:: Library Catalog

Ata uhi

I tiakina i:

Ngā taipitopito rārangi puna kōrero
Ngā kaituhi matua:	Blanchet, Jose, Lam, Henry, Liu, Yang, Wang, Ruodu
Hōputu:	Preprint
I whakaputaina:	2020
Ngā marau:	Risk Management Optimization and Control Probability Mathematical Finance
Urunga tuihono:	https://arxiv.org/abs/2007.09320
Ngā Tūtohu:	Tāpirihia he Tūtohu Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!

Ngā tūemi rite

Robust Hedging of path-dependent options using a min-max algorithm
mā: Banerjee, Purba, me ētahi atu.
I whakaputaina: (2025)

LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework
mā: Liu, Hanchao, me ētahi atu.
I whakaputaina: (2023)

Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
mā: Zhang, Panpan, me ētahi atu.
I whakaputaina: (2023)

Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
mā: Ren, Xin Yue, me ētahi atu.
I whakaputaina: (2024)

Lambda Expected Shortfall
mā: Bellini, Fabio, me ētahi atu.
I whakaputaina: (2025)

Cash-subadditive risk measures without quasi-convexity
mā: Han, Xia, me ētahi atu.
I whakaputaina: (2021)

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
mā: Kaakai, Sarah, me ētahi atu.
I whakaputaina: (2022)

Risk-Averse Markov Decision Processes through a Distributional Lens
mā: Cheng, Ziteng, me ētahi atu.
I whakaputaina: (2022)

Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
mā: Feinstein, Zachary, me ētahi atu.
I whakaputaina: (2022)

Singular Control in a Cash Management Model with Ambiguity
mā: Archankul, Arnon, me ētahi atu.
I whakaputaina: (2023)

Risk Measures for DC Pension Plan Decumulation
mā: Forsyth, Peter A., me ētahi atu.
I whakaputaina: (2025)

Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
mā: Gnabeyeu, Emmanuel, me ētahi atu.
I whakaputaina: (2024)

Optimal Clearing Payments in a Financial Contagion Model
mā: Calafiore, Giuseppe, me ētahi atu.
I whakaputaina: (2021)

Default Resilience and Worst-Case Effects in Financial Networks
mā: Calafiore, Giuseppe, me ētahi atu.
I whakaputaina: (2024)

Clearing Payments in Dynamic Financial Networks
mā: Calafiore, Giuseppe C., me ētahi atu.
I whakaputaina: (2022)

The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures
mā: Aldalbahi, Ohood, me ētahi atu.
I whakaputaina: (2025)

Ranking Metrics: Extending Acceptability and Performance Indexes
mā: Hitaj, Asmerilda, me ētahi atu.
I whakaputaina: (2026)

Robust quasi-convex risk measures and applications
mā: Centrone, Francesca, me ētahi atu.
I whakaputaina: (2026)

Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs
mā: Guo, Yucheng, me ētahi atu.
I whakaputaina: (2025)

Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
mā: Liu, Hanchao, me ētahi atu.
I whakaputaina: (2024)

Monotonic mean-deviation risk measures
mā: Han, Xia, me ētahi atu.
I whakaputaina: (2023)

Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
mā: Feinstein, Zachary, me ētahi atu.
I whakaputaina: (2022)

Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
mā: Azcue, Pablo, me ētahi atu.
I whakaputaina: (2025)

Optimal dividend and capital injection under self-exciting claims
mā: Aubert, Paulin, me ētahi atu.
I whakaputaina: (2025)

Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
mā: Fogarty, Heather N., me ētahi atu.
I whakaputaina: (2026)

Singular Control in Inventory Management with Smooth Ambiguity
mā: Archankul, Arnon, me ētahi atu.
I whakaputaina: (2025)

The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization
mā: Deo, Anand, me ētahi atu.
I whakaputaina: (2025)

Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches
mā: Kamm, Kevin
I whakaputaina: (2025)

Kullback-Leibler Barycentre of Stochastic Processes
mā: Jaimungal, Sebastian, me ētahi atu.
I whakaputaina: (2024)

Optimal nonparametric estimation of the expected shortfall risk
mā: Bartl, Daniel, me ētahi atu.
I whakaputaina: (2024)

Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
mā: Jang, Jiwook, me ētahi atu.
I whakaputaina: (2025)

Generalized Orlicz premia
mā: Aygün, Mücahit, me ētahi atu.
I whakaputaina: (2025)

Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
mā: Shi, Xiaomin, me ētahi atu.
I whakaputaina: (2025)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
mā: Li, Chi-Lin, me ētahi atu.
I whakaputaina: (2023)

Three-level qualitative classification of financial risks under varying conditions through first passage times
mā: Bouthelier-Madre, Carlos, me ētahi atu.
I whakaputaina: (2025)

Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
mā: De Vecchi, Corrado, me ētahi atu.
I whakaputaina: (2024)

Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures
mā: Calafiore, Giuseppe C.
I whakaputaina: (2026)

On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
mā: Ewald, Christian Oliver, me ētahi atu.
I whakaputaina: (2023)

Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty
mā: Boonen, Tim J., me ētahi atu.
I whakaputaina: (2026)

Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance
mā: Boonen, Tim J., me ētahi atu.
I whakaputaina: (2025)