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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cai, Jun"
~person:"Li, Zhongfei"
~person:"Pakkanen, Mikko S."
~person:"Weng, Chengguo"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Theorie
Stochastic process
12
Stochastischer Prozess
12
Theory
7
Portfolio selection
6
Portfolio-Management
6
Reinsurance
5
Rückversicherung
5
Stochastic control
4
Volatility
4
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4
Control theory
3
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3
Kontrolltheorie
3
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Optionspreistheorie
3
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Cai, Jun
Li, Zhongfei
Pakkanen, Mikko S.
Weng, Chengguo
Liang, Zongxia
6
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5
Guan, Guohui
4
Li, Xiaohu
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Wong, Hoi Ying
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Lu, Yi
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Shevchenko, Pavel V.
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Siu, Tak Kuen
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Wang, Rongming
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Zhuo, Jin
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Barmalzan, Ghobad
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Bayraktar, Erhan
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Chen, An
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Chi, Yichun
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Chiu, Mei Choi
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Djehiche, Boualem
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SFB 649 discussion paper
CREATES research paper
Insurance / Mathematics & economics
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of financial econometrics
1
Market microstructure and liquidity
1
Mathematics and financial economics
1
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ECONIS (ZBW)
8
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1
Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin
;
Liu, Yanchu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
Saved in:
2
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
3
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
Saved in:
4
Some new notions of dependence with applications in optimal allocation problems
Cai, Jun
;
Wei, Wei
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
Saved in:
5
Constant proportion portfolio insurance under a regime switching exponential Lévy process
Weng, Chengguo
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 508-521
Persistent link: https://www.econbiz.de/10009763599
Saved in:
6
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
7
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
8
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
Saved in:
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