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subject:"Hedging"
type_genre:"Company information"
~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~subject:"Credit risk"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Risk management"
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Hedging
Credit risk
Risk management
217
Risikomanagement
216
Theorie
156
Theory
156
Risiko
116
Risk
116
Portfolio selection
98
Portfolio-Management
98
Risk measure
94
Risikomaß
93
Risikomodell
67
Risk model
67
Measurement
47
Messung
47
Statistical distribution
35
Statistische Verteilung
35
Reinsurance
33
Rückversicherung
33
Mortality
28
Sterblichkeit
28
Stochastic process
25
Stochastischer Prozess
25
Multivariate Verteilung
21
Multivariate distribution
21
Lebensversicherung
18
Life insurance
18
Insurance
17
Capital allocation
16
Probability theory
16
Wahrscheinlichkeitsrechnung
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Versicherung
14
Altersvorsorge
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Kreditrisiko
13
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13
Value-at-Risk
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12
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36
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Company information
Article in journal
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Aufsatz in Zeitschrift
36
Language
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English
Author
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Li, Johnny Siu-Hang
5
Sherris, Michael
3
Feng, Runhuan
2
Gatzert, Nadine
2
Li, Jackie
2
Liu, Yanxin
2
Loisel, Stéphane
2
MacMinn, Richard D.
2
Martin, Michael
2
Regis, Luca
2
Tang, Qihe
2
Zhou, Kenneth Q.
2
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Balasooriya, Uditha
1
Bensusan, Harry
1
Brechmann, Eike C.
1
Budhi Arta Surya
1
Börger, Matthias
1
Cai, Jun
1
Carbonneau, Alexandre
1
Chen, Hua
1
Cheung, Ka Chun
1
Chi, Yichun
1
Chiu, Mei Choi
1
Claramunt, Maria Mercè
1
Czado, Claudia
1
Deng, Chao
1
Deng, Yingchun
1
Eckert, Johanna
1
El Karoui, Nicole
1
Feng, Mingbin
1
Freimann, Arne
1
Fung, Man Chung
1
Haberman, Steven
1
Hadjiliadis, Olympia
1
Hainaut, Donatien
1
He, Junnan
1
Hendrich, Katharina
1
Hu, Tao
1
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Insurance / Mathematics & economics
Journal of banking & finance
64
Journal of risk management in financial institutions
51
Finance research letters
39
European journal of operational research : EJOR
35
Risks : open access journal
30
Energy economics
26
International review of financial analysis
23
Journal of risk
23
The journal of credit risk : published quarterly by Incisive Media
22
International journal of theoretical and applied finance
20
Journal of financial stability
20
The North American journal of economics and finance : a journal of financial economics studies
20
Discussion paper
18
The journal of risk model validation
18
Journal of financial economics
17
The European journal of finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Journal of risk and financial management : JRFM
15
Review of quantitative finance and accounting
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Agricultural finance review
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Quantitative finance
14
Working paper series / European Central Bank
14
Discussion paper / Tinbergen Institute
13
International review of economics & finance : IREF
13
The journal of corporate finance : contracting, governance and organization
13
Pacific-Basin finance journal
12
Research paper series / Swiss Finance Institute
12
The journal of financial market infrastructures
12
The journal of futures markets
12
Applied economics
11
International Journal of Financial Studies : open access journal
11
Journal of financial intermediation
11
Research in international business and finance
11
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Working paper / National Bureau of Economic Research, Inc.
11
Working papers / Financial Institutions Center
11
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ECONIS (ZBW)
36
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36
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1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
3
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
4
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
5
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
6
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Börger, Matthias
;
Freimann, Arne
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 309-326
Persistent link: https://www.econbiz.de/10012649235
Saved in:
7
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
8
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
9
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
10
Delta-hedging longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
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