Ryle Perera

Macquarie University

Dr

North Ryde

Sydney, New South Wales 2109

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

111

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk-Based Approach for the Management of a Defined Benefit Pension Scheme

Number of pages: 59 Posted: 12 Mar 2012
Ryle Perera
Macquarie University
Downloads 72 (601,594)

Abstract:

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backward stochastic differential equation (BSDE), defined benefit pension scheme

2.

Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market

Number of pages: 24 Posted: 25 Mar 2019
Jin Sun, Ryle Perera and Pavel V. Shevchenko
University of Technology Sydney (UTS), Macquarie University and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 39 (794,580)

Abstract:

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optimal stochastic control, durable goods, jump-diffusion market, insurance, optimal impulse control, intervention value, stopping time iteration