𝔖 Bobbio Scriptorium
✦   LIBER   ✦

BSDEs with jumps, optimization and applications to dynamic risk measures

✍ Scribed by Quenez, Marie-Claire; Sulem, Agnès


Book ID
122535634
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
341 KB
Volume
123
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


[EAA Series] Backward Stochastic Differe
✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 266 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

Importance Measures in Reliability, Risk
✍ Kuo, Way; Zhu, Xiaoyan 📂 Article 📅 2012 🏛 John Wiley & Sons, Ltd 🌐 English ⚖ 187 KB

This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Investigating the precise relationships among various importance measure