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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical methods of operations research"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Risikomanagement"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Risikomanagement
Theorie
Stochastic process
473
Stochastischer Prozess
473
Theory
278
Portfolio selection
113
Portfolio-Management
113
Option pricing theory
96
Optionspreistheorie
96
Volatility
74
Volatilität
74
Risk
59
Control theory
47
Kontrolltheorie
47
Sterblichkeit
41
Risikomodell
40
Risk model
40
Lebensversicherung
37
Life insurance
37
Mathematical programming
36
Mathematische Optimierung
36
Reinsurance
36
Rückversicherung
36
Markov chain
35
Markov-Kette
35
Estimation theory
33
Schätztheorie
33
Finanzmathematik
32
Mathematical finance
32
Dividend
28
Dividende
28
Analysis
27
Mathematical analysis
27
Risk management
27
Probability theory
26
Stochastic control
26
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26
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246
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244
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244
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78
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78
Graue Literatur
74
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74
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1
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Podolskij, Mark
10
Hainaut, Donatien
7
Härdle, Wolfgang
6
Liang, Zongxia
6
Barndorff-Nielsen, Ole E.
5
Veraart, Almut E. D.
5
Chen, Zhiping
4
Guan, Guohui
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Pakkanen, Mikko S.
4
Siu, Tak Kuen
4
Wong, Hoi Ying
4
Yang, Hailiang
4
Avanzi, Benjamin
3
Bayraktar, Erhan
3
Belomestny, Denis
3
Bibinger, Markus
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Landriault, David
3
Li, Zhongfei
3
Liang, Zhibin
3
Lu, Yi
3
Post, Thomas
3
Reiß, Markus
3
Shevchenko, Pavel V.
3
Söhl, Jakob
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
Bennedsen, Mikkel
2
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SFB 649 discussion paper
CREATES research paper
Insurance / Mathematics & economics
Mathematical methods of operations research
European journal of operational research : EJOR
451
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
133
International journal of production research
133
International journal of theoretical and applied finance
120
Operations research
118
Journal of econometrics
108
Operations research letters
104
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Mathematics of operations research
83
International journal of production economics
78
Journal of economic dynamics & control
76
Discussion paper / Tinbergen Institute
72
Risks : open access journal
72
INFORMS journal on computing : JOC
64
Journal of economic theory
59
Econometric reviews
57
Computational Management Science : CMS
55
Quantitative finance
55
Transportation research / E : an international journal
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
53
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
Omega : the international journal of management science
42
SpringerLink / Bücher
42
Economic modelling
41
Scandinavian actuarial journal
41
Annals of operations research
38
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)
324
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324
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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
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:
3
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:
4
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:
5
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
Saved in:
6
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
7
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
8
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
9
Valuing guaranteed minimum accumulation benefits by a change of numéraire approach
Huang, Yiming
;
Mamon, Rogemar
;
Xiong, Heng
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013198316
Saved in:
10
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
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