The following pages link to Nicole Bäuerle (Q191768):
Displaying 50 items.
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- Financial mathematics in discrete time (Q523371) (← links)
- Markov decision processes with applications to finance. (Q626374) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Benchmark and mean-variance problems for insurers (Q814890) (← links)
- On the waiting time of arriving aircrafts and the capacity of airports with one or two runways (Q856308) (← links)
- The periodic risk model with investment (Q931182) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Optimal scheduling in heterogeneous two-station queueing networks (Q1298690) (← links)
- The advantage of small machines in a stochastic fluid production process (Q1298758) (← links)
- How to improve the performance of ATM multiplexers (Q1306373) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- Optimal control of single-server fluid networks (Q1587106) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Asymptotic optimality of tracking policies in stochastic networks. (Q1872471) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Stochastic dynamic programming with non-linear discounting (Q2234309) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Optimal retirement planning under partial information (Q2291758) (← links)
- Complete markets do not allow free cash flow streams (Q2350932) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Some results about the expected ruin time in Markov-modulated risk models (Q2563881) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- Mean field Markov decision processes (Q2701089) (← links)
- Bounds and performance limits of channel assignment policies in cellular networks. (Q2784124) (← links)
- On positive harris recurrence of stochastic fluid networks (Q2784210) (← links)
- A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271) (← links)
- Dependence properties of dynamic credit risk models (Q2909818) (← links)
- Insights into financial mathematics: valuation of options and portfolio optimization (Q2918919) (← links)
- Optimal dividend-payout in random discrete time (Q3104433) (← links)
- Inequalities for stochastic models via supermodular orderings (Q3128430) (← links)
- Erratum to: Dependence properties of dynamic credit risk models (Q3143708) (← links)
- Optimal control of queueing networks: an approach via fluid models (Q3149971) (← links)
- Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830) (← links)
- Multivariate risk processes with interacting intensities (Q3516403) (← links)
- A Bayesian approach to incorporate model ambiguity in a dynamic risk measure (Q3627405) (← links)
- A monotonicity result for the workload in Markov-modulated queues (Q4228276) (← links)
- Monotonicity results for <i>MR</i>/<i>GI</i>/1 queues (Q4358600) (← links)
