Pub Date : 2023-09-28DOI: 10.1007/s00780-023-00513-1
Yuri Kabanov, Platon Promyslov
{"title":"Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments","authors":"Yuri Kabanov, Platon Promyslov","doi":"10.1007/s00780-023-00513-1","DOIUrl":"https://doi.org/10.1007/s00780-023-00513-1","url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135344257","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-28DOI: 10.1007/s00780-023-00511-3
Raquel M. Gaspar, Mariana Khapko
This article celebrates the legacy of Tomas Björk. As we reflect on Tomas’ life and career, we explore his personal and professional journey, highlighting his most significant contributions to mathematical finance.
{"title":"In memoriam: Tomas Björk (1947–2021)","authors":"Raquel M. Gaspar, Mariana Khapko","doi":"10.1007/s00780-023-00511-3","DOIUrl":"https://doi.org/10.1007/s00780-023-00511-3","url":null,"abstract":"This article celebrates the legacy of Tomas Björk. As we reflect on Tomas’ life and career, we explore his personal and professional journey, highlighting his most significant contributions to mathematical finance.","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135343942","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-28DOI: 10.1007/s00780-023-00518-w
Martin Schweizer
{"title":"Editorial: Special Issue in memory of Tomas Björk","authors":"Martin Schweizer","doi":"10.1007/s00780-023-00518-w","DOIUrl":"https://doi.org/10.1007/s00780-023-00518-w","url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"233 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138508633","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-07DOI: 10.1080/17442508.2023.2255341
Haoyan Zhang, Yingxu Tian
{"title":"Hitting times for sticky skew CIR process","authors":"Haoyan Zhang, Yingxu Tian","doi":"10.1080/17442508.2023.2255341","DOIUrl":"https://doi.org/10.1080/17442508.2023.2255341","url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"54 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2023-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75325986","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-07DOI: 10.1080/17442508.2023.2254879
Claude Lefèvre, Matthieu Simon
{"title":"Collective epidemics with asymptomatics and functional infection rates","authors":"Claude Lefèvre, Matthieu Simon","doi":"10.1080/17442508.2023.2254879","DOIUrl":"https://doi.org/10.1080/17442508.2023.2254879","url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"54 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2023-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78607264","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-06DOI: 10.1007/s00780-023-00510-4
Yike Wang, Jingzhen Liu, Tak Kuen Siu
{"title":"Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting","authors":"Yike Wang, Jingzhen Liu, Tak Kuen Siu","doi":"10.1007/s00780-023-00510-4","DOIUrl":"https://doi.org/10.1007/s00780-023-00510-4","url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"1 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2023-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44484548","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-07-20DOI: 10.1080/17442508.2023.2236743
Zhangting Chen, Mingjun Li, Dongya Cheng
{"title":"Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns","authors":"Zhangting Chen, Mingjun Li, Dongya Cheng","doi":"10.1080/17442508.2023.2236743","DOIUrl":"https://doi.org/10.1080/17442508.2023.2236743","url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"14 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79556730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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