44 citations · 122 across the 13 of their papers we have counts for
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q-fin.RM2013
Optimal insurance purchase strategies via optimal multiple stopping times
Rodrigo S. Targino, Gareth W. Peters, Georgy Sofronov +1
In this paper we study a class of insurance products where the policy holder has the option to insure of its annual Operational Risk losses in a horizon of years. This invo…
stat.AP2013★ 2 cited
When to Bite the Bullet? - A Study of Optimal Strategies for Reducing Global Warming
X. Luo, P. V. Shevchenko
This work is based on the framework proposed by Conrad (1997) to determine the optimal timing of an investment or policy to slow global warming. While Conrad formulated the problem…