المؤلفون: Gad, Kamille Sofie Tågholt, Matomäki, Pekka

المصدر: Stochastic Processes and their Applications, Vol 130(4), 2349-2383 (2020)

مصطلحات موضوعية: Mathematics - Probability, 60G40, 60J60, 90C30, 91A05, 91A35

URL الوصول: http://arxiv.org/abs/1612.09167

المؤلفون: Gad, Kamille Sofie Tågholt, Juhl, Jeppe, Steffensen, Mogens

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/1412.1991

المؤلفون: GAD, KAMILLE SOFIE TÅGHOLT, PEDERSEN, JESPER LUND

المصدر: Advances in Applied Probability, 2015 Mar 01. 47(1), 128-145.

URL الوصول: https://www.jstor.org/stable/43563464

المؤلفون: Gad, Kamille Sofie Tågholt, Pedersen, Jesper Lund

مصطلحات موضوعية: ddc:330, behavioral modeling, irrational exercise rule, partial differential equation, penalty method

Relation: gbv-ppn:832285765; Journal: Risks; Volume: 3; Year: 2015; Issue: 2; Pages: 103-111; Basel: MDPI; http://hdl.handle.net/10419/167848

الاتاحة: http://hdl.handle.net/10419/167848
https://doi.org/10.3390/risks3020103

المؤلفون: Gad, Kamille Sofie TÅgholt, Nielsen, Jeppe Woetmann

المصدر: Scandinavian Actuarial Journal ; volume 2016, issue 10, page 876-904 ; ISSN 0346-1238 1651-2030

الاتاحة: http://dx.doi.org/10.1080/03461238.2015.1028432
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2015.1028432

المؤلفون: Gad, Kamille Sofie Tågholt, Matomäki, Pekka

المصدر: Gad , K S T & Matomäki , P 2020 , ' Optimal variance stopping with linear diffusions ' , Stochastic Processes and Their Applications , vol. 130 , no. 4 , pp. 2349-2383 .

مصطلحات الفهرس: Infinite zero-sum game, Linear diffusion, Non-linear optimal stopping, Optimal stopping, Variance, article

URL: https://curis.ku.dk/portal/da/publications/optimal-variance-stopping-with-linear-diffusions(70022219-19c9-465b-b300-2129b4aff77f).html
https://doi.org/10.1016/j.spa.2019.07.001
http://www.scopus.com/inward/record.url?scp=85069709896&partnerID=8YFLogxK
https://arxiv.org/pdf/1612.09167.pdf

المؤلفون: Gad, Kamille Sofie TÅgholt¹ (AUTHOR) kamille@math.ku.dk, Nielsen, Jeppe Woetmann² (AUTHOR)

المصدر: Scandinavian Actuarial Journal. Dec2016, Vol. 2016 Issue 10, p876-904. 29p.

مصطلحات موضوعية: Retirement benefits, Life insurance, Insurance companies -- Risk management, Cash flow, Mathematical models, Markov processes, Cost control

المؤلفون: Gad, Kamille Sofie Tågholt

المصدر: Gad , K S T 2015 , Optimal Stopping and Policyholder Behaviour in Life Insurance . Department of Mathematical Sciences, Faculty of Science, University of Copenhagen . < https://soeg.kb.dk/permalink/45KBDK_KGL/fbp0ps/alma99122138578505763 >

الاتاحة: https://curis.ku.dk/portal/da/publications/optimal-stopping-and-policyholder-behaviour-in-life-insurance(a7fb3ee1-7195-4e5e-9b2d-1d501916ee90).html
https://soeg.kb.dk/permalink/45KBDK_KGL/fbp0ps/alma99122138578505763

المؤلفون: Gad, Kamille Sofie Tagholt, Juhl, Jeppe, Steffensen, Mogens

المصدر: Gad , K S T , Juhl , J & Steffensen , M 2015 , ' Reserve-dependent surrender rates ' , European Actuarial Journal , vol. 5 , no. 2 , pp. 283-308 . https://doi.org/10.1007/s13385-015-0111-x

مصطلحات موضوعية: Behavioural option, Ordinary differential equation, Penalty method, Optimal stopping, Solvency II

الاتاحة: https://curis.ku.dk/portal/da/publications/reservedependent-surrender-rates(c3d657ef-e3ba-4a87-ab11-6782670fcea3).html
https://doi.org/10.1007/s13385-015-0111-x

المؤلفون: Gad, Kamille Sofie Tågholt, Juhl, Jeppe, Steffensen, Mogens

المصدر: arXiv

مصطلحات موضوعية: stat, eco

Relation: 10670/1.g0p7dz; http://arxiv.org/abs/1412.1991

الاتاحة: http://arxiv.org/abs/1412.1991

المؤلفون: Gad, Kamille Sofie Tågholt

مصطلحات الفهرس: person

URL: https://curis.ku.dk/portal/da/persons/kamille-sofie-taagholt-gad(4676ca25-f9b8-4805-ad05-8c2f36781016).html

المؤلفون: Gad, Kamille Sofie Tågholt, Matomäki, Pekka

Relation: http://www.sciencedirect.com/science/article/pii/S0304414919304119

الاتاحة: http://www.sciencedirect.com/science/article/pii/S0304414919304119