Martingale Process - Articles - Scientific Research Publishing

Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility (Articles)

Tingyun Wang

Open Journal of Statistics Vol.6 No.2, April 26, 2016

DOI: 10.4236/ojs.2016.62024 2,206 Downloads 3,211 Views Citations
The Prediction of the Peak Time of People Taking School Bus Based on Martingale Process (Articles)

Yuxuan Zhou, Shujun Liu, Yufeng Gui

Applied Mathematics Vol.8 No.5, May 18, 2017

DOI: 10.4236/am.2017.85049 1,417 Downloads 2,395 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6, November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,912 Downloads 8,613 Views Citations
Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion (Articles)

Nicholas Simon Gonchar

Advances in Pure Mathematics Vol.10 No.5, May 12, 2020

DOI: 10.4236/apm.2020.105016 809 Downloads 1,678 Views Citations
Description of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order q and Order Zero (Articles)

Winfrida Felix Mwigilwa, Jane Aduda, Ananda Omutokoh Kube

Journal of Mathematical Finance Vol.11 No.3, August 24, 2021

DOI: 10.4236/jmf.2021.113030 369 Downloads 1,298 Views Citations
Reliability Measure of a Relay Parallel System under Dependence Conditions (Articles)

Vanderlei da Costa Bueno

American Journal of Operations Research Vol.3 No.1A, January 30, 2013

DOI: 10.4236/ajor.2013.31A009 5,210 Downloads 7,894 Views Citations
This article belongs to the Special Issue on Complex System
Necessary and Sufficient Conditions for a Class Positive Local Martingale (Articles)

Chuanzhong Chen, Saisai Yang

Advances in Pure Mathematics Vol.4 No.10, October 30, 2014

DOI: 10.4236/apm.2014.410063 2,666 Downloads 3,757 Views Citations
Discrete Time Risk Model Financed by Random Premiums (Articles)

Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, February 14, 2022

DOI: 10.4236/jmf.2022.121008 344 Downloads 1,344 Views Citations
Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.8 No.4, April 24, 2018

DOI: 10.4236/apm.2018.84025 1,336 Downloads 2,711 Views Citations
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6, June 30, 2019

DOI: 10.4236/apm.2019.96029 907 Downloads 2,094 Views Citations
A Statistical Analysis of Intensities Estimation on the Modeling of Non-Life Insurance Claim Counting Process (Articles)

Uraiwan Jaroengeratikun, Winai Bodhisuwan, Ampai Thongteeraparp

Applied Mathematics Vol.3 No.1, January 4, 2012

DOI: 10.4236/am.2012.31016 4,611 Downloads 9,721 Views Citations
The Distribution of Multiple Shot Noise Process and Its Integral (Articles)

Jiwook Jang

Applied Mathematics Vol.5 No.3, February 12, 2014

DOI: 10.4236/am.2014.53047 3,778 Downloads 5,416 Views Citations
Standby Redundancy Allocation for a Coherent System under Its Signature Point Process Representation (Articles)

Vanderlei da Costa Bueno

American Journal of Operations Research Vol.6 No.6, November 24, 2016

DOI: 10.4236/ajor.2016.66045 1,797 Downloads 2,998 Views Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities (Articles)

Nguyen Quang Chung

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74053 1,116 Downloads 2,582 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104040 1,132 Downloads 2,512 Views Citations
A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity (Articles)

Uraiwan Jaroengeratikun, Winai Bodhisuwan, Ampai Thongteeraparp

Open Journal of Statistics Vol.2 No.2, April 23, 2012

DOI: 10.4236/ojs.2012.22020 3,736 Downloads 8,817 Views Citations
On the Evolution of Consanguinities (Articles)

Paul G. Bamberg

Applied Mathematics Vol.8 No.4, April 30, 2017

DOI: 10.4236/am.2017.84044 1,515 Downloads 2,531 Views Citations
A New Randomized Pólya Urn Model (Articles)

Djilali Ait Aoudia, Francois Perron

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A292 7,754 Downloads 12,206 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1, January 28, 2013

DOI: 10.4236/am.2013.41023 3,118 Downloads 5,241 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4, April 21, 2021

DOI: 10.4236/jamp.2021.94050 482 Downloads 1,428 Views Citations

First <12 3 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies