//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production economics"
~person:"Liang, Zongxia"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastisches Modell"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Mortality
Risiko
Rückversicherung
Theorie
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
8
Portfolio-Management
8
Pension fund
6
Pensionskasse
6
Dynamic programming
5
Dynamische Optimierung
5
Stochastic dynamic programming
5
Theory
5
Defined contribution pension plan
4
Interest rate
4
Stochastic interest rate
4
Zins
4
Altersvorsorge
3
Control theory
3
Kontrolltheorie
3
Reinsurance
3
Retirement provision
3
Stochastic volatility
3
Volatility
3
Volatilität
3
CRRA utility
2
Capital income
2
Game theory
2
Kapitaleinkommen
2
Martingale method
2
Nash equilibrium
2
Nash-Gleichgewicht
2
Option pricing theory
2
Optionspreistheorie
2
Proportional reinsurance
2
Robust statistics
2
Robustes Verfahren
2
Spieltheorie
2
Sterblichkeit
2
Stochastic contribution rate
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Liang, Zongxia
Härdle, Wolfgang
6
Hainaut, Donatien
5
Li, Zhongfei
5
Wong, Hoi Ying
5
Guan, Guohui
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Yang, Hailiang
4
Zhuo, Jin
4
Avanzi, Benjamin
3
Belomestny, Denis
3
Bibinger, Markus
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Hu, Yijun
3
Lu, Yi
3
Post, Thomas
3
Reiß, Markus
3
Shevchenko, Pavel V.
3
Siu, Tak Kuen
3
Söhl, Jakob
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Weng, Chengguo
3
Young, Virginia R.
3
Zeng, Yan
3
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Bayraktar, Erhan
2
Brachetta, M.
2
Cai, Jun
2
Ceci, C.
2
Chen, An
2
Chen, Jian
2
Chi, Yichun
2
Chiang, Chi
2
Chiu, Mei Choi
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
Insurance / Mathematics & economics
International journal of production economics
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
2
Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia
;
Sheng, Wenlong
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Saved in:
3
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
4
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
5
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
6
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Guan, Huiqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 109-122
Persistent link: https://www.econbiz.de/10010259664
Saved in:
7
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->