Ruin probability via quantum mechanics approach M Tamturk, S Utev Insurance: Mathematics and Economics 79, 69-74, 2018 | 14 | 2018 |
A quantum-type approach to non-life insurance risk modelling C Lefèvre, S Loisel, M Tamturk, S Utev Risks 6 (3), 99, 2018 | 7 | 2018 |
Quantum option pricing and data analysis W Hao, C Lefèvre, M Tamturk, S Utev Quantitative Finance and Economics 3 (3), 490-507, 2019 | 6 | 2019 |
Optimal reinsurance via Dirac-Feynman approach M Tamturk, S Utev Methodology and Computing in Applied Probability 21 (2), 647-659, 2019 | 4 | 2019 |
Examining the effects of gradual catastrophes on capital modelling and the solvency of insurers: the case of COVID-19 M Tamturk, D Cortis, M Farrell Risks 8 (4), 132, 2020 | 1 | 2020 |
Accumulators and Bookmaker’s Capital with Perturbed Stochastic Processes D Cortis, M Tamturk AppliedMath 2 (2), 170-184, 2022 | | 2022 |
Ruin probability via several numerical methods M Tamturk University of Leicester, 2018 | | 2018 |