Search Results - Spreij, P.J.C.

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  1. 1
    On capital allocation for a risk measure derived from ruin theory

    On capital allocation for a risk measure derived from ruin theory by Delsing, G.A., Mandjes, M.R.H., Spreij, P.J.C., Winands, E.M.M.

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  2. 2
    An optimization approach to adaptive multi-dimensional capital management

    An optimization approach to adaptive multi-dimensional capital management by Delsing, G.A., Mandjes, M.R.H., Spreij, P.J.C., Winands, E.M.M.

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    Software Reliability as an Application of Martingale & Filtering Theory

    Software Reliability as an Application of Martingale & Filtering Theory by Koch, G., Spreij, P.J.C.

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