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~accessRights:"restricted"
~subject:"Portfolio-Management"
~subject:"Securitization"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Search: subject:"Rückversicherung"
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Portfolio-Management
Securitization
Rückversicherung
268
Reinsurance
267
Theorie
155
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155
Risikomodell
82
Risk model
82
Portfolio selection
72
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62
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reinsurance
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Elementarschadenversicherung
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Aufsatz in Zeitschrift
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1
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English
77
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Liang, Zhibin
7
Guan, Guohui
6
Li, Danping
5
Shen, Yang
5
Young, Virginia R.
5
Gu, Ailing
4
Liang, Zongxia
4
Zeng, Yan
4
Zhuo, Jin
4
Chi, Yichun
3
Han, Xia
3
Meng, Hui
3
Viens, Frederi G.
3
Yuen, Kam Chuen
3
Zhou, Ming
3
Bi, Junna
2
Brachetta, M.
2
Ceci, C.
2
Hu, Xiang
2
Huang, Yuxia
2
Jang, Bong-Gyu
2
Kim, Kyeong Tae
2
Li, Bin
2
Li, Shuanming
2
Liang, Xiaoqing
2
Lv, Chen
2
Qian, Linyi
2
Sun, Zhongyang
2
Wang, Rongming
2
Yang, Hailiang
2
Yao, Dingjun
2
Zhang, Caibin
2
Zhang, Liming
2
Zhang, Nan
2
Zhao, Hui
2
Zou, Bin
2
Albrecher, Hansjörg
1
Balbás de la Corte, Alejandro
1
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1
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1
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Insurance / Mathematics & economics
34
Scandinavian actuarial journal
10
Astin bulletin : the journal of the International Actuarial Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Finance research letters
2
IMA journal of management mathematics
2
Journal of economic behavior & organization : JEBO
2
Mathematical methods of operations research
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational Management Science : CMS
1
Computational economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
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1
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1
Journal of mathematical finance
1
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1
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1
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1
The Geneva papers on risk and insurance - issues and practice
1
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1
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ECONIS (ZBW)
77
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1
Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui
;
He, Lin
;
Liang, Zongxia
;
Liu, Yang
; …
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
Saved in:
2
Providing pandemic business interruption coverage with double trigger cat bonds
Schmitt, André
;
Spaeter, Sandrine
- In:
The Geneva papers on risk and insurance - issues and …
48
(
2023
)
3
,
pp. 687-713
Persistent link: https://www.econbiz.de/10014326525
Saved in:
3
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
4
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:
5
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
6
Optimal reinsurance and portfolio selection : comparison between partial and complete information models
Jang, Bong-Gyu
;
Kim, Kyeong Tae
;
Lee, Hyun-Tak
- In:
European financial management : the journal of the …
28
(
2022
)
1
,
pp. 208-232
Persistent link: https://www.econbiz.de/10012795706
Saved in:
7
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo, Jin
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
Saved in:
8
Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
Saved in:
9
Time-consistent investment and reinsurance strategies for mean-variance insurers in n-agent and mean-field games
Guan, Guohui
;
Hu, Xiang
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10013483232
Saved in:
10
Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash
Zhang, Caibin
;
Liang, Zhibin
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413423
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