A Risk Model with Delayed Claims Journal of Applied Probability, Vol. 50, No. 3, 2013 Angelos Dassios and Hongbiao Zhao
London School of Economics & Political Science (LSE) - Department of Statistics and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: February 09, 2015
Accepted Paper Series 31 downloads
Option Bounds Journal of Applied Probability, Vol. 41, p. 145, 2004 Victor H. de la Pena, Rustam Ibragimov and Steven J. Jordan
Columbia University - Department of Statistics, Harvard University - Department of Economics and Econometric Solutions
Date Posted: September 17, 2012
Accepted Paper Series
Monitoring Error of the Supremum of a Normal Jump Diffusion Process Journal of Applied Probability, Forthcoming Ao Chen, Liming Feng and Renming Song
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Industrial and Enterprise Systems Engineering and affiliation not provided to SSRN Date Posted: July 13, 2011
Accepted Paper Series 83 downloads
Optimal Time to Exchange Two Baskets Journal of Applied Probability, Vol. 48, No. 1, pp. 21-30, March 2011 Katsumasa Nishide and L. C. G. Rogers
Graduate School of Economics, Hitotsubashi University and University of Cambridge - Centre for Mathematical Sciences
Date Posted: December 18, 2009 Last Revised: January 10, 2012
Accepted Paper Series
Entry and Exit Decision Problem with Implementation Delay Journal of Applied Probability, Vol. 45, No. 4, 2008 Marius Costeniuc, Michaela Schnetzer and Luca Taschini
Swiss Re, affiliation not provided to SSRN and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Date Posted: June 30, 2008 Last Revised: May 18, 2009
Working Paper Series 188 downloads
Option Bounds Journal of Applied Probability, Vol. 41, Issue A, April 2004 Rustam Ibragimov, Victor H. de la Pena and Steven J. Jordan
Harvard University - Department of Economics, Columbia University - Department of Statistics and Econometric Solutions
Date Posted: July 23, 2004
Accepted Paper Series