Ausgabe 2/2023
Inhalt (16 Artikel)
Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results
Giorgio Giorgi, Bienvenido Jiménez, Vicente Novo
Implied higher order moments in the Heston model: a case study of S &P500 index
Farshid Mehrdoust, Idin Noorani
Revisiting the 1/N-strategy: a neural network framework for optimal strategies
Marcos Escobar-Anel, Lorenz Theilacker, Rudi Zagst
Correction
Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies
Marcos Escobar-Anel, Lorenz Theilacker, Rudi Zagst
Heterogeneity-adjusted management of pension funds using adaptive representative agents
Thepdanai Danswasvong, Sira Suchintabandid
Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
Meitner Cadena, Michel Denuit
Open Access
Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business
Maria-Laura Torrente
Open Access
Optimisation of drawdowns by generalised reinsurance in the classical risk model
Leonie Violetta Brinker, Hanspeter Schmidli
Open Access
Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation
Silvia Bertarelli, Chiara Lodi, Stefania Ragni
Open Access
Correction
Correction to: Beating the market? A mathematical puzzle for market efficiency
Michael Heinrich Baumann