//--> //--> //-->
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:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Aase Nielsen, Jørgen"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Mortality
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Sterblichkeit
2
Yield curve
2
Zinsstruktur
2
2003
1
Actuarial mathematics
1
Aktienmarkt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Basel Accord
1
Basel III rules
1
Basler Akkord
1
Best estimate of liabilities (BEL)
1
Comparison
1
Constrained portfolio choice
1
Cox-Ingersoll-Ross (CIR) model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Economy of time
1
Forecast
1
Forecasting model
1
Garantie
1
Global Systemically Important Financial Institutions
1
Intensity-based models
1
Interest rate derivative
1
Kreditderivat
1
Kreditrisiko
1
Lebensversicherung
1
Life insurance
1
Linear sharing rules
1
Merton model
1
New York
1
Pareto efficiency
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Language
All
English
Author
All
Aase Nielsen, Jørgen
Fabozzi, Frank J.
Young, Virginia R.
28
Denuit, Michel
22
Haberman, Steven
22
Liang, Zongxia
22
Landriault, David
21
Dhaene, Jan
20
Cheung, Ka Chun
19
Sherris, Michael
18
Chi, Yichun
17
Guillén, Montserrat
17
Zeng, Yan
17
Yang, Hailiang
16
Cheung, Eric C. K.
15
Hainaut, Donatien
15
Landsman, Zinoviy
15
Li, Zhongfei
15
Shen, Yang
15
Siu, Tak Kuen
15
Tan, Ken Seng
15
Albrecher, Hansjörg
14
Laeven, Roger J. A.
14
Li, Johnny Siu-Hang
14
Madan, Dilip B.
14
Tang, Qihe
14
Wang, Ruodu
14
Willmot, Gordon E.
14
Avanzi, Benjamin
13
Boonen, Tim J.
13
Cossette, Hélène
13
Gerber, Hans U.
13
Wong, Hoi Ying
13
Chen, An
12
Feng, Runhuan
12
Furman, Edward
12
Gatzert, Nadine
12
Li, Shuanming
12
Loisel, Stéphane
12
Wong, Bernard
12
Wüthrich, Mario V.
12
Yam, Sheung Chi Phillip
12
more ...
less ...
Published in...
All
Annals of finance
Insurance / Mathematics & economics
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
11
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Applied mathematical finance
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of financial and quantitative analysis : JFQA
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
2
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
3
How suboptimal are linear sharing rules?
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
- In:
Annals of finance
12
(
2016
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10011555710
Saved in:
4
A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10009501697
Saved in:
5
Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo
;
Giacometti, Rosella
;
Ortobelli, Sergio
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009157445
Saved in:
6
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
Saved in:
7
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
8
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->