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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Theorie
Stochastic process
282
Stochastischer Prozess
282
Theory
153
Portfolio selection
88
Portfolio-Management
88
Option pricing theory
66
Optionspreistheorie
66
Risk
52
Sterblichkeit
37
Risikomodell
36
Risk model
36
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35
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35
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Liang, Zongxia
6
Hainaut, Donatien
5
Guan, Guohui
4
Li, Xiaohu
4
Wong, Hoi Ying
4
Yang, Hailiang
4
Avanzi, Benjamin
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Eisenberg, Julia
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Li, Zhongfei
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Lu, Yi
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Shevchenko, Pavel V.
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Barmalzan, Ghobad
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Kim, So-Yeun
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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
107
Operations research letters
103
Mathematics of operations research
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
International journal of production economics
78
Journal of economic dynamics & control
75
Risks : open access journal
73
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
57
Econometric reviews
56
Economics letters
53
Computational Management Science : CMS
52
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
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
Annals of operations research
36
Energy economics
36
IMA journal of management mathematics
36
Applied mathematical finance
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Annals of finance
33
OR spectrum : quantitative approaches in management
33
Journal of mathematical economics
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Journal of the Operational Research Society
29
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ECONIS (ZBW)
189
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1
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10
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189
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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
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:
8
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:
9
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
Saved in:
10
Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
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