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~accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Hedging"
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Search: subject:"Risk"
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Hedging
Theorie
309
Theory
309
Risk
198
Risiko
191
Portfolio selection
147
Portfolio-Management
147
Risk model
141
Risikomodell
140
Risk measure
140
Risikomaß
139
Risk management
137
Risikomanagement
136
Measurement
73
Messung
73
Statistical distribution
69
Statistische Verteilung
69
Stochastic process
67
Stochastischer Prozess
67
Mortality
57
Reinsurance
57
Rückversicherung
57
Sterblichkeit
57
Probability theory
51
Wahrscheinlichkeitsrechnung
51
Altersvorsorge
39
Lebensversicherung
39
Life insurance
39
Retirement provision
39
Risikoaversion
32
Risk aversion
32
Actuarial mathematics
29
Versicherungsmathematik
29
Option pricing theory
27
Optionspreistheorie
27
Pension fund
27
Pensionskasse
27
Longevity risk
26
Estimation theory
25
Schätztheorie
25
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25
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Li, Johnny Siu-Hang
5
Liu, Yanxin
3
Feng, Runhuan
2
Loisel, Stéphane
2
Zhou, Kenneth Q.
2
Barigou, Karim
1
Bensusan, Harry
1
Boonen, Tim J.
1
Börger, Matthias
1
Carbonneau, Alexandre
1
Carr, Peter
1
Ceci, Claudia
1
Chan, Wai-Sum
1
Chi, Yichun
1
Chiu, Mei Choi
1
Claramunt, Maria Mercè
1
Colaneri, Katia
1
Cretarola, Alessandra
1
De Waegenaere, Anja
1
Delong, Łukasz
1
Dhaene, Jan
1
El Karoui, Nicole
1
Feng, Mingbin
1
Freimann, Arne
1
Hainaut, Donatien
1
He, Junnan
1
Hu, Tao
1
Huang, Yuxia
1
Ignatieva, Ekaterina
1
Jing, Xiaochen
1
Lefevre, Claude
1
Lin, Tzuling
1
Ludkovski, M.
1
MacMinn, Richard D.
1
Madan, Dilip B.
1
Melamed, Michael
1
Montesinos, Pierre
1
Norde, Henk
1
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1
Risk, J.
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Insurance / Mathematics & economics
Energy economics
39
Finance research letters
38
Journal of Risk Finance
24
Journal of banking & finance
23
The Journal of Risk Finance
21
International review of economics & finance : IREF
20
International review of financial analysis
20
Managerial Finance
18
Journal of financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics
14
Quantitative finance
14
Discussion papers / CEPR
11
European journal of operational research : EJOR
11
Journal of international financial markets, institutions & money
11
Journal of economic dynamics & control
10
Pacific-Basin finance journal
10
SpringerLink / Bücher
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The journal of corporate finance : contracting, governance and organization
9
Agricultural Finance Review
8
Discussion paper / Centre for Economic Policy Research
8
Economic modelling
8
Research in international business and finance
8
The European journal of finance
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Computational economics
7
Journal of empirical finance
7
Journal of risk
7
The journal of futures markets
7
Astin bulletin : the journal of the International Actuarial Association
6
Finance and stochastics
6
Journal of international money and finance
6
The review of financial studies
6
Asia-Pacific journal of risk and insurance : APJRI
5
Global finance journal
5
International journal of financial engineering
5
International journal of theoretical and applied finance
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1
Recent declines in life expectancy : implication on longevity
risk
hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
2
Delta-hedging longevity
risk
under the M7-M5 model : the impact of cohort effect uncertainty and population basis
risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
3
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Börger, Matthias
;
Freimann, Arne
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 309-326
Persistent link: https://www.econbiz.de/10012649235
Saved in:
4
Hedging longevity
risk
under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
5
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:
6
Basis
risk
management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
7
The choice of trigger in an insurance linked security : the mortality
risk
case
MacMinn, Richard D.
;
Richter, Andreas
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 174-182
Persistent link: https://www.econbiz.de/10011825256
Saved in:
8
Quantitative modeling of
risk
management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
9
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:
10
Green nested simulation via likelihood ratio : applications to longevity
risk
management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
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