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Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme
(Articles)
Joshua O. Okoro
,
Charles I. Nkeki
Journal of Mathematical Finance
Vol.3 No.4
,November 27, 2013
DOI:
10.4236/jmf.2013.34050
3,421
Downloads
5,644
Views
Citations
Third Order Adjoint Sensitivity and Uncertainty Analysis of an OECD/NEA Reactor Physics Benchmark: III. Response Moments
(Articles)
Ruixian Fang
,
Dan Gabriel Cacuci
American Journal of Computational Mathematics
Vol.10 No.4
,December 9, 2020
DOI:
10.4236/ajcm.2020.104031
336
Downloads
860
Views
Citations
Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model
(Articles)
Marcelin Romeo Noumegni Kenmoe
,
Jane Akinyi Aduda
,
Mbele Bidima Martin Le Doux
Journal of Mathematical Finance
Vol.13 No.3
,July 31, 2023
DOI:
10.4236/jmf.2023.133017
95
Downloads
414
Views
Citations
The Impact of Asset Price Bubbles on Credit Risk Measures
(Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management
Vol.4 No.4
,November 30, 2015
DOI:
10.4236/jfrm.2015.44019
4,811
Downloads
6,403
Views
Citations
Third-Order Adjoint Sensitivity Analysis of an OECD/NEA Reactor Physics Benchmark: I. Mathematical Framework
(Articles)
Dan Gabriel Cacuci
,
Ruixian Fang
American Journal of Computational Mathematics
Vol.10 No.4
,December 7, 2020
DOI:
10.4236/ajcm.2020.104029
271
Downloads
807
Views
Citations
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