//--> //--> //--> //-->
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"
~subject:"Control theory"
~subject:"Mortality"
~subject:"Risiko"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Control theory
Mortality
Risiko
Theorie
Stochastic process
336
Stochastischer Prozess
336
Theory
193
Portfolio selection
89
Portfolio-Management
89
Option pricing theory
80
Optionspreistheorie
80
Risk
54
Volatility
47
Volatilität
47
Sterblichkeit
40
Risikomodell
38
Risk model
38
Lebensversicherung
37
Life insurance
37
Kontrolltheorie
34
Reinsurance
32
Rückversicherung
32
Finanzmathematik
31
Mathematical finance
31
Dividend
26
Dividende
26
Markov chain
25
Markov-Kette
25
Probability theory
25
Risikomanagement
25
Risk management
25
Wahrscheinlichkeitsrechnung
25
Interest rate
24
Zins
24
Actuarial mathematics
21
Pension fund
21
Pensionskasse
21
Versicherungsmathematik
21
Analysis
20
Mathematical analysis
20
more ...
less ...
Online availability
All
Undetermined
111
Free
43
Type of publication
All
Article
214
Book / Working Paper
43
Type of publication (narrower categories)
All
Article in journal
214
Aufsatz in Zeitschrift
214
Arbeitspapier
43
Working Paper
43
Graue Literatur
38
Non-commercial literature
38
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
257
Author
All
Liang, Zongxia
9
Young, Virginia R.
8
Hainaut, Donatien
6
Härdle, Wolfgang
6
Guan, Guohui
5
Avanzi, Benjamin
4
Bayraktar, Erhan
4
Li, Xiaohu
4
Li, Zhongfei
4
Meyer-Gohde, Alexander
4
Reiß, Markus
4
Wong, Hoi Ying
4
Yang, Hailiang
4
Zeng, Yan
4
Belomestny, Denis
3
Bibinger, Markus
3
Cai, Jun
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Lu, Yi
3
Post, Thomas
3
Shen, Yang
3
Shevchenko, Pavel V.
3
Siu, Tak Kuen
3
Söhl, Jakob
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Weng, Chengguo
3
Wong, Bernard
3
Zhuo, Jin
3
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Brachetta, M.
2
Ceci, C.
2
Chen, An
2
Chi, Yichun
2
Chiu, Mei Choi
2
Cossette, Hélène
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
Insurance / Mathematics & economics
European journal of operational research : EJOR
470
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
143
International journal of production research
134
International journal of theoretical and applied finance
134
Operations research
127
Operations research letters
110
Journal of econometrics
107
Mathematics of operations research
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
International journal of production economics
82
Risks : open access journal
82
Journal of economic dynamics & control
81
Discussion paper / Tinbergen Institute
72
INFORMS journal on computing : JOC
64
Mathematical methods of operations research
62
Quantitative finance
62
Journal of economic theory
59
Econometric reviews
57
Computational Management Science : CMS
54
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
Economics letters
53
Transportation research / E : an international journal
53
Computational economics
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Scandinavian actuarial journal
45
Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
42
Applied mathematical finance
41
SpringerLink / Bücher
41
Annals of operations research
38
IMA journal of management mathematics
38
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
38
Annals of finance
37
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
5
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:
6
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:
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
Optimal dividends under Markov-modulated bankruptcy level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 146-172
Persistent link: https://www.econbiz.de/10013380501
Saved in:
10
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->