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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Theorie
Stochastic process
479
Stochastischer Prozess
479
Theory
277
Volatility
123
Volatilität
123
Portfolio selection
92
Portfolio-Management
92
Option pricing theory
91
Optionspreistheorie
91
Risk
60
Time series analysis
52
Zeitreihenanalyse
52
Estimation theory
50
Schätztheorie
50
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46
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Podolskij, Mark
10
Härdle, Wolfgang
6
Liang, Zongxia
6
Barndorff-Nielsen, Ole E.
5
Hainaut, Donatien
5
Veraart, Almut E. D.
5
Guan, Guohui
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Pakkanen, Mikko S.
4
Todorov, Viktor
4
Wong, Hoi Ying
4
Yang, Hailiang
4
Avanzi, Benjamin
3
Belomestny, Denis
3
Bibinger, Markus
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Li, Zhongfei
3
Lu, Yi
3
Post, Thomas
3
Reiß, Markus
3
Shevchenko, Pavel V.
3
Siu, Tak Kuen
3
Söhl, Jakob
3
Tauchen, George Eugene
3
Trufin, Julien
3
Veliyev, Bezirgen
3
Wang, Rongming
3
Wei, Wei
3
Weng, Chengguo
3
Zhuo, Jin
3
Andersen, Torben
2
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Basse-O'Connor, Andreas
2
Bayraktar, Erhan
2
Bennedsen, Mikkel
2
Benth, Fred Espen
2
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SFB 649 discussion paper
CREATES research paper
Insurance / Mathematics & economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
447
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
128
International journal of theoretical and applied finance
120
Operations research
117
Journal of econometrics
107
Operations research letters
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Mathematics of operations research
82
International journal of production economics
77
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
71
INFORMS journal on computing : JOC
63
Journal of economic theory
59
Econometric reviews
57
Quantitative finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
53
Economics letters
53
Transportation research / E : an international journal
52
Mathematical methods of operations research
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Computational economics
45
Discussion papers of interdisciplinary research project 373
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric theory
42
Economic modelling
41
SpringerLink / Bücher
40
Omega : the international journal of management science
39
Scandinavian actuarial journal
39
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
NBER Working Paper
36
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ECONIS (ZBW)
321
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321
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1
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
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2
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:
3
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:
4
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:
5
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
6
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
7
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
8
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
9
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
10
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
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