Robert F. Tichy

Demography · 2000–2005

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Robert F. Tichy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. D. Dickson

Who trusts Robert F. Tichy overall

  1. F. Pakovich
  2. Dragos Ghioca
  3. Kristina P. Pavlova
  4. Shuanming Li
  5. K. Liptai
  6. Michael E. Zieve
  7. T. Tucker
  8. Andreas E. Kyprianou

Papers from Robert F. Tichy's perspective

Ordered by how strongly the researchers Robert F. Tichy trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
  2. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
  3. Optimizing Expected Utility of Dividend Payments for a Brownian Risk Process and a Peculiar Nonlinear ODE
  4. Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
  5. “Optimal Dividends: Analysis with Brownian Motion,” Ana C. Cebrián, Hans U. Gerber and Elias S.W. Shiu, January 2004
  6. The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
  7. Valuation of Guaranteed Annuity Conversion Options
  8. On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
  9. Overshoots and undershoots of Lèvy processes
  10. Pricing and Hedging Guaranteed Annuity Options via Static Option Replication

Their papers