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Found 165 Documents (Results 1–100)

Consumption-based asset pricing with prospect theory and habit formation. (English) Zbl 1454.91324

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1789-1819 (2021).
MSC:  91G30 91B16
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Statistical analysis of graph structures in random variable networks. (English) Zbl 1473.62006

SpringerBriefs in Optimization. Cham: Springer (ISBN 978-3-030-60292-5/pbk; 978-3-030-60293-2/ebook). viii, 101 p. (2020).
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Stable-\(1/2\) bridges and insurance. (English) Zbl 1312.60060

Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 95-120 (2015).
MSC:  60G52 62P05 62F15 91B30 91B25
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Analytical modeling of heterogeneous cellular networks. Geometry, coverage, and capacity. (English) Zbl 1339.94002

Cambridge: Cambridge University Press (ISBN 978-1-107-05094-5/hbk; 978-1-107-67655-8/pbk; 978-1-107-27967-4/ebook). xvii, 172 p. (2014).
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Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. (English) Zbl 1266.91001

Springer Series in Operations Research and Financial Engineering. Berlin: Springer (ISBN 978-3-642-33589-1/hbk; 978-3-642-33590-7/ebook). xii, 408 p. (2013).
MSC:  91-01 91-00 91B30 91G40
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Order independent queues. (English) Zbl 1229.60103

Boucherie, Richard J. (ed.) et al., Queueing networks. A fundamental approach. New York, NY: Springer (ISBN 978-1-4419-6471-7/hbk; 978-1-4419-6472-4/ebook). International Series in Operations Research & Management Science 154, 85-120 (2011).
MSC:  60K25 90B22 90B15
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Transformation kernel estimation of insurance claim cost distributions. (English) Zbl 1380.62139

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2008, Venice, Italy, March 26–28, 2008. Milano: Springer (ISBN 978-88-470-1480-0/hbk). 43-51 (2010).
MSC:  62G07 60G70 62P05
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Second-order conditions on the overflow traffic function from the Erlang-B system: a unified analysis. (English. Russian original) Zbl 1208.60088

J. Math. Sci., New York 161, No. 6, 839-853 (2009); translation from Sovrem. Mat. Prilozh. 63 (2009).
MSC:  60K25 68M20 90B15
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Quantitative risk management. Concepts, techniques, and tools. (English) Zbl 1089.91037

Princeton Series in Finance. Princeton, NJ: Princeton University Press (ISBN 0-691-12255-5/hbk). xv, 538 p. (2005).
MSC:  91-01 91B30 91B26 91G70 91B70
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Computing optimal selling rules for stocks using linear programming. (English) Zbl 1180.91265

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 187-198 (2004).
MSC:  91G10 91B30 91B70 60G40 90C05
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An introduction to numerical transform inversion and its application to probability models. (English) Zbl 0945.65008

Grassmann, Winfried K. (ed.), Computational probability. Boston: Kluwer Academic Publishers. Int. Ser. Oper. Res. Manag. Sci. 24, 257-323 (2000).
MSC:  65C50 65R10 44A10 42A38 65T40 60K25 60K20
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