Ausgabe 4/2023
Special Issue in memory of Tomas Björk
Inhalt (9 Artikel)
Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments
Yuri Kabanov, Platon Promyslov
Open Access
A stochastic control perspective on term structure models with roll-over risk
Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier
Present-biased lobbyists in linear–quadratic stochastic differential games
Ali Lazrak, Hanxiao Wang, Jiongmin Yong