The following pages link to The hurdle-race problem. (Q1423369):
Displaying 13 items.
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Ruined moments in your life: how good are the approximations? (Q977151) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- The halflie problem. (Q1399909) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Pricing of multi-period rate of return guarantees: the Monte Carlo approach (Q2507618) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
- Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)
