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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Mathematical programming"
~subject:"Sterblichkeit"
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Search: subject_exact:"Stochastisches Modell"
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Mathematical programming
Sterblichkeit
Stochastic process
520
Stochastischer Prozess
520
Theorie
307
Theory
307
Option pricing theory
169
Optionspreistheorie
169
Portfolio selection
135
Portfolio-Management
135
Volatility
127
Volatilität
127
Risk
62
Risiko
59
Control theory
51
Kontrolltheorie
51
Mortality
41
Risikomodell
39
Risk model
39
Lebensversicherung
38
Life insurance
38
Analysis
36
Finanzmathematik
36
Mathematical analysis
36
Mathematical finance
36
Hedging
35
Markov chain
34
Markov-Kette
34
Reinsurance
33
Rückversicherung
33
Dividend
32
Dividende
32
Mathematische Optimierung
32
Interest rate
30
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Derivat
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Young, Virginia R.
4
Post, Thomas
3
Biagini, Francesca
2
Chen, An
2
Chiu, Mei Choi
2
Hanewald, Katja
2
Heunis, Andrew J.
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Liang, Xiaoqing
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Liang, Zongxia
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Luo, Xiaolin
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Shen, Yang
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Shevchenko, Pavel V.
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Wang, Chou-Wen
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Wong, Hoi Ying
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Xu, Zuo Quan
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Yang, Sharon S.
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Zhou, Xun Yu
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Ahmadi, Seyed Saeed
1
Angoshtari, Bahman
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Bardou, O.
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Bayraktar, Erhan
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Bertschi, Ljudmila
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Bi, Junna
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Björk, Tomas
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Botero, Camila
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Boumezoued, Alexandre
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Bäuerle, Nicole
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Cai, Jun
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Chen, Mi
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Chen, Xu
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Denuit, Michel
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SFB 649 discussion paper
Annals of finance
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
283
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
80
Operations research letters
68
Mathematics of operations research
63
International journal of production research
62
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Omega : the international journal of management science
32
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
31
Annals of operations research
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
21
Mathematical methods of operations research
18
IMA journal of management mathematics
16
Les cahiers du GERAD
16
Risks : open access journal
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Journal of the Operational Research Society
15
Computational economics
14
Computational management science
14
International journal of theoretical and applied finance
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
13
Quantitative finance
13
Operational research : an international journal
12
EURO journal on transportation and logistics
11
Opsearch : journal of the Operational Research Society of India
11
European journal of industrial engineering : EJIE
10
Finance and stochastics
10
Journal of the Operational Research Society : OR
10
Manufacturing & service operations management : M & SOM
10
Scandinavian actuarial journal
10
Socio-economic planning sciences : the international journal of public sector decision-making
10
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
10
CIRRELT
9
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ECONIS (ZBW)
73
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1
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
2
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
3
Stochastic mortality dynamics driven by mixed fractional Brownian motion
Zhou, Hongjuan
;
Zhou, Kenneth Q.
;
Li, Xianping
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 218-238
Persistent link: https://www.econbiz.de/10013380522
Saved in:
4
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
5
Cause of death specific cohort effects in U.S. mortality
Lourés, Cristian Redondo
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 190-199
Persistent link: https://www.econbiz.de/10012649226
Saved in:
6
Mortality data correction in the absence of monthly fertility records
Boumezoued, Alexandre
;
Elfassihi, Amal
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 486-508
Persistent link: https://www.econbiz.de/10012649244
Saved in:
7
On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
8
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
9
Modeling stochastic mortality for joint lives through subordinators
Zhang, Yuxin
;
Brockett, Patrick L.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 166-172
Persistent link: https://www.econbiz.de/10012420132
Saved in:
10
A continuous-time stochastic model for the mortality surface of multiple populations
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 181-195
Persistent link: https://www.econbiz.de/10012105562
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