5 citations · 5 across the 1 of their papers we have counts for
2 papers
q-fin.ST2013★ 5 cited
Additive versus multiplicative parameters - applications in economics and finance
Helena Jasiulewicz, Wojciech Kordecki
In this paper, we pay our attention to geometric parameters and their applications in economics and finance. We discuss the multiplicative models in which a geometric mean and a ge…
q-fin.RM2013
Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions
Helena Jasiulewicz, Wojciech Kordecki
In this paper a quantitative analysis of the ruin probability in finite time of discrete risk process with proportional reinsurance and investment of finance surplus is focused on.…