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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Dynamisches Gleichgewicht"
~subject:"Erwartungsbildung"
~subject:"Mathematical programming"
~subject:"Theorie"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Dynamisches Gleichgewicht
Erwartungsbildung
Mathematical programming
Theorie
VAR-Modell
Markov chain
97
Markov-Kette
97
Theory
51
Stochastic process
23
Stochastischer Prozess
23
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Lebensversicherung
9
Life insurance
9
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
9
Portfolio-Management
9
Bayes-Statistik
8
Bayesian inference
8
Dynamic game
8
Dynamisches Spiel
8
Estimation
7
Risiko
7
Risikomodell
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Risk
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Risk model
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Schätzung
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USA
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United States
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Finanzmathematik
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Game theory
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Mathematical finance
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Probability theory
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Spieltheorie
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Wahrscheinlichkeitsrechnung
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Esscher transform
5
Mortality
5
Regime-switching
5
Sterblichkeit
5
Volatility
5
Volatilität
5
Cox process
4
Markov chain Monte Carlo
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54
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Badescu, Andrei L.
2
Cheung, Eric C. K.
2
Colaneri, Katia
2
Doraszelski, Ulrich
2
Feng, Runhuan
2
Foroni, Claudia
2
Jang, Jiwook
2
Landriault, David
2
Marcellino, Massimiliano
2
Yang, Hailiang
2
Abbring, Jaap H.
1
Ahmad, Jamaal
1
Ahn, Soohan
1
Artis, Michael J.
1
Avanzi, Benjamin
1
Bianchi, Francesco
1
Bilbiie, Florin Ovidiu
1
Bladt, Mogens
1
Borkovsky, Ron N.
1
Campbell, Jeffrey R.
1
Canova, Fabio
1
Casarin, Roberto
1
Ceci, Claudia
1
Chen, Fen
1
Chen, Xu
1
Christiansen, Marcus C.
1
Ciccarelli, Matteo
1
Cretarola, Alessandra
1
Dassios, Angelos
1
Denuit, Michel
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Dhaene, Jan
1
Djehiche, Boualem
1
Dong, Alice X. D.
1
Dueker, Michael
1
Escobar, Juan
1
Fabra, Natalia
1
Fang, Jun
1
Fard, Farzad Alavi
1
Foerster, Andrew
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Frey, Rüdiger
1
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Discussion paper / Centre for Economic Policy Research
Insurance / Mathematics & economics
European journal of operational research : EJOR
142
Journal of econometrics
72
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
50
Journal of economic dynamics & control
50
Operations research letters
49
International journal of production research
47
Mathematics of operations research
44
Operations research
43
Economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economic modelling
37
Journal of economic theory
35
Risks : open access journal
34
International journal of production economics
30
International journal of theoretical and applied finance
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Computers & operations research : and their applications to problems of world concern ; an international journal
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Finance and stochastics
26
Macroeconomic dynamics
25
Computational economics
24
International journal of forecasting
24
Working paper
22
Journal of forecasting
21
Quantitative finance
20
Applied economics
19
Econometric reviews
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of banking & finance
17
Journal of empirical finance
17
Working paper / National Bureau of Economic Research, Inc.
17
Working papers
17
Economic theory : official journal of the Society for the Advancement of Economic Theory
16
Operational research : an international journal
15
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal
;
Bladt, Mogens
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 50-69
Persistent link: https://www.econbiz.de/10014466204
Saved in:
2
A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
3
Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
Colaneri, Katia
;
Frey, Rüdiger
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 498-507
Persistent link: https://www.econbiz.de/10012793939
Saved in:
4
A fractional multi-states model for insurance
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 120-132
Persistent link: https://www.econbiz.de/10012545276
Saved in:
5
Copula-based Markov process
Fang, Jun
;
Jiang, Fan
;
Liu, Yong
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
Saved in:
6
An IBNR–RBNS insurance risk model with marked Poisson arrivals
Ahn, Soohan
;
Badescu, Andrei L.
;
Cheung, Eric C. K.
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011825342
Saved in:
7
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
8
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
9
Banach Contraction Principle and ruin probabilities in regime-switching models
Gajek, Lesław
;
Rudź, Marcin
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011872912
Saved in:
10
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
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