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subject:"Hedging"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Kreditrisiko"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
ARCH model
Kreditrisiko
Mathematische Optimierung
Portfolio selection
489
Portfolio-Management
489
Theorie
316
Theory
316
Risikomaß
160
Risk measure
160
Risiko
144
Risk
144
Risikomanagement
137
Risk management
137
Stochastic process
91
Stochastischer Prozess
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Measurement
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Messung
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Risikomodell
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Risk model
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Pension fund
47
Pensionskasse
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Reinsurance
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Rückversicherung
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Statistical distribution
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Statistische Verteilung
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Lebensversicherung
41
Life insurance
41
Capital income
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Kapitaleinkommen
39
Altersvorsorge
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Retirement provision
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Option pricing theory
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Optionspreistheorie
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Probability theory
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Wahrscheinlichkeitsrechnung
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Credit risk
31
Estimation
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Schätzung
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Mortality
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English
98
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Young, Virginia R.
3
Dhaene, Jan
2
Gajek, Lesław
2
Kwon, Roy H.
2
Li, Jackie
2
Lin, Tzuling
2
Melʹnikov, Aleksandr V.
2
Regis, Luca
2
Tan, Ken Seng
2
Yuan, Zhongyi
2
Aarons, Mark
1
Alemany, Ramon
1
Angoshtari, Bahman
1
Balasooriya, Uditha
1
Bao Doan
1
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1
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1
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1
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1
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1
Bensusan, Harry
1
Berens, Tobias
1
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1
Bi, Junna
1
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1
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1
Braun, Valentin
1
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1
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1
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1
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1
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1
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1
Chen, Jiusheng
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Chen, Mi
1
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1
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1
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1
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1
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Insurance / Mathematics & economics
Journal of risk
European journal of operational research : EJOR
145
Journal of banking & finance
98
Finance research letters
79
International journal of theoretical and applied finance
75
Finance and stochastics
58
Research paper series / Swiss Finance Institute
56
International review of financial analysis
49
Quantitative finance
48
The North American journal of economics and finance : a journal of financial economics studies
43
Economic modelling
42
Journal of economic dynamics & control
40
Swiss Finance Institute Research Paper
40
Journal of risk and financial management : JRFM
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Applied economics
37
Computational economics
37
Energy economics
37
Risks : open access journal
37
The journal of credit risk : published quarterly by Incisive Media
35
The journal of asset management
34
International review of economics & finance : IREF
33
The European journal of finance
33
The journal of futures markets
31
Mathematics and financial economics
29
Journal of empirical finance
28
Journal of mathematical finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Applied mathematical finance
26
Computers & operations research : and their applications to problems of world concern ; an international journal
26
SpringerLink / Bücher
26
Journal of international financial markets, institutions & money
25
Journal of financial economics
23
Research in international business and finance
23
Discussion paper / Deutsche Bundesbank
21
Journal of risk management in financial institutions
21
The journal of portfolio management : a publication of Institutional Investor
21
Working papers
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Journal of financial stability
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ECONIS (ZBW)
98
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98
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1
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:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
5
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
6
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
Saved in:
7
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
8
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:
9
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
10
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
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