WebView Sure Mataramvura’s profile on LinkedIn, the world’s largest professional community. Sure has 1 job listed on their profile. See the complete profile on LinkedIn and discover … WebSep 4, 2024 · Professor Sure Mataramvura @ProfessorSure Professor in Actuarial Science at University of Cape Town Cape Town, South Africa Joined September 2024 8 Following 27 Followers Tweets Tweets & replies Media Professor Sure Mataramvura @ProfessorSure · 3h
Full article: An optimal reinsurance management and dividend …
WebNov 30, 2024 · Sure Mataramvura Bernt Øksendal In this paper, we consider the problem to find a market portfolio that minimizes the convex risk measure of the terminal wealth in a jump diffusion market. We... WebThe author, Professor Sure Mataramvura, is an Associate Professor in the Department of Actuarial Science at the University of Cape Town in South Africa. He is also the current … railway engineering books pdf
Risk minimizing portfolios and HJBI equations for stochastic ...
WebAug 1, 2008 · In this paper, we consider the problem to find a market portfolio that minimizes the convex risk measure of the terminal wealth in a jump diffusion market. We formulate the problem as a two player (zero-sum) stochastic differential game. To help us find a solution, we prove a theorem giving the Hamilton–Jacobi–Bellman–Isaacs (HJBI) … WebJul 30, 2016 · Huang, Chun-Sung and O'Hara, John G and O'Hara, John G and Mataramvura, Sure, Efficient Pricing of Discrete Arithmetic Asian Options Under Mean Reversion and … WebOct 17, 2013 · Fredrick Mayanja, S. Mataramvura, W. M. Charles Published 17 October 2013 Economics, Computer Science Journal of Mathematical Finance In this paper, we present the problem of portfolio optimization under investment. This area of investment is traced with works of Professor Markowitz way back in 1952. railway engineering jobs lincolnshire