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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Rückversicherung
Stochastischer Prozess
Theorie
Stochastic process
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
Control theory
34
Kontrolltheorie
34
Reinsurance
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
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20
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20
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282
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282
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282
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53
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53
Graue Literatur
43
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336
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Liang, Zongxia
11
Reiß, Markus
10
Hainaut, Donatien
8
Härdle, Wolfgang
8
Young, Virginia R.
8
Guan, Guohui
7
Avanzi, Benjamin
6
Belomestny, Denis
6
Bayraktar, Erhan
5
Li, Zhongfei
5
Shen, Yang
5
Siu, Tak Kuen
5
Wong, Bernard
5
Wong, Hoi Ying
5
Yang, Hailiang
5
Zeng, Yan
5
Bibinger, Markus
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Landriault, David
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Weng, Chengguo
4
Yamazaki, Kazutoshi
4
Zhuo, Jin
4
Cai, Jun
3
Chen, Ping
3
Delong, Łukasz
3
Eisenberg, Julia
3
Horst, Ulrich
3
Hu, Yijun
3
Kappus, Johanna
3
Li, Bin
3
Li, Shuanming
3
Loisel, Stéphane
3
Lu, Yi
3
Pelsser, Antoon André Jean
3
Post, Thomas
3
Pérez, José-Luis
3
Shevchenko, Pavel V.
3
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SFB 649 discussion paper
Insurance / Mathematics & economics
European journal of operational research : EJOR
637
International journal of theoretical and applied finance
324
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
78
Annals of operations research
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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ECONIS (ZBW)
336
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1
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10
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336
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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
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