External Links

    Journal: Risk and Decision Analysis

    Volume 3, Issue 4

    223 -- 0. Statistical methods for decision making and risk measures
    225 -- 237Stefano Barone, Alberto Lombardo, Pietro Tarantino. A heuristic method for estimating attribute importance by measuring choice time in a ranking task
    239 -- 246Ngai Hang Chan, Wei-wei Liu. Least squares estimators for nearly unstable processes for functionals of long-memory noises
    247 -- 253Klara Goethals, Paul Janssen, Luc Duchateau. Frailties and copulas, not two of a kind
    255 -- 262Sin Yin Teh, Boon Chong Michael Khoo. A study on the effects of skewed distributions on the performances of Max-EWMA and Max-GWMA charts
    263 -- 267G. G. Hamedani, Hans Volkmer. Conditional moments, sub-independence and independence II
    269 -- 276Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu. A decomposition method for optimal portfolios with regime-switching and risk constraint

    Volume 3, Issue 3

    147 -- 0. Special Issue on Stochastic Control
    149 -- 165Andrew Ledvina, Ronnie Sircar. Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation
    167 -- 190Shanjian Tang, Wenning Wei. Representation of dynamic time-consistent convex risk measures with jumps
    191 -- 200Hideo Nagai. Down-side risk minimization under prescribed consumption level
    201 -- 209Nicolas Privault, Timothy Robin Teng. Risk-neutral hedging of interest rate derivatives
    211 -- 222Hidehiro Kaise, Jun Sekine. Optimal portfolio for a highly risk-averse investor: A differential game interpretation

    Volume 3, Issue 1-2

    1 -- 0Hailiang Yang. The interplay between finance and actuarial science
    3 -- 18Léa Amandine Deleris, M. Elisabeth Paté-Cornell. Insolvencies in the American property and casualty insurance industry: A systems' approach
    19 -- 35Charles S. Tapiero. Insurance and finance: Competition and/or convergence
    37 -- 65W. K. Wong, John Alexander Wright, Sheung Chi Phillip Yam, S. P. Yung. A mixed Sharpe ratio
    67 -- 73Ka-Chun Cheung. An overview of conditional comonotonicity and its applications
    75 -- 88Charles S. Tapiero, Daniel Totouom-Tangho. CDO: A modeling prospective
    89 -- 113Jean-Pierre Aubin, Luxi Chen, Olivier Dordan, Patrick Saint-Pierre. Viabilist and tychastic approaches to guaranteed ALM problem
    115 -- 137Shangzhen Luo. On proportional reinsurance with a linear transaction rate
    139 -- 146Jun Fu, Hailiang Yang. Elasticity approach to asset allocation in discrete time
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