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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
~subject:"Theory"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
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Stochastic process
396
Stochastischer Prozess
396
Portfolio selection
89
Portfolio-Management
89
Option pricing theory
84
Optionspreistheorie
84
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69
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69
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41
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38
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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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Wong, Hoi Ying
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Yang, Hailiang
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Avanzi, Benjamin
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Belomestny, Denis
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Bibinger, Markus
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Eisenberg, Julia
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Hautsch, Nikolaus
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Horst, Ulrich
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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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Barmalzan, Ghobad
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Basse-O'Connor, Andreas
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Bayraktar, Erhan
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Bennedsen, Mikkel
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SFB 649 discussion paper
CREATES research paper
Insurance / Mathematics & economics
European journal of operational research : EJOR
462
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
131
Operations research
123
International journal of theoretical and applied finance
120
Journal of econometrics
108
Operations research letters
103
Mathematics of operations research
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
International journal of production economics
78
Journal of economic dynamics & control
75
Risks : open access journal
73
Discussion paper / Tinbergen Institute
72
INFORMS journal on computing : JOC
63
Journal of economic theory
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Quantitative finance
58
Econometric reviews
57
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
45
Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
41
Scandinavian actuarial journal
40
SpringerLink / Bücher
40
IMA journal of management mathematics
38
Annals of operations research
37
Working paper / National Bureau of Economic Research, Inc.
37
Energy economics
36
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ECONIS (ZBW)
267
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1
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10
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267
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1
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:
2
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:
3
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:
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
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:
6
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:
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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