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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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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
Theory
228
Portfolio selection
89
Portfolio-Management
89
Option pricing theory
84
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Podolskij, Mark
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Härdle, Wolfgang
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Liang, Zongxia
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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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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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Siu, Tak Kuen
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Veliyev, Bezirgen
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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
447
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
128
International journal of theoretical and applied finance
120
Operations research
117
Journal of econometrics
107
Operations research letters
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Mathematics of operations research
82
International journal of production economics
77
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
71
INFORMS journal on computing : JOC
63
Journal of economic theory
59
Econometric reviews
57
Quantitative finance
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
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
44
Econometric theory
42
Economic modelling
41
SpringerLink / Bücher
40
Omega : the international journal of management science
39
Scandinavian actuarial journal
39
Annals of operations research
37
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)
267
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261
An optimal dividends problem with transaction costs for spectrally negative Lévy processes
Loeffen, R. L.
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 41-48
Persistent link: https://www.econbiz.de/10009517600
Saved in:
262
Long time behaviour of stochastic interest rate models
Zhao, Juan
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 459-463
Persistent link: https://www.econbiz.de/10009517618
Saved in:
263
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
Gerstner, Thomas Stefan
;
Griebel, Michael
;
Holtz, Markus
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 434-446
Persistent link: https://www.econbiz.de/10009517620
Saved in:
264
Further improved recursions for a class of compound Poisson distributions
Chadjiconstantinidis, Stathis
;
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 278-286
Persistent link: https://www.econbiz.de/10009517637
Saved in:
265
Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael
;
Schmieder, Christian
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 229-244
Persistent link: https://www.econbiz.de/10009517641
Saved in:
266
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Ludkovski, Michael
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10003681582
Saved in:
267
Mortality modelling with Lévy processes
Hainaut, Donatien
;
Devolder, Pierre
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 409-418
Persistent link: https://www.econbiz.de/10003682564
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