//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
~isPartOf:"Scandinavian actuarial journal"
~person:"Ouazine, Sofiane"
~person:"Regis, Luca"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risikomodell
2
Risk
2
Risk management
2
Risk model
2
Classical risk models
1
Hedging
1
Longevity risk
1
Markov risk bounds
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Mortality
1
Probability theory
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Simulation
1
Sobol' indices
1
Sterblichkeit
1
Taylor-series expansions
1
Theorie
1
Theory
1
Wahrscheinlichkeitsrechnung
1
customized vs. indexed hedge
1
longevity bonds
1
longevity swaps
1
parameter uncertainty
1
rebalancing frequency
1
ruin probability
1
sensitivity analysis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ouazine, Sofiane
Regis, Luca
Han, Xia
2
Liang, Zhibin
2
Mao, Tiantian
2
Abbas, Karim
1
Brandtner, Mario
1
Cai, Jun
1
Cheurfa, Fatah
1
Chi, Yichun
1
Coculescu, Delia
1
De Rosa, Clemente
1
Delbaen, Freddy
1
Devolder, Pierre
1
Feng, Runhuan
1
Gan, Guojun
1
Huang, Yuxia
1
Jia, Huameng
1
Kürsten, Wolfgang
1
Lebègue, Adrien
1
Luciano, Elisa
1
Navarro, Jorge
1
Puccetti, Giovanni
1
Rischau, Robert
1
Rüschendorf, Ludger
1
Small, Daniel
1
Takhedmit, Baya
1
Tan, Ken Seng
1
Torrado, Nuria
1
Vanduffel, Steven
1
Yang, Fan
1
Young, Virginia R.
1
Yuen, Kam Chuen
1
Zhang, Ning
1
Zhao, Yanchun
1
more ...
less ...
Published in...
All
Scandinavian actuarial journal
Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Insurance: Mathematics and Economics
1
Risks : open access journal
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah
;
Takhedmit, Baya
;
Ouazine, Sofiane
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
Saved in:
2
Basis risk in static versus dynamic longevity-risk hedging
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 343-365
Persistent link: https://www.econbiz.de/10011772167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->