Asymptototic expected utility of dividend payments in a classical collective risk process (2023) von Baran, Sebastian; Constantinescu, Corina; Palmowski, Zbigniew

Veröffentlicht in Risks (2023)
In Bestand: Risks

How much we gain by surplus-dependent premiums: asymptotic analysis of ruin probability (2021) von Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina

Veröffentlicht in Risks (2021)
In Bestand: Risks

A ne on simulation pricing of π-options (2020) von Palmowski, Zbigniew; Serafin, Tomasz

Veröffentlicht in Risks (2020)
In Bestand: Risks

Optimal portfolio selection in an Itô-Markov additive market (2019) von Palmowski, Zbigniew; Stettner, Łukasz; Sulima, Anna

Veröffentlicht in Risks (2019)
In Bestand: Risks

Ruin probabilities with dependence on the number of claims within a fixed time window (2016) von Constantinescu, Corina; Dai, Suhang; Ni, Weihong et al.

Veröffentlicht in Risks (2016)
In Bestand: Risks