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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Rückversicherung
Stochastic process
532
Stochastischer Prozess
532
Theorie
323
Theory
323
Option pricing theory
160
Optionspreistheorie
160
Portfolio selection
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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Liang, Zongxia
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Lu, Yi
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Post, Thomas
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Ceci, C.
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Fontana, Claudio
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Guan, Guohui
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Hanewald, Katja
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Härdle, Wolfgang
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2
Laeven, Roger J. A.
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Liang, Zhibin
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SFB 649 discussion paper
Finance and stochastics
Insurance / Mathematics & economics
European journal of operational research : EJOR
60
Risks : open access journal
24
Scandinavian actuarial journal
22
Operations research
11
Journal of mathematical economics
10
Quantitative finance
10
ASTIN bulletin : the journal of the International Actuarial Association
9
Astin bulletin : the journal of the International Actuarial Association
9
International journal of production research
9
Economics letters
8
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
International journal of production economics
8
Journal of economic dynamics & control
8
Journal of economic theory
8
Mathematical methods of operations research
8
Mathematics of operations research
8
Omega : the international journal of management science
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
IMA journal of management mathematics
7
INFORMS journal on computing : JOC
7
International journal of theoretical and applied finance
7
Journal of mathematical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Discussion papers / CEPR
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Energy economics
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Finance research letters
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Working paper
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Computational Management Science : CMS
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Discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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ECONIS (ZBW)
122
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1
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122
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1
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:
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
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:
4
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:
5
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:
6
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
7
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:
8
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang
;
Zhu, Jinxia
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
Saved in:
9
On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
10
Cause of death specific cohort effects in U.S. mortality
Lourés, Cristian Redondo
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 190-199
Persistent link: https://www.econbiz.de/10012649226
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