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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Yang, Fan"
~person:"Young, Virginia R."
~subject:"Ausreißer"
~subject:"Zinsstruktur"
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Portfolio selection
Ausreißer
Zinsstruktur
Theorie
14
Theory
14
Portfolio-Management
9
Reinsurance
4
Risikomodell
4
Risk model
4
Rückversicherung
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Finanzmathematik
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Mathematical finance
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Absolutely continuous annuitization rate
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Yang, Fan
Young, Virginia R.
Liang, Zongxia
11
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10
Li, Zhongfei
9
Mao, Tiantian
7
Landsman, Zinoviy
6
Yao, Haixiang
6
Furman, Edward
5
Guan, Guohui
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Li, Danping
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4
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Chiu, Mei Choi
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Cossette, Hélène
3
Gan, Guojun
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Gu, Ailing
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Guillén, Montserrat
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Ignatieva, Ekaterina
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Marceau, Etienne
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Peng, Xingchun
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Shushi, Tomer
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
2
Astin bulletin : the journal of the International Actuarial Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of operations research
1
Charles A. Dice Center Working Paper
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Finance and stochastics
1
Finance research letters
1
Fisher College of Business working paper series
1
NBER Working Paper
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Review of finance : journal of the European Finance Association
1
Risks : open access journal
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ECONIS (ZBW)
9
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1
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
2
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
3
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
4
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
5
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
6
Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping
;
Li, Dongchen
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
Saved in:
7
Hedging pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
Saved in:
8
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
9
Minimizing the lifetime shortfall or shortfall at death
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 447-458
Persistent link: https://www.econbiz.de/10009517619
Saved in:
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