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Found 705 Documents (Results 1–100)

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A mathematical model of insurer bankruptcy on a finite time interval. (English. Russian original) Zbl 1491.91103

Comput. Math. Model. 32, No. 3, 259-275 (2021); translation from Prikl. Mat. Inf. 67, 4-18 (2021).
MSC:  91G05
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CVaR hedging in defaultable jump-diffusion markets. (English) Zbl 1479.91409

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 309-333 (2021).
MSC:  91G20 91G05 91G70
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Sensitivity analysis of some applied probability models. (English. Russian original) Zbl 1462.62527

J. Math. Sci., New York 254, No. 4, 456-468 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 19-35 (2018).
MSC:  62M10 62P20 91B84
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