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~isPartOf:"CentER Discussion Paper Series"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Ambiguity"
~subject:"Portfolio selection"
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Search: subject_exact:"Robuste Statistik"
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Ambiguity
Portfolio selection
Robust statistics
47
Robustes Verfahren
47
Theorie
34
Theory
34
Portfolio-Management
11
Reinsurance
10
Rückversicherung
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Estimation theory
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Robust optimal control
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Messung
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Gu, Ailing
2
Li, Danping
2
Li, Zhongfei
2
Viens, Frederi G.
2
Zeng, Yan
2
Chen, Zhiping
1
Guan, Guohui
1
Knispel, Thomas
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Laeven, Roger J. A.
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Liang, Zongxia
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Mao, Tiantian
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Sun, Zhongyang
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Svindland, Gregor
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Wang, Pei
1
Yang, Peng
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Yao, Haixiang
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1
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CentER Discussion Paper Series
Insurance / Mathematics & economics
European journal of operational research : EJOR
25
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Quantitative finance
11
Economic modelling
7
Finance research letters
7
Journal of economic dynamics & control
7
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7
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6
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The journal of asset management
6
International journal of theoretical and applied finance
5
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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IMA journal of management mathematics
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Mathematical methods of operations research
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OR spectrum : quantitative approaches in management
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Operational research : an international journal
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RAIRO / Operations research
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The European journal of finance
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Asia Pacific financial markets
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Computational Management Science : CMS
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Computational methods in decision-making, economics and finance
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EURO journal on computational optimization
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Netspar academic series
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Omega : the international journal of management science
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
2
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
3
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
4
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
5
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
6
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
7
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
8
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
9
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
Zheng, Xiaoxiao
;
Zhou, Jieming
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 77-87
Persistent link: https://www.econbiz.de/10011457158
Saved in:
10
Pure robust versus robust portfolio unbiased : credibility and asymptotic optimality
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 391-403
Persistent link: https://www.econbiz.de/10009736094
Saved in:
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