[图书][B] Mathematical methods for financial markets

M Jeanblanc, M Yor, M Chesney - 2009 - books.google.com
Mathematical finance has grown into a huge area of research which requires a lot of care
and a large number of sophisticated mathematical tools. The subject draws upon quite …

[图书][B] Ecological risk assessment

GW Suter II - 2016 - taylorfrancis.com
The definitive reference in its field, Ecological Risk Assessment, Second Edition details the
latest advances in science and practice. In the fourteen years since the publication of the …

The economics of credit default swaps

RA Jarrow - Annu. Rev. Financ. Econ., 2011 - annualreviews.org
Credit default swaps (CDSs) are term insurance contracts written on traded bonds. This
review studies the economics of CDSs using the economics of insurance literature as a …

New research directions in modern actuarial sciences

E Bulinskaya - Modern Problems of Stochastic Analysis and Statistics …, 2017 - Springer
The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …

The expected discounted penalty function under a risk model with stochastic income

C Labbé, KP Sendova - Applied Mathematics and Computation, 2009 - Elsevier
Quantities of interest in ruin theory are investigated under the general framework of the
expected discounted penalty function, assuming a risk model where both premiums and …

Asset-liability management: An overview

Y Romanyuk - 2010 - bankofcanada.ca
Asset-Liability Management: An Overview Page 1 Discussion Paper/Document d’analyse
2010-10 Asset-Liability Management: An Overview by Yuliya Romanyuk Page 2 2 Bank of …

Interdependent security with strategic agents and cascades of infection

RJ La - IEEE/ACM Transactions on Networking, 2015 - ieeexplore.ieee.org
We investigate cascades in networks consisting of strategic agents with interdependent
security. We assume that the strategic agents have choices between (i) investing in …

The Gerber–Shiu function and the generalized Cramér–Lundberg model

C Labbé, HS Sendov, KP Sendova - Applied mathematics and computation, 2011 - Elsevier
In this paper we extend some results in Cramér [7] by considering the expected discounted
penalty function as a generalization of the infinite time ruin probability. We consider his ruin …

Ecological risk assessment and spatial–temporal differentiation of soil and water resources in the Hefei metropolitan area

S Zhao, G He, J Li, X Yang, X Hou, T Wu, S Zhang - Scientific Reports, 2024 - nature.com
There are important ways to solve the ecological risk problems of regional water resources
and soil resources, and to promote the benign development of soil and water resources …

TÜRK SİGORTA SEKTÖRÜNDE FAALİYET GÖSTEREN HAYAT DIŞI SİGORTA ŞİRKETLERİNİN PERFORMANS DEĞERLENDİRMESİNE YÖNELİK AMPİRİK BİR …

E Pehlivan, Ö Akpınar - Öneri Dergisi, 2022 - dergipark.org.tr
Ülke ekonomilerine önemli katkılar sağlayan sigortacılık sektöründe meydana gelebilecek
herhangi bir başarısızlığın veya olumsuzluğun, ülkelerin finansal sistemlerini derinden …