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ORCIDRisk and Decision Analysis, Volume 3
Volume 3, Numbers 1-2, 2012
- Hailiang Yang:
The interplay between finance and actuarial science. 1 - Léa A. Deleris, Marie-Elisabeth Paté-Cornell:
Insolvencies in the American property and casualty insurance industry: A systems' approach. 3-18 - Charles S. Tapiero:
Insurance and finance: Competition and/or convergence. 19-35 - Wai Keung Wong, John Alexander Wright
, Sheung Chi Phillip Yam, S. P. Yung:
A mixed Sharpe ratio. 37-65 - Ka-Chun Cheung:
An overview of conditional comonotonicity and its applications. 67-73 - Charles S. Tapiero, Daniel Totouom-Tangho:
CDO: A modeling prospective. 75-88 - Jean-Pierre Aubin, Luxi Chen, Olivier Dordan, Patrick Saint-Pierre:
Viabilist and tychastic approaches to guaranteed ALM problem. 89-113 - Shangzhen Luo:
On proportional reinsurance with a linear transaction rate. 115-137 - Jun Fu, Hailiang Yang:
Elasticity approach to asset allocation in discrete time. 139-146
Volume 3, Number 3, 2012
- Special Issue on Stochastic Control. 147
- Andrew Ledvina, Ronnie Sircar:
Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation. 149-165 - Shanjian Tang, Wenning Wei:
Representation of dynamic time-consistent convex risk measures with jumps. 167-190 - Hideo Nagai:
Down-side risk minimization under prescribed consumption level. 191-200 - Nicolas Privault, Timothy Robin Teng:
Risk-neutral hedging of interest rate derivatives. 201-209 - Hidehiro Kaise, Jun Sekine:
Optimal portfolio for a highly risk-averse investor: A differential game interpretation. 211-222
Volume 3, Number 4, 2012
- Statistical methods for decision making and risk measures. 223
- Stefano Barone, Alberto Lombardo, Pietro Tarantino:
A heuristic method for estimating attribute importance by measuring choice time in a ranking task. 225-237 - Ngai Hang Chan, Weiwei Liu:
Least squares estimators for nearly unstable processes for functionals of long-memory noises. 239-246 - Klara Goethals, Paul Janssen, Luc Duchateau:
Frailties and copulas, not two of a kind. 247-253 - Sin Yin Teh, Michael Boon Chong Khoo:
A study on the effects of skewed distributions on the performances of Max-EWMA and Max-GWMA charts. 255-262 - G. G. Hamedani, Hans Volkmer:
Conditional moments, sub-independence and independence II. 263-267 - Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu:
A decomposition method for optimal portfolios with regime-switching and risk constraint. 269-276
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