Found 16 Documents (Results 1–16)
International reserve management: a drift-switching reflected jump-diffusion model. (English) Zbl 1403.91308
MSC:
91G10
60J75
Modeling sovereign risks: from a hybrid model to the generalized density approach. (English) Zbl 1403.91364
Profit sharing in hedge funds. (English) Zbl 1403.91312
Asymptotic equivalence of risk measures under dependence uncertainty. (English) Zbl 1403.91188
MSC:
91B30
Shareholder risk measures. (English) Zbl 1403.91192
MSC:
91B30
62P05
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