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subject:"Option pricing theory"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Wiley finance series"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Finanzmathematik
3
Mathematical finance
3
Private Altersvorsorge
3
Private retirement provision
3
Stochastic process
3
Stochastischer Prozess
3
Interest rate
2
Lebensversicherung
2
Life insurance
2
Optionspreistheorie
2
Zins
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stochastic interest rate
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Decomposition method
1
Dekompositionsverfahren
1
GMDB
1
GMMB
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GMWB
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Hull-White model
1
Portfolio selection
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Portfolio-Management
1
Risiko
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Risikomanagement
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Risikomaß
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Risk
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Risk allocation
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Risk management
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Risk measure
1
Shapley decomposition
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Theorie
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Theory
1
Variable Annuities
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Variable annuity
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Yield curve
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Zinsstruktur
1
conditional tail expectation
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optimal withdrawal
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profit and loss analysis
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risk attribution
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segregated funds
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Aufsatz in Zeitschrift
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English
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Molent, Andrea
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Wang, JinDong
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Xu, Wei
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ASTIN bulletin : the journal of the International Actuarial Association
Wiley finance series
Insurance / Mathematics & economics
17
The journal of computational finance
11
Finance and stochastics
6
International journal of financial engineering
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Astin bulletin : the journal of the International Actuarial Association
3
International journal of theoretical and applied finance
3
Journal of mathematical finance
3
Scandinavian actuarial journal
3
Applied mathematical finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
European journal of operational research : EJOR
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
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Mathematics of operations research
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Quantitative finance
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annals of financial economics
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Applied economics
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Asia-Pacific financial markets
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Computational Management Science : CMS
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Decisions in economics and finance : a journal of applied mathematics
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Economic developments in India : quarterly update : analysis, reports, policy documents
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Finance : revue de l'Association Française de Finance
1
International journal of bonds and derivatives
1
International journal of economics, finance and management sciences : IJEFM
1
Journal of business ethics : JOBE
1
Mathematical methods of operations research
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North American actuarial journal
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Research in finance
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Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : JOD
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The journal of futures markets
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Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
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2
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
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