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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~source:"econis"
~subject:"Capital income"
~subject:"Markov-Kette"
~subject:"Martingal"
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Portfolio-Management
Capital income
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Martingal
Theorie
618
Theory
618
Portfolio selection
209
Risk
170
Risiko
165
Risk measure
126
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124
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111
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110
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Liang, Zongxia
7
Wang, Ruodu
6
Zeng, Yan
6
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5
Young, Virginia R.
5
Choulli, Tahir
4
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Gu, Ailing
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Finance and stochastics
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European journal of operational research : EJOR
242
Finance research letters
209
Discussion paper / Centre for Economic Policy Research
142
Quantitative finance
138
Journal of banking & finance
132
Management science : journal of the Institute for Operations Research and the Management Sciences
115
Journal of empirical finance
111
Working paper / National Bureau of Economic Research, Inc.
96
International review of financial analysis
89
International review of economics & finance : IREF
88
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86
Journal of economic dynamics & control
85
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81
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Mathematics and financial economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of the Operational Research Society
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ECONIS (ZBW)
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1
Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal
;
Bladt, Mogens
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 50-69
Persistent link: https://www.econbiz.de/10014466204
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2
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
3
Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Wijnbergen, Sweder van
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
Saved in:
4
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
5
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
6
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
7
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
8
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
Saved in:
9
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
10
Optimal retirement savings over the life cycle : a deterministic analysis in closed form
Fischer, Marcel
;
Jensen, Bjarne Astrup
;
Koch, Marlene
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 48-58
Persistent link: https://www.econbiz.de/10014446721
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