Upper and lower bounds on dynamic risk indifference prices in incomplete markets

Using Decision Tree Learner to Classify Solvency Position for Thai Non-life Insurance Companies

Using Financial Ratios to Identify Romanian Distressed Companies

Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraints

Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models

Using self-similarity and renormalization group to analyze time series

Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons

Utility based pricing and hedging of jump diffusion processes with a view to applications

Utility Based Pricing in the Large Claim, Nearly Complete Limit

Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses

Utility function estimation: the entropy approach

Utility maximization in incomplete markets with default

Utility maximization in models with conditionally independent increments

Utility Maximization of an Indivisible Market with Transaction Costs

Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment

Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets

Utility Maximization, Risk Aversion, and Stochastic Dominance

Utility theory front to back - inferring utility from agents' choices