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Results 1 to 25 of 502

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A Closed-Form Formula for an Option with Discrete and Continuous BarriersCHEN, Chun-Ying; CHOU, Pei-Ju; YU-SHUN HSU, Jeff et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 1-3, pp 345-357, issn 0361-0926, 13 p.Article

A dynamic theory of holdupCHE, Yeon-Koo; SAKOVICS, Jozsef.Econometrica. 2004, Vol 72, Num 4, pp 1063-1103, issn 0012-9682, 41 p.Article

A More General Valuation and Arbitrage Theory for Itô ProcessesLONDONO, Jaime A.Stochastic analysis and applications. 2008, Vol 26, Num 4, pp 809-831, issn 0736-2994, 23 p.Article

Model Assessment for Predictive Classification ModelsFIGINI, Silvia; UBERTI, Pierpaolo.Communications in statistics. Theory and methods. 2010, Vol 39, Num 18-20, pp 3238-3244, issn 0361-0926, 7 p.Article

Expected gains in the MacQueen―Heyde modelSTOICA, George; DELI LI.Statistics & probability letters. 2009, Vol 79, Num 14, pp 1634-1636, issn 0167-7152, 3 p.Article

The finite-time ruin probability for ND claims with constant interest forceFANCHAO KONG; GAOFENG ZONG.Statistics & probability letters. 2008, Vol 78, Num 17, pp 3103-3109, issn 0167-7152, 7 p.Article

Prevention in insurance marketsFAGART, Marie-Cécile; KAMBIA-CHOPIN, Bidénam.Annales d'économie et de statistique. 2006, Num 82, pp 55-70, issn 0769-489X, 16 p.Article

Is public health insurance an appropriate instrument for redistribution?HENRIET, Dominique; ROCHET, Jean-Charles.Annales d'économie et de statistique. 2006, Num 83-84, pp 61-88, issn 0769-489X, 28 p.Conference Paper

The provision of public services and industrial locationLANASPA, Luis; PUEYO, Fernando; SANZ, Fernando et al.Annales d'économie et de statistique. 2004, Num 73, pp 181-197, issn 0769-489X, 17 p.Article

Invariant dependence structures and Archimedean copulasDURANTE, Fabrizio; JAWORSKI, Piotr; MESIAR, Radko et al.Statistics & probability letters. 2011, Vol 81, Num 12, pp 1995-2003, issn 0167-7152, 9 p.Article

Quadratic BSDEs with convex generators and unbounded terminal conditionsBRIAND, Philippe; YING HU.Probability theory and related fields. 2008, Vol 141, Num 3-4, pp 543-567, issn 0178-8051, 25 p.Article

The solution of a free boundary problem related to environmental management systemsELLIOTT, Robert; FILINKOV, Alexei.Stochastic analysis and applications. 2007, Vol 25, Num 6, pp 1189-1202, issn 0736-2994, 14 p.Article

Crédits interentreprises et délais de paiement : une théorie financière = Trade credits and delayed payments: A financial theoryBOISSAY, Frédéric.Annales d'économie et de statistique. 2004, Num 73, pp 101-118, issn 0769-489X, 18 p.Article

Tail asymptotics of the supremum of a regenerative processPALMOWSKI, Zbigniew; ZWART, Bert.Journal of applied probability. 2007, Vol 44, Num 2, pp 349-365, issn 0021-9002, 17 p.Article

RUIN PROBABILITY WITH PARISIAN DELAY FOR A SPECTRALLY NEGATIVE LEVY RISK PROCESSCZARNA, Irmina; PALMOWSKI, Zbigniew.Journal of applied probability. 2011, Vol 48, Num 4, pp 984-1002, issn 0021-9002, 19 p.Article

A discussion on mean excess plotsGHOSH, Souvik; RESNICK, Sidney.Stochastic processes and their applications. 2010, Vol 120, Num 8, pp 1492-1517, issn 0304-4149, 26 p.Article

Analysis of continuous strict local martingales via h-transformsPAL, Soumik; PROTTER, Philip.Stochastic processes and their applications. 2010, Vol 120, Num 8, pp 1424-1443, issn 0304-4149, 20 p.Article

INCENTIVES TO EXERCISECHARNESS, Gary; GNEEZY, Uri.Econometrica. 2009, Vol 77, Num 3, pp 909-931, issn 0012-9682, 23 p.Article

Optimal investment for an insurer in the Lévy market: The martingale approachQING ZHOU.Statistics & probability letters. 2009, Vol 79, Num 14, pp 1602-1607, issn 0167-7152, 6 p.Article

Financial intermediaries and marketsALLEN, Franklin; GALE, Douglas.Econometrica. 2004, Vol 72, Num 4, pp 1023-1061, issn 0012-9682, 39 p.Article

Functional Form for the Generalized Poisson Regression ModelZAMANI, Hossein; ISMAIL, Noriszura.Communications in statistics. Theory and methods. 2012, Vol 41, Num 19-21, pp 3666-3675, issn 0361-0926, 10 p.Article

A new construction of the σ-finite measures associated with submartingales of class (Σ)NAJNUDEL, Joseph; NIKEGHBALI, Ashkan.Comptes rendus. Mathématique. 2010, Vol 348, Num 5-6, pp 311-316, issn 1631-073X, 6 p.Article

Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrierWENQUAN YANG; YIJUN HU.Statistics & probability letters. 2009, Vol 79, Num 1, pp 63-69, issn 0167-7152, 7 p.Article

Genetic testing, income distribution and insurance marketsREES, Ray; APPS, Patricia.Annales d'économie et de statistique. 2006, Num 83-84, pp 353-368, issn 0769-489X, 16 p.Conference Paper

High order stochastic inclusions and their applicationsMICHTA, Mariusz; MOTYL, Jerzy.Stochastic analysis and applications. 2005, Vol 23, Num 2, pp 401-420, issn 0736-2994, 20 p.Article

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