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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
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Theorie
Stochastic process
532
Stochastischer Prozess
532
Theory
323
Option pricing theory
160
Optionspreistheorie
160
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131
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131
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94
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94
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66
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47
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Liang, Zongxia
7
Härdle, Wolfgang
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Hainaut, Donatien
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Li, Zhongfei
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Wong, Hoi Ying
5
Guan, Guohui
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Kabanov, Jurij M.
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Li, Xiaohu
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Meyer-Gohde, Alexander
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Yang, Hailiang
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Zhuo, Jin
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Avanzi, Benjamin
3
Belomestny, Denis
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Bibinger, Markus
3
Björk, Tomas
3
Choulli, Tahir
3
Eisenberg, Julia
3
Fontana, Claudio
3
Fukasawa, Masaaki
3
Hautsch, Nikolaus
3
Horst, Ulrich
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Hu, Yijun
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Jeanblanc, Monique
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Karatzas, Ioannis
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Kardaras, Constantinos
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Kupper, Michael
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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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Steffensen, Mogens
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Söhl, Jakob
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Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
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Weng, Chengguo
3
Young, Virginia R.
3
Zeng, Yan
3
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SFB 649 discussion paper
Finance and stochastics
Insurance / Mathematics & economics
European journal of operational research : EJOR
449
Computers & operations research : and their applications to problems of world concern ; an international journal
146
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
83
International journal of production economics
77
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
72
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
Mathematical methods of operations research
53
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Scandinavian actuarial journal
46
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
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
CREATES research paper
36
NBER Working Paper
36
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ECONIS (ZBW)
375
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375
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
3
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
4
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
5
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
6
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:
7
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:
8
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:
9
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
10
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
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