference “Quantitative methods in finance”, Sydney, Australia, December 2009. Berlin: Springer (ISBN 978-3-642-03478-7/hbk). 99-121 (2010). Reviewer: Sören Christensen (Kiel) MSC: 91B25 91B24 91G80 PDF BibTeX XML Cite \textit{G. Galesso} and \textit{W. J. Runggaldier}, in: Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference ``Quantitative methods in finance'', Sydney, Australia, December 2009. Berlin: Springer. 99--121 (2010; Zbl 1229.91132) Full Text: DOI Link OpenURL
Zhu, Dan; Yang, Xiangqun The martingale pricing for convertible bonds with risk in a jump-diffusion model. (Chinese. English summary) Zbl 1224.91032 Acta Math. Sin., Chin. Ser. 53, No. 1, 165-170 (2010). MSC: 91B25 91G40 60J70 60J75 PDF BibTeX XML Cite \textit{D. Zhu} and \textit{X. Yang}, Acta Math. Sin., Chin. Ser. 53, No. 1, 165--170 (2010; Zbl 1224.91032) OpenURL
Lerche, Hans Rudolf; Urusov, Mikhail On minimax duality in optimal stopping. (English) Zbl 1319.60085 Sequential Anal. 29, No. 3, 328-342 (2010). MSC: 60G40 62L15 PDF BibTeX XML Cite \textit{H. R. Lerche} and \textit{M. Urusov}, Sequential Anal. 29, No. 3, 328--342 (2010; Zbl 1319.60085) Full Text: DOI OpenURL
Wu, Jing Coupling methods for multivalued stochastic differential equations and applications to Harnack’s inequality. (Chinese. English summary) Zbl 1212.60109 Acta Sci. Nat. Univ. Sunyatseni 48, No. 6, 1-6 (2009). MSC: 60H10 60H35 PDF BibTeX XML Cite \textit{J. Wu}, Acta Sci. Nat. Univ. Sunyatseni 48, No. 6, 1--6 (2009; Zbl 1212.60109) OpenURL
Korn, Ralf; Schäl, Manfred The numeraire portfolio in discrete time: existence, related concepts and applications. (English) Zbl 1181.91294 Albrecher, Hansjörg (ed.) et al., Advanced financial modelling. Berlin: Walter de Gruyter (ISBN 978-3-11-021313-3/hbk; 978-3-11-021314-0/ebook). Radon Series on Computational and Applied Mathematics 8, 303-326 (2009). MSC: 91G10 91B30 91-02 91G80 60G44 PDF BibTeX XML Cite \textit{R. Korn} and \textit{M. Schäl}, Radon Ser. Comput. Appl. Math. 8, 303--326 (2009; Zbl 1181.91294) OpenURL
Lim, Byung Hwa; Choi, U. Jin Optimal consumption and portfolio selection with portfolio constraints. (English) Zbl 1180.91269 Int. J. Contemp. Math. Sci. 4, No. 5-8, 293-309 (2009). MSC: 91G10 91G80 PDF BibTeX XML Cite \textit{B. H. Lim} and \textit{U. J. Choi}, Int. J. Contemp. Math. Sci. 4, No. 5--8, 293--309 (2009; Zbl 1180.91269) Full Text: Link OpenURL
Zhu, Jinxia; Yang, Hailiang Ruin probabilities of a dual Markov-modulated risk model. (English) Zbl 1292.91100 Commun. Stat., Theory Methods 37, No. 20, 3298-3307 (2008). MSC: 91B30 60K30 PDF BibTeX XML Cite \textit{J. Zhu} and \textit{H. Yang}, Commun. Stat., Theory Methods 37, No. 20, 3298--3307 (2008; Zbl 1292.91100) Full Text: DOI OpenURL
Sun, Chao; Li, Shenghong Portfolio selection at proportional transaction costs. (Chinese. English summary) Zbl 1199.91191 J. Zhejiang Univ., Sci. Ed. 35, No. 2, 153-159 (2008). MSC: 91G10 91G60 65C05 PDF BibTeX XML Cite \textit{C. Sun} and \textit{S. Li}, J. Zhejiang Univ., Sci. Ed. 35, No. 2, 153--159 (2008; Zbl 1199.91191) OpenURL
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro Optimal statistical inference in financial engineering. (English) Zbl 1152.62074 Boca Raton, FL: Chapman & Hall/CRC (ISBN 978-1-58488-591-7/hbk; 978-1-4200-1103-6/ebook). xii, 366 p. (2008). Reviewer: Dmitry Ostrouchov (Odessa) MSC: 62-02 62P05 62M10 62H30 62M15 62G05 91G20 91G70 PDF BibTeX XML Cite \textit{M. Taniguchi} et al., Optimal statistical inference in financial engineering. Boca Raton, FL: Chapman \& Hall/CRC (2008; Zbl 1152.62074) Full Text: DOI OpenURL
Biagini, Francesca; Cretarola, Alessandra Quadratic hedging methods for defaultable claims. (English) Zbl 1142.91028 Appl. Math. Optimization 56, No. 3, 425-443 (2007). Reviewer: Giovanni Puccetti (Firenze) MSC: 91B24 60H30 60G48 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{A. Cretarola}, Appl. Math. Optim. 56, No. 3, 425--443 (2007; Zbl 1142.91028) Full Text: DOI OpenURL
Hsieh, Fushing; Horng, Shwu-Bin; Lin, Hui-Ying; Lan, Yen-Chiu Testing dynamic rules of animal cognitive processing with longitudinal distribution data. (English) Zbl 1140.62087 Stat. Sin. 17, No. 2, 735-748 (2007). MSC: 62P12 92D50 62G10 PDF BibTeX XML Cite \textit{F. Hsieh} et al., Stat. Sin. 17, No. 2, 735--748 (2007; Zbl 1140.62087) OpenURL
Wang, Zengwu; Xia, Jianming; Zhang, Lihong Optimal investment for an insurer: the martingale approach. (English) Zbl 1141.91470 Insur. Math. Econ. 40, No. 2, 322-334 (2007). MSC: 91G10 91B30 60G44 60H10 60H30 PDF BibTeX XML Cite \textit{Z. Wang} et al., Insur. Math. Econ. 40, No. 2, 322--334 (2007; Zbl 1141.91470) Full Text: DOI OpenURL
Kavtaradze, T.; Lazrieva, N.; Mania, M.; Muliere, P. A Bayesian-martingale approach to the general disorder problem. (English) Zbl 1121.60045 Stochastic Processes Appl. 117, No. 8, 1093-1120 (2007). MSC: 60G44 60H15 62L15 PDF BibTeX XML Cite \textit{T. Kavtaradze} et al., Stochastic Processes Appl. 117, No. 8, 1093--1120 (2007; Zbl 1121.60045) Full Text: DOI OpenURL
Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). (English) Zbl 1103.60005 Classics in Mathematics. Berlin: Springer (ISBN 3-540-28998-4/hbk). xii, 338 p. (2006). Reviewer: Pavel Gapeev (Berlin) MSC: 60-02 60J60 60G44 60J25 60H10 60F17 93Exx PDF BibTeX XML Cite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Berlin: Springer (2006; Zbl 1103.60005) OpenURL
Kavtaradze, T.; Lazrieva, N.; Mania, M. The change-point problem for continuous martingales. (English) Zbl 1153.60341 Proc. A. Razmadze Math. Inst. 137, 39-63 (2005). MSC: 60G44 62L10 62L15 60H15 PDF BibTeX XML Cite \textit{T. Kavtaradze} et al., Proc. A. Razmadze Math. Inst. 137, 39--63 (2005; Zbl 1153.60341) OpenURL
Lesmono, D.; Tonkes, E. J.; Burrage, K. A continuous time model for election timing. (English) Zbl 1183.91044 Aust. Math. Soc. Gaz. 32, No. 5, 329-338 (2005). MSC: 91B12 91F10 60H30 PDF BibTeX XML Cite \textit{D. Lesmono} et al., Aust. Math. Soc. Gaz. 32, No. 5, 329--338 (2005; Zbl 1183.91044) OpenURL
Marquardt, Tina; Ruffing, Andreas Modifying differential representations of Hermite functions and their impact on diffusion processes and martingales. (English) Zbl 1063.60058 Dyn. Syst. Appl. 13, No. 3-4, 419-433 (2004). MSC: 60G42 42C05 39A12 39A13 33E05 60J60 35K57 PDF BibTeX XML Cite \textit{T. Marquardt} and \textit{A. Ruffing}, Dyn. Syst. Appl. 13, No. 3--4, 419--433 (2004; Zbl 1063.60058) OpenURL
Gapeev, Pavel V. On arbitrage and Markovian short rates in fractional bond markets. (English) Zbl 1060.60083 Stat. Probab. Lett. 70, No. 3, 211-222 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60J65 91B28 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Stat. Probab. Lett. 70, No. 3, 211--222 (2004; Zbl 1060.60083) Full Text: DOI Link OpenURL
Assing, Sigurd A pregenerator for Burgers equation forced by conservative noise. (English) Zbl 0992.35087 Commun. Math. Phys. 225, No. 3, 611-632 (2002). MSC: 35Q53 35R60 76F20 PDF BibTeX XML Cite \textit{S. Assing}, Commun. Math. Phys. 225, No. 3, 611--632 (2002; Zbl 0992.35087) Full Text: DOI OpenURL
Liu, Changyu; Li, Shikai; Yan, Liuxiang Convergence theorem of the weak set-valued amart. (Chinese. English summary) Zbl 1062.60508 J. PLA Univ. Sci. Technol., Nat. Sci. 2, No. 3, 99-102 (2001). MSC: 60F05 PDF BibTeX XML Cite \textit{C. Liu} et al., J. PLA Univ. Sci. Technol., Nat. Sci. 2, No. 3, 99--102 (2001; Zbl 1062.60508) OpenURL
Bruss, F. Thomas; Delbaen, Freddy Optimal rules for the sequential selection of monotone subsequences of maximum expected length. (English) Zbl 1005.60056 Stochastic Processes Appl. 96, No. 2, 313-342 (2001). MSC: 60G40 PDF BibTeX XML Cite \textit{F. T. Bruss} and \textit{F. Delbaen}, Stochastic Processes Appl. 96, No. 2, 313--342 (2001; Zbl 1005.60056) Full Text: DOI OpenURL
Goll, Thomas Derivative pricing and logarithmic portfolio optimization in incomplete markets. (English) Zbl 0990.91024 Freiburg i.Br.: Univ. Freiburg, Mathematische Fakultät, vi, 93 p. (2001). Reviewer: José Lúis Fernandez Perez (Madrid) MSC: 91G10 91G20 91B26 91G80 PDF BibTeX XML Cite \textit{T. Goll}, Derivative pricing and logarithmic portfolio optimization in incomplete markets. Freiburg i.Br.: Univ. Freiburg, Mathematische Fakultät (2001; Zbl 0990.91024) OpenURL
Schweizer, Martin A guided tour through quadratic hedging approaches. (English) Zbl 0992.91036 Jouini, E. (ed.) et al., Option pricing, interest rates and risk management. Cambridge: Cambridge University Press. Handbooks in Mathematical Finance. 538-574 (2001). Reviewer: Sergei V.Rogosin (Minsk) MSC: 91G20 91-02 60G99 91G80 PDF BibTeX XML Cite \textit{M. Schweizer}, in: Option pricing, interest rates and risk management. Cambridge: Cambridge University Press. 538--574 (2001; Zbl 0992.91036) OpenURL
Wedagedera, J. R.; Dorlas, T. C. The phase diagram of a spin glass model. (English) Zbl 0989.82034 J. Stat. Phys. 103, No. 5-6, 697-716 (2001). MSC: 82D30 82B20 82B44 PDF BibTeX XML Cite \textit{J. R. Wedagedera} and \textit{T. C. Dorlas}, J. Stat. Phys. 103, No. 5--6, 697--716 (2001; Zbl 0989.82034) Full Text: DOI OpenURL
Lioui, Abraham; Poncet, Patrice On optimal portfolio choice under stochastic interest rates. (English) Zbl 0979.91032 J. Econ. Dyn. Control 25, No. 11, 1841-1865 (2001). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{A. Lioui} and \textit{P. Poncet}, J. Econ. Dyn. Control 25, No. 11, 1841--1865 (2001; Zbl 0979.91032) Full Text: DOI OpenURL
Teplá, Lucie Optimal hedging and valuation of nontraded assets. (English) Zbl 1031.91056 Eur. Finance Rev. 4, No. 3, 231-251 (2000). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B28 PDF BibTeX XML Cite \textit{L. Teplá}, Eur. Finance Rev. 4, No. 3, 231--251 (2000; Zbl 1031.91056) Full Text: DOI OpenURL
Heath, David; Schweizer, Martin Martingales versus PDEs in finance: an equivalence result with examples. (English) Zbl 0996.91069 J. Appl. Probab. 37, No. 4, 947-957 (2000). Reviewer: Klaus Schürger (Bonn) MSC: 91G20 60H30 62P05 PDF BibTeX XML Cite \textit{D. Heath} and \textit{M. Schweizer}, J. Appl. Probab. 37, No. 4, 947--957 (2000; Zbl 0996.91069) Full Text: DOI Link OpenURL
Wang, Bo Convergence of singularly perturbed diffusion with 1-dimension reflecting boundary. (Chinese. English summary) Zbl 0971.60067 J. Shandong Univ., Nat. Sci. Ed. 35, No. 1, 14-20 (2000). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{B. Wang}, J. Shandong Univ., Nat. Sci. Ed. 35, No. 1, 14--20 (2000; Zbl 0971.60067) OpenURL
Willmot, Gordon E.; Lin, X. Sheldon Lundberg approximations for compound distributions with insurance applications. (English) Zbl 0962.62099 Lecture Notes in Statistics. 156. New York, NY: Springer. x, 250 p. (2000). Reviewer: E.M.Psyadlo (Odessa) MSC: 62P05 62-02 91B30 91-02 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{X. S. Lin}, Lundberg approximations for compound distributions with insurance applications. New York, NY: Springer (2000; Zbl 0962.62099) OpenURL
Embrechts, P. Actuarial versus financial pricing of insurance. (Russian) Zbl 1063.91520 Obozr. Prikl. Prom. Mat. 5, No. 1, 6-22 (1998). MSC: 91B30 62P20 60G46 PDF BibTeX XML Cite \textit{P. Embrechts}, Obozr. Prikl. Prom. Mat. 5, No. 1, 6--22 (1998; Zbl 1063.91520) OpenURL
Ross, Stephen A. The mathematics of finance: Pricing derivatives. (English) Zbl 0948.91036 Q. Appl. Math. 56, No. 4, 695-706 (1998). Reviewer: Klaus Ehemann (Hamburg) MSC: 91B28 PDF BibTeX XML Cite \textit{S. A. Ross}, Q. Appl. Math. 56, No. 4, 695--706 (1998; Zbl 0948.91036) Full Text: DOI OpenURL
Lee, Tzong-Yow; Yau, Horng-Tzer Logarithmic Sobolev inequality for some models of random walks. (English) Zbl 0943.60062 Ann. Probab. 26, No. 4, 1855-1873 (1998). MSC: 60H30 60G50 PDF BibTeX XML Cite \textit{T.-Y. Lee} and \textit{H.-T. Yau}, Ann. Probab. 26, No. 4, 1855--1873 (1998; Zbl 0943.60062) Full Text: DOI OpenURL
Xu, Shimeng; Zhang, Yuzhong; Lin, Junchang The pricing of the preferred hedging contingent claims under transaction costs. (Chinese. English summary) Zbl 0929.91033 Appl. Math., Ser. A (Chin. Ed.) 13, No. 4, 414-420 (1998). MSC: 91B28 60G48 PDF BibTeX XML Cite \textit{S. Xu} et al., Appl. Math., Ser. A (Chin. Ed.) 13, No. 4, 414--420 (1998; Zbl 0929.91033) OpenURL
Rödler, Richard A convergence theorem for a special class of stochastic processes. (English) Zbl 0929.60030 Stochastic Anal. Appl. 16, No. 1, 153-162 (1998). MSC: 60G42 60F15 PDF BibTeX XML Cite \textit{R. Rödler}, Stochastic Anal. Appl. 16, No. 1, 153--162 (1998; Zbl 0929.60030) Full Text: DOI OpenURL
Rahimov, Ibrahim A transfer theorem for multitype processes and applications. (English) Zbl 0899.60072 Ahsanullah, M. (ed.), Applied statistical science, II. International workshop on Recent development in applied statistics, August 21–23, 1996, Brawijawa Univ., Malang, Indonesia. Commack, NY: Nova Science Publishers. 37-56 (1997). MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{I. Rahimov}, in: Applied statistical science, II. International workshop on Recent development in applied statistics, August 21--23, 1996, Brawijawa Univ., Malang, Indonesia. Commack, NY: Nova Science Publishers. 37--56 (1997; Zbl 0899.60072) OpenURL
Kaseke, T. N.; Thompson, M. E. Estimation for rainfall-runoff modeled as a partially observed Markov process. (English) Zbl 0892.76072 Stochastic Hydrology Hydraul. 11, No. 1, 1-16 (1997). MSC: 76M35 86A05 60J20 PDF BibTeX XML Cite \textit{T. N. Kaseke} and \textit{M. E. Thompson}, Stochastic Hydrology Hydraul. 11, No. 1, 1--16 (1997; Zbl 0892.76072) Full Text: DOI OpenURL
Hosoya, Yuzo A limit theory for long-range dependence and statistical inference on related models. (English) Zbl 0873.62096 Ann. Stat. 25, No. 1, 105-137 (1997). MSC: 62M15 60F05 60G10 62M10 PDF BibTeX XML Cite \textit{Y. Hosoya}, Ann. Stat. 25, No. 1, 105--137 (1997; Zbl 0873.62096) Full Text: DOI OpenURL
Lioui, Abraham; Poncet, Patrice Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth. (English) Zbl 0875.90026 J. Econ. Dyn. Control 20, No. 6-7, 1101-1113 (1996). MSC: 91B28 91B62 PDF BibTeX XML Cite \textit{A. Lioui} and \textit{P. Poncet}, J. Econ. Dyn. Control 20, No. 6--7, 1101--1113 (1996; Zbl 0875.90026) Full Text: DOI OpenURL
Goldstein, Robert; Zapatero, Fernando General equilibrium with constant relative risk aversion and Vasicek interest rates. (English) Zbl 0915.90018 Math. Finance 6, No. 3, 331-340 (1996). MSC: 91B28 60J70 91B30 PDF BibTeX XML Cite \textit{R. Goldstein} and \textit{F. Zapatero}, Math. Finance 6, No. 3, 331--340 (1996; Zbl 0915.90018) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Martingale approach to pricing perpetual American options on two stocks. (English) Zbl 0919.90009 Math. Finance 6, No. 3, 303-322 (1996). MSC: 91G20 60G40 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Math. Finance 6, No. 3, 303--322 (1996; Zbl 0919.90009) Full Text: DOI OpenURL
Pham, Huyên; Touzi, Nizar Equilibrium state prices in a stochastic volatility model. (English) Zbl 0915.90027 Math. Finance 6, No. 2, 215-236 (1996). MSC: 91G20 93E20 PDF BibTeX XML Cite \textit{H. Pham} and \textit{N. Touzi}, Math. Finance 6, No. 2, 215--236 (1996; Zbl 0915.90027) Full Text: DOI OpenURL
Wiesemann, Thomas Managing a value-preserving portfolio over time. (English) Zbl 0924.90028 Eur. J. Oper. Res. 91, No. 2, 274-283 (1996). MSC: 91B28 91B42 PDF BibTeX XML Cite \textit{T. Wiesemann}, Eur. J. Oper. Res. 91, No. 2, 274--283 (1996; Zbl 0924.90028) Full Text: DOI OpenURL
Melamed, Benjamin; Yao, David D. The ASTA property. (English) Zbl 0845.60098 Dshalalow, Jewgeni H. (ed.), Advances in queueing. Theory, methods, and open problems. Boca Raton, FL: CRC Press. Probability and Stochastics Series. 195-224 (1995). MSC: 60K25 60K20 PDF BibTeX XML Cite \textit{B. Melamed} and \textit{D. D. Yao}, in: Advances in queueing. Theory, methods, and open problems. Boca Raton, FL: CRC Press. 195--224 (1995; Zbl 0845.60098) OpenURL
Plachky, Detlef Four concepts in decision theory based on order completeness of \(L_ 1\). (English) Zbl 0841.62002 Mammitzsch, Volker (ed.) et al., Proceedings of the 2nd Gauss symposium. Conference B: Statistical sciences, Munich, Germany, August 2-7, 1993. Berlin: Walter de Gruyter. Symposia Gaussiana. 197-203 (1995). MSC: 62C05 62B99 PDF BibTeX XML Cite \textit{D. Plachky}, in: Proceedings of the 2nd Gauss symposium. Conference B: Statistical sciences, Munich, Germany, August 2-7, 1993. Berlin: Walter de Gruyter. 197--203 (1995; Zbl 0841.62002) OpenURL
Last, Günter; Brandt, Andreas Marked point processes on the real line. The dynamic approach. (English) Zbl 0829.60038 Probability and Its Applications. New York, NY: Springer-Verlag. xiv, 490 p. (1995). Reviewer: V.Schmidt (Ulm) MSC: 60G55 60-02 PDF BibTeX XML Cite \textit{G. Last} and \textit{A. Brandt}, Marked point processes on the real line. The dynamic approach. New York, NY: Springer-Verlag (1995; Zbl 0829.60038) OpenURL
Korn, Ralf; Trautmann, Siegfried Continuous-time portfolio optimization under terminal wealth constraints. (English) Zbl 0836.90011 ZOR, Math. Methods Oper. Res. 42, No. 1, 69-92 (1995). MSC: 91G10 91B62 PDF BibTeX XML Cite \textit{R. Korn} and \textit{S. Trautmann}, ZOR, Math. Methods Oper. Res. 42, No. 1, 69--92 (1995; Zbl 0836.90011) Full Text: DOI OpenURL