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On the vandermonde matrix and its role in mathematical finance
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Stochastic calculus in actuarial science
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A markov chain financial market
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Generalized Partial Benders Decomposition of Two Stage Stochastic Programs
Pantuso, Giovanni, 2019, 28 s.Publikation: Working paper › Preprint › Forskning
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A portfolio of endowment policies and its limiting distribution
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Asymptotic Interence on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems
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Representation stability for diagram algebras
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The regulator dominates the rank
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Block symmetry in discrete memoryless channels
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Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes
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Stability bounds for ruin probabilities in a Markov modulated risk model with investments
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Rønn-Nielsen, A. & Jensen, E. B. V., aug. 2016, Aarhus University, 21 s. (CSGB Research Reports; Nr. 11, Bind 2016).Publikation: Working paper › Forskning
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From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified
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On Optimal Investment and Subexponential Claims
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Modelling PCS Options via Individual Indices
Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-20.Publikation: Working paper › Forskning
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Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case
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Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case
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On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance
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Quantum isomorphic strongly regular graphs from the E8 root system
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Autoregressive Conditional Root Model: Inference and Geometric Ergodicity
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Finite entropy translating solitons in slabs
Souza Gama, E., Martín, F. & Møller, Niels Martin, 2022, arXiv preprint, 42 s.Publikation: Working paper › Preprint › Forskning
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Quantum max-flow in the bridge graph
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A no arbitrage approach to Thiele's differential equation
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An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion
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Bankruptcy, Counterparty Risk, and Contagion
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Quadratic Optimization of Life Insurance Payment Streams
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A Note on the Free Policy Reserve
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Landauer vs. Nernst: What is the True Cost of Cooling a Quantum System?
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StatUnit - an alternative to statistical packages?
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Some Paradoxes Related to Sequential Situations
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Estimation for dynamical systems with small noise from discrete observations
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Adaptive Large Neighborhood Search for Order Dispatching and Vacant Vehicle Rebalancing in First-Mile Ride-Sharing Services
Ye, J., Pantuso, Giovanni & Pisinger, D., 2023, Social Science Research Network (SSRN), 16 s.Publikation: Working paper › Preprint › Forskning
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