//--> //--> //-->
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:"Applied Economics Letters"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Pelsser, Antoon André Jean"
~subject:"Volatility"
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: economics
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
3
Stochastischer Prozess
3
Altersvorsorge
2
Interest rate
2
Lebensversicherung
2
Life insurance
2
Pension fund
2
Pensionskasse
2
Retirement provision
2
Volatilität
2
Zins
2
ALM
1
Actuarial mathematics
1
Actuarial valuation
1
Analysis
1
Backward iteration
1
Betriebliche Altersversorgung
1
Betriebliche Liquidität
1
Capital income
1
Capital requirement
1
Collective defined-contribution and hybrid pension funds
1
Contribution
1
Control theory
1
Corporate liquidity
1
Defined-benefit
1
Dividend
1
Dividende
1
Dutch collective pension plan
1
EU-Versicherungsrecht
1
European insurance law
1
Explicit finite difference method
1
Gesetzliche Rentenversicherung
1
Großbritannien
1
HJB equation
1
Holistic balance sheet
1
Infinitesimal generator
1
Insurance
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Pelsser, Antoon André Jean
Li, Zhongfei
3
Liang, Zongxia
3
Wong, Hoi Ying
3
Chi, Yichun
2
Godin, Frédéric
2
Guan, Guohui
2
Hainaut, Donatien
2
Lin, X. Sheldon
2
Trottier, Denis-Alexandre
2
Zeng, Yan
2
van Haastrecht, Alexander
2
A, Chunxiang
1
Badaoui, Mohamed
1
Bao Doan
1
Barsotti, Flavia
1
Bayraktar, Erhan
1
Bo, Lijun
1
Bragt, David D. B. van
1
Brignone, Riccardo
1
Bégin, Jean-François
1
Chan, Chun Man
1
Chavez-Demoulin, Valérie
1
Cui, Zhenyu
1
Deelstra, Griselda
1
Dowling, Michael M.
1
Enninful, Kwesi
1
Fard, Farzad Alavi
1
Feng, Runhuan
1
Fernández, Begoña
1
Fusai, Gianluca
1
Gao, Quansheng
1
Goudenège, Ludovic
1
Grzelak, Lech A.
1
Guambe, Calisto
1
Guillou, Armelle
1
Higashi, Masato
1
Hu, Chengjun
1
Hu, Xueying
1
Jaimungal, Sebastian
1
more ...
less ...
Published in...
All
Applied Economics Letters
Insurance / Mathematics & economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander
;
Plat, Richard
;
Pelsser, …
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10008747073
Saved in:
2
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, Alexander
;
Lord, Roger
;
Pelsser, Antoon …
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 436-448
Persistent link: https://www.econbiz.de/10009517550
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->