1 |
Martingale Methods in Portfolio Allocation with Distortion
Operators (presented at the First National Symposium on Financial
Mathematics, ANU, Canberra, June 2001 and to be presented at
AFIR, Toronto, Canada, September, 2001). |
Hamada, M., M Sherris and J van der Hoek, (2001) |
|
2 |
Bivariate Analysis of Survivorship & Persistency to appear
in IME. |
Valdez, E., (2001) |
|
3 |
Dependent Causes of Death. |
Valdez, E., (2001) |
|
4 |
Contingent Claim Pricing Using Probability Distortion Operators:
Methods from Insurance Risk Pricing and their Relationship to
Financial Theory. |
Hamada, M., and M Sherris, (2001) |
|
5 |
The distribution of the interval of the Cox process with
shot noise intensity for insurance claims and its moments. |
Dassios, A., and J Jang, (2001) |
|
6 |
Joint distribution of doubly stochastic Poisson process using
shot noise process as its intensity.
|
Dassios, A., and J Jang, (2001) |
|
