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311	PDF Document Add to Reading List Source URL: fbe.unimelb.edu.au - Date: 2013-08-05 02:24:04
312	GRAM-CHARLIER PROCESSES AND EQUITY-INDEXED ANNUITIES JEAN-PIERRE CHATEAU AND DANIEL DUFRESNE A BSTRACT. A Gram-Charlier distribution has a density that is a polynomial times a normal density. The historical connection be Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:06:32 Edgeworth series Statistical theory Orthogonal polynomials Polynomials Normal distribution Kurtosis Hermite polynomials Moment Pareto distribution Statistics Mathematical analysis Probability theory
313	Centre for Actuarial Studies ANNUAL REPORT 2013 Contents The Year in Review ................................................................................................ 3 Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2014-11-26 22:27:06 Mathematical sciences Knowledge Actuary Occupations Risk Faculty of Actuaries Actuarial exam Actuaries Institute Applied mathematics Insurance Actuarial science Science
314	PDF Document Add to Reading List Source URL: fbe.unimelb.edu.au - Date: 2013-08-05 02:09:18
315	Erlang risk models and finite time ruin problems David C M Dickson and Shuanming Li Abstract We consider the joint density of the time of ruin and deficit at ruin in the Erlang(n) risk model. We give a general formula fo Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:57 Network performance Queueing theory Teletraffic Distribution Erlang distribution Itō diffusion Mathematical analysis Generalized functions Erlang
316	BE12/813 THE UNIVERSITY OF HONG KONG Add to Reading List Source URL: fbe.hku.hk Language: English - Date: 2014-06-16 00:28:57 Risk Safety Ethics University of Hong Kong Legal education
317	Resmî Gazete 1 Eylül 2013 PAZAR Sayı : 28752 Add to Reading List Source URL: fbe.bilecik.edu.tr Language: Turkish - Date: 2013-09-02 06:59:49
318	MONTE CARLO BOUNDS FOR GAME OPTIONS INCLUDING CONVERTIBLE BONDS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. Thes Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:09:39 Investment Mathematical finance Equations Option style Asian option Tk Option Black–Scholes Financial economics Options Finance
319	Optimal Reinsurance Strategies in Regime-switching Jump Diﬀusion Models: Stochastic Diﬀerential Game Formulation and Numerical Methods Zhuo Jin,∗ G. Yin,† Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2014-04-02 01:29:50 Stochastic processes Markov models Equations Markov chain Dynamic programming Optimal control Continuous-time Markov process Poisson process Statistics Markov processes Mathematical optimization
320	Microsoft Word - Article for Faculty website Add to Reading List Source URL: fbe.hku.hk Language: English - Date: 2014-11-25 23:51:52 Innovation Research and development Strategic management Business Knowledge Structure Management Design Economics

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