Volume 8, Number 1 (2014)
Article
Stochastic control of Itô-Lévy processes with applications to finance
Bernt Øksendal and Agnès Sulem
Optimal combined divided and proportional reinsurance policy
Eriyoti Chikodza and Julius N Esunge
Expert opinions and logarithmic utility maximization in a market with Gaussian drift
Abdelali Gabih, Hakam Kondakji, Jörn Sass, and Ralf Wunderlich
Portfolio optimization under partial information with expert opinions: a dynamic programming approach
Rüdiger Frey, Abdelali Gabih, and Ralf Wunderlich
Optimal premium policy of an insurance firm with delay and stochastic interest rate
Charles Wilson Mahera, Olivier Menoukeu-Pamen, and Moses Mwale
Modelling financial information by conditioning
Dennis Ikpe, Sure Mataramvura, and Ronnie Becker