Insurance Mathematics and Economics · 2009 · 101 citations · 16 references
BusinessInsuranceRisk ManagementInsurance EconomicsInsurance OperationsReinsuranceInsurance RiskInvestment Management For InsurersReinsurance EconomicsReinsurance MarketsReinsurance OperationsReinsurance Program DesignModel UncertaintyOptimal InvestmentOptimal RetentionOptimal Timing Of InvestmentReinsurance Optimization Under Uncertainty
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STOCHASTIC CALCULUS AND APPLICATIONS
L. C. G. Rogers · Bulletin of the London Mathematical Society · 1983 · 486 citations
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
Rama Cont · Mathematical Finance · 2006 · 357 citations · Full text
Business, Finance, Mathematics +17