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 PDFBibTeX XMLCite \textit{R. Serrano}, Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021; Zbl 1466.91268) Full Text: DOI
Njike Leunga, Charles Guy; Hainaut, Donatien Interbank credit risk modeling with self-exciting jump processes. (English) Zbl 1457.91403 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050039, 32 p. (2020). MSC: 91G40 91G30 PDFBibTeX XMLCite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050039, 32 p. (2020; Zbl 1457.91403) Full Text: DOI