27 citations to 10.1007/s00780-016-0292-4 (Crossref Cited-By Service)
  1. Lioudmila Vostrikova, “On distributions of exponential functionals of the processes with independent increments”, Modern Stochastics: Theory and Applications, 2020, 291  crossref
  2. T. A. Belkina, N. B. Konyukhova, B. V. Slavko, 10684, Analytical and Computational Methods in Probability Theory, 2017, 236  crossref
  3. Johanna Eckert, Nadine Gatzert, “Risk- and Value-Based Management for Non-Life Insurers Under Solvency Constraints”, SSRN Journal, 2016  crossref
  4. Michele Antonello, Luca Cipani, Wolfgang J. Runggaldier, “Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model”, Scandinavian Actuarial Journal, 2018, № 10, 2018, 907  crossref
  5. Alena Andreevna Murzintseva, Sergey Markovich Pergamenshchikov, Evgenii Anatol'ievich Pchelintsev, “Задача хеджирования азиатских опционов купли с транзакционными издержками”, Теория вероятностей и ее применения, 68, № 2, 2023, 253  crossref
  6. Anastasiya Ellanskaya, Yuri Kabanov, “On ruin probabilities with risky investments in a stock with stochastic volatility”, Extremes, 24, № 4, 2021, 687  crossref
  7. Johanna Eckert, Nadine Gatzert, “Risk- and value-based management for non-life insurers under solvency constraints”, European Journal of Operational Research, 266, № 2, 2018, 761  crossref
  8. Tatiana Belkina, 371, Recent Developments in Stochastic Methods and Applications, 2021, 43  crossref
  9. A. A. Murzintseva, S. M. Pergamenchtchikov, E. A. Pchelintsev, “Hedging Problem for Asian Call Options with Transaction Costs”, Theory Probab. Appl., 68, № 2, 2023, 211  crossref
  10. Ekaterina Bulinskaya, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 349  crossref
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