Martingale - Articles - Scientific Research Publishing

Structured Financial Product Designing (Articles)

Huayue Zhang, Jingwen Wang

Open Journal of Social Sciences Vol.11 No.2, February 28, 2023

DOI: 10.4236/jss.2023.112032 239 Downloads 2,052 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 1,300 Downloads 2,647 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 854 Downloads 1,984 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 4,577 Downloads 9,667 Views Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,426 Downloads 8,217 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,125 Downloads 6,404 Views Citations
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6, November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,609 Downloads 5,641 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 1,767 Downloads 2,944 Views Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis (Articles)

Jun Qi, Lan Yi

Journal of Mathematical Finance Vol.7 No.3, August 31, 2017

DOI: 10.4236/jmf.2017.73040 1,228 Downloads 2,512 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 1,097 Downloads 2,523 Views Citations
Optimal Excess-of-Loss Reinsurance and Investment Problem for Insurers with Loss Aversion (Articles)

Qingya Sun, Ximin Rong, Hui Zhao

Theoretical Economics Letters Vol.9 No.4, April 29, 2019

DOI: 10.4236/tel.2019.94073 871 Downloads 2,131 Views Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk (Articles)

Obonye Doctor

Journal of Mathematical Finance Vol.11 No.2, March 2, 2021

DOI: 10.4236/jmf.2021.112008 808 Downloads 1,794 Views Citations
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference (Articles)

Dezhi Yan

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21008 6,153 Downloads 9,903 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 3,725 Downloads 5,333 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 1,071 Downloads 2,431 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 3,700 Downloads 8,749 Views Citations

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