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subject:"Zinsstruktur"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Mathematical analysis"
~subject:"Mathematics"
~subject:"Portfolio-Management"
~subject:"partial information"
~type_genre:"Article in journal"
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Zinsstruktur
Mathematical analysis
Mathematics
Portfolio-Management
partial information
Analysis
3
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
4/2 stochastic volatility model
1
Finanzmathematik
1
Forecasting model
1
Forecasting of mortaility rates
1
Incomplete information
1
Ito stochastic differential equations
1
Lee-Carter model
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Lie symmetries
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Martingal
1
Martingale
1
Mathematical finance
1
Prognoseverfahren
1
Pure endowment
1
Reinsurance
1
Rückversicherung
1
Theorie
1
Theory
1
Unvollkommene Information
1
Volatility
1
Volatilität
1
backward stochastic differential equations
1
hybrid mortaility models
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indifference pricing
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mean-variance optimization
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parabolic partial differential equation
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parametrix method
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switched models
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Article in journal
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English
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Ceci, Claudia
1
Colaneri, Katia
1
Cretarola, Alessandra
1
Muravey, Dmitry
1
Shen, Yang
1
Socha, Lesław
1
S̀liwka, Piotr
1
Wang, Wenyuan
1
Zeng, Yan
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Scandinavian actuarial journal
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Journal of mathematical finance
12
Finance and stochastics
11
Quantitative finance
10
Dynamic games and applications : DGA
8
Journal of mathematical economics
8
Mathematics of operations research
8
Applied mathematical finance
7
International journal of financial engineering
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Computational economics
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
4
IMA journal of management mathematics
4
Journal of econometrics
4
Journal of economic theory
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
3
Decisions in economics and finance : a journal of applied mathematics
3
International journal of theoretical and applied finance : IJTAF
3
Journal of risk and financial management : JRFM
3
Operations research
3
The journal of computational finance : JFC
3
Annals of operations research
2
Cogent economics & finance
2
Computational optimization and applications : an international journal
2
Econometric theory
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ECONIS (ZBW)
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1
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan
;
Muravey, Dmitry
;
Shen, Yang
;
Zeng, Yan
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 413-449
Persistent link: https://www.econbiz.de/10014336459
Saved in:
2
Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 904-933
Persistent link: https://www.econbiz.de/10012313747
Saved in:
3
A proposition of generalized stochastic Milevsky-Promislov mortaility models
S̀liwka, Piotr
;
Socha, Lesław
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 706-726
Persistent link: https://www.econbiz.de/10011939728
Saved in:
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