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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Yang, Hailiang"
~subject:"Capital injection"
~subject:"Lévy risk model"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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Capital injection
Lévy risk model
Mortality
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Stochastischer Prozess
5
Option pricing theory
2
Optionspreistheorie
2
Reinsurance
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Rückversicherung
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Capital income
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Convergence
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Deep learning
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Dividend management
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Equity-linked death benefits
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Estimation theory
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Exponential stopping
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Fourier transform
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Incomplete information
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Investment
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Jump diffusion
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Lebensversicherung
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Life insurance
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Yang, Hailiang
Podolskij, Mark
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Härdle, Wolfgang
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Liang, Zongxia
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Barndorff-Nielsen, Ole E.
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Hainaut, Donatien
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Veraart, Almut E. D.
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Guan, Guohui
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Li, Xiaohu
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Meyer-Gohde, Alexander
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Pakkanen, Mikko S.
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Li, Zhongfei
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Lu, Yi
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Post, Thomas
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Reiß, Markus
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Shevchenko, Pavel V.
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Siu, Tak Kuen
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Söhl, Jakob
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Trufin, Julien
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Veliyev, Bezirgen
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Wang, Rongming
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Wei, Wei
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Weng, Chengguo
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Zhang, Zhimin
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Zhuo, Jin
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Balakrishnan, Narayanaswamy
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Barmalzan, Ghobad
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SFB 649 discussion paper
CREATES research paper
Insurance / Mathematics & economics
Scandinavian actuarial journal
2
Advances in statistics, probability and actuarial science
1
Discussion paper series
1
European journal of operational research : EJOR
1
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ECONIS (ZBW)
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A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
2
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia
;
Chen, Ping
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011712427
Saved in:
3
Optimal retention for a stop-loss reinsurance with incomplete information
Hu, Xiang
;
Yang, Hailiang
;
Lianzeng, Zhang
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 15-21
Persistent link: https://www.econbiz.de/10011422850
Saved in:
4
Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
Saved in:
5
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
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