FBE

Results: 1198



#Item
251Fourier analysis / Laplace transform / Transforms / Integral transform / Heat equation / Itō diffusion / Mathematical analysis / Differential equations / Mathematics

The analysis of perturbed risk processes with Markovian arrivals Jiandong Rena and Shuanming Li b∗ a b

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:06:39
252Differential calculus / Generalizations of the derivative / Determinants / Jacobian matrix and determinant / Matrices / Multivariable calculus / Automatic differentiation / Matrix / Adjoint / Mathematics / Algebra / Mathematical analysis

FAST DELTA COMPUTATIONS IN THE SWAP MARKET MODEL MARK JOSHI AND CHAO YANG A BSTRACT. We develop an efficient algorithm to implement the adjoint method that computes sensitivities of an interest rate derivative (IRD) with

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:59
253Reinsurance / Distribution / Probability density function / Mathematical analysis / Actuarial science / Generalized functions

Minimizing the ruin probability through capital injections Ciyu Nie, David C M Dickson and Shuanming Li Abstract We consider an insurer who has a fixed amount of funds allocated as the initial surplus for a risk portfoli

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:57
254Rhetoric / Thesis / Academic publishing / Doctor of Philosophy / Master of Philosophy / Postgraduate education / Academic degree / Education / Knowledge / Academia

Microsoft Word - ThesisByPublication FBE.doc

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Source URL: www.businessandeconomics.mq.edu.au

Language: English - Date: 2009-11-09 20:18:44
255Imperfect competition / Competition law / Economics / Anti-competitive behaviour / Cartel

Microsoft Word - project summary smith.doc

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2012-10-18 00:19:04
256Types of insurance / Life insurance / Insurance / Suicide / Economics / Term life insurance / Risk purchasing group / Financial economics / Financial institutions / Institutional investors

Australia-insurance-crisis reviewed October 2009

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:19:34
257Gilles Hilary / Education / Business / Knowledge / Master of Commerce / Finance / Quantitative analyst

ALUMNI NEWSLETTER TAKING STOCK NOVEMBER, 2005 Department of Finance

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-05-02 01:05:39
258Survival analysis / Machine learning / Regression analysis / Truncation / Weibull distribution / Mixture model / Income protection insurance / Likelihood function / Mixture distribution / Statistics / Statistical models / Estimation theory

Microsoft Word - Q.Liu, D.Pitt,Y.Wang,X.Wu..docx

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:17:34
259Neuroscience / Finance / Knowledge / Education / Academia / Applied psychology / Behavioral finance / Neuroeconomics

BRAIN POWER DEPARTMENT OF FINANCE ALUMNI NEWSLETTER OCTOBERBy Danielle Roller

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-05-02 01:08:10
260Mathematics / Laplace transform / Transforms / Digital signal processing / Heat equation / Matrix exponential / Mathematical analysis / Differential equations / Fourier analysis

The distributions of some quantities for Erlang(2) risk models David C.M. Dickson and Shuanming Li Abstract We study the distributions of [1] the …rst time that the surplus reaches a given level and [2] the duration of

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:19:33
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