Mirko Kötter und Markov-Modulated Risk Model - Info zur Person

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The Markov-modulated risk model with investment - EconBiz

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The Markov-modulated risk model with investment. Mirko Kötter and Nicole Bäuerle. Year of Publication: Authors: Kötter, Mirko; Bäuerle, Nicole. Published ...

Mirko Kötter - DBLPdblp.org › Persons

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· List of computer science publications by Mirko Kötter Mirko Kötter, Nicole Bäuerle : The Markov-Modulated Risk Model with Investment.

The Markov-Modulated Risk Model with Investment - EconPaperseconpapers.repec.org › bookchap › sproprchp

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By Mirko Kötter and Nicole Bäuerle; Abstract: Abstract We consider Markov- modulated risk reserves which can be invested into a stock index following a ...

The Markov-Modulated Risk Model with Investment | SpringerLink

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We consider Markov-modulated risk reserves which can be invested into a stock index following a geometric Brownian motion. Within a special class of investment...

Operations Research, Proceedings 2006, Selected Papers of the Annual...

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[doi] · The Markov-Modulated Risk Model with InvestmentMirko Kötter, Nicole Bäuerle [doi] · Optimal Portfolios Under Bounded Shortfall Risk ...

The Markov-Modulated Risk Model with Investment | SpringerLinklink.springer.com › chapter

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Mirko Kötter; Nicole Bäuerle. Mirko Kötter. 1. Nicole Bäuerle Institute for Mathematical StochasticsUniversity of HannoverGermany; 2.

Staff and Resource Scheduling at Airports Ulrich Dorndorf ...docplayer.net › Staff-and-resource-sched...

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... Jörn Sass Uniform Random Rational Number Generation Thomas Morgenstern The Markov-Modulated Risk Model with Investment Mirko Kötter, Nicole Bäuerle ...

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