//--> //--> //--> //-->
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
~isPartOf:"Advancement in business analytics tools for higher financial performance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research paper series"
~subject:"Portfolio selection"
~subject:"Risk model"
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:"Bernoulli process"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk model
Stochastic process
316
Stochastischer Prozess
316
Theorie
169
Theory
169
Portfolio-Management
92
Option pricing theory
80
Optionspreistheorie
80
Risk
52
Risiko
49
Volatility
48
Volatilität
48
Mortality
42
Sterblichkeit
42
Risikomodell
39
Lebensversicherung
38
Life insurance
38
Control theory
33
Kontrolltheorie
33
Reinsurance
31
Rückversicherung
31
Finanzmathematik
29
Mathematical finance
29
Dividend
26
Dividende
26
Risikomanagement
26
Risk management
26
Interest rate
25
Markov chain
25
Markov-Kette
25
Probability theory
25
Wahrscheinlichkeitsrechnung
25
Zins
25
Actuarial mathematics
23
Versicherungsmathematik
23
Stochastic control
22
Pension fund
21
Pensionskasse
21
Risikomaß
18
more ...
less ...
Online availability
All
Undetermined
63
Free
2
Type of publication
All
Article
120
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
119
Aufsatz in Zeitschrift
119
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
122
Author
All
Liang, Zongxia
8
Guan, Guohui
6
Young, Virginia R.
5
Zeng, Yan
4
Bayraktar, Erhan
3
Li, Zhongfei
3
Lu, Yi
3
Shen, Yang
3
Trufin, Julien
3
Weng, Chengguo
3
Bacinello, Anna Rita
2
Brachetta, M.
2
Cai, Jun
2
Ceci, C.
2
Chen, An
2
Chi, Yichun
2
Cossette, Hélène
2
Kim, So-Yeun
2
Korn, Ralf
2
Laeven, Roger J. A.
2
Landriault, David
2
Li, Danping
2
Liang, Xiaoqing
2
Lin, X. Sheldon
2
Luo, Xiaolin
2
Marceau, Etienne
2
Shevchenko, Pavel V.
2
Vigna, Elena
2
Wang, Ning
2
Wang, Suxin
2
Wen, Yuzhen
2
Wong, Hoi Ying
2
Yao, Haixiang
2
Yin, Chuancun
2
Zhang, Zhimin
2
Alia, Ishak
1
Angoshtari, Bahman
1
Badaoui, Mohamed
1
Bai, Lihua
1
Barth, Andrea
1
more ...
less ...
Published in...
All
Advancement in business analytics tools for higher financial performance
Decisions in economics and finance : DEF ; a journal of applied mathematics
Insurance / Mathematics & economics
Research paper series
European journal of operational research : EJOR
63
International journal of theoretical and applied finance
54
Finance and stochastics
42
Quantitative finance
36
Risks : open access journal
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Journal of economic dynamics & control
25
Mathematical methods of operations research
25
Scandinavian actuarial journal
23
Journal of mathematical finance
21
Applied mathematical finance
20
Annals of finance
19
Finance research letters
18
Journal of banking & finance
17
International journal of financial engineering
16
Mathematics and financial economics
16
Computational economics
14
Journal of risk and financial management : JRFM
13
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Research paper series / Swiss Finance Institute
11
Astin bulletin : the journal of the International Actuarial Association
10
Computational Management Science : CMS
10
IMA journal of management mathematics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematics of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Swiss Finance Institute Research Paper
9
Operations research letters
8
Economic modelling
7
SpringerLink / Bücher
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of computational finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion paper / Tinbergen Institute
6
Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
6
Review of derivatives research
6
Annals of operations research
5
Applied economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
2
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
3
Fixed point theory and insurance loss modeling : an unlikely pairing
Sakib, S. M. Nazmuz
- In:
Advancement in business analytics tools for higher …
,
(pp. 129-153)
.
2023
Persistent link: https://www.econbiz.de/10014364757
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
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
6
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:
7
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
8
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
9
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
10
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->