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subject:"Option pricing theory"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Sammlung"
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Search: subject_exact:"Mathematical finance"
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Option pricing theory
Stochastic process
Finanzmathematik
124
Mathematical finance
124
Risikomodell
29
Risk model
29
Theorie
28
Theory
28
Stochastischer Prozess
27
Lebensversicherung
24
Life insurance
24
Risiko
18
Risk
18
Optionspreistheorie
17
Actuarial mathematics
14
Portfolio selection
14
Portfolio-Management
14
Versicherungsmathematik
14
Mortality
13
Sterblichkeit
13
Private Altersvorsorge
10
Private retirement provision
10
Risikoaversion
10
Risk aversion
10
Altersvorsorge
9
Insolvency
9
Insolvenz
9
Retirement provision
9
Measurement
8
Messung
8
Probability theory
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Wahrscheinlichkeitsrechnung
8
Dividend
7
Dividende
7
Interest rate
7
Multivariate Verteilung
7
Multivariate distribution
7
Risikomaß
7
Risk measure
7
Zins
7
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35
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Aufsatz in Zeitschrift
Case study
Sammlung
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35
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English
35
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Delong, Łukasz
3
Young, Virginia R.
3
Bayraktar, Erhan
2
Ahmadi, Seyed Saeed
1
Barigou, Karim
1
Boyle, Phelim P.
1
Chan, Chun Man
1
Chen, Li
1
Chi, Yichun
1
Clare, Andrew D.
1
Deelstra, Griselda
1
Denuit, Michel
1
Devolder, Pierre
1
Dhaene, Jan
1
Fan, Kun
1
Fontana, Claudio
1
Frostig, Esther
1
Fu, Ke-ang
1
Gaillardetz, Patrice
1
Gerrard, Russell
1
Goudenège, Ludovic
1
Haberman, Steven
1
Hainaut, Donatien
1
Hu, Xueying
1
Jang, Chul
1
Ji, Ronglin
1
Jin, Can
1
Jumarie, Guy
1
Kim, So-Yeun
1
Kleinow, Torsten
1
Kyprianou, Andreas E.
1
Landriault, David
1
Levikson, Benny
1
Li, Bin
1
Li, Danping
1
Li, Jinzhu
1
Li, Shuanming
1
Liang, Xiaoqing
1
Lin, Luyao
1
Lin, X. Sheldon
1
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Insurance / Mathematics & economics
Finance and stochastics
12
The journal of computational finance
11
International journal of financial engineering
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
4
Journal of mathematical finance
4
Risks : open access journal
4
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Astin bulletin : the journal of the International Actuarial Association
3
European journal of operational research : EJOR
3
Journal of risk and financial management : JRFM
3
Mathematics of operations research
3
Quantitative finance
3
Annals of finance
2
Applied mathematical finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Mathematics and financial economics
2
Springer finance
2
The European journal of finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Annali della Facoltà di Economia
1
Annals of financial economics
1
Applied economics
1
Asia-Pacific financial markets
1
Computational Management Science : CMS
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic developments in India : quarterly update : analysis, reports, policy documents
1
Economic modelling
1
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
International review of financial analysis
1
Journal of business ethics : JOBE
1
Journal of pension economics and finance : JPEF
1
Macroeconomic dynamics
1
Mathematical methods of operations research
1
North American actuarial journal
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ECONIS (ZBW)
35
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1
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:
2
Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
Saved in:
3
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
4
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
5
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
6
Dynamic risk measures for processes via backward stochastic differential equations
Ji, Ronglin
;
Shi, Xuejun
;
Wang, Shijie
;
Zhou, Jinming
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 43-50
Persistent link: https://www.econbiz.de/10012058682
Saved in:
7
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
8
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
9
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
10
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
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