//--> //--> //-->
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:"Insurance / Mathematics & economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Viens, Frederi G."
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:"Robuste Statistik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Reinsurance
2
Robust statistics
2
Robustes Verfahren
2
Rückversicherung
2
Ambiguity-Averse Insurer
1
Control theory
1
Incomplete market
1
Insurance
1
Kontrolltheorie
1
Mispricing
1
Optimal investment strategy
1
Option pricing theory
1
Optionspreistheorie
1
Proportional reinsurance
1
Reinsurance and investment strategy
1
Robust control
1
Robust optimal control
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Unvollkommener Markt
1
Utility function
1
Utility maximization
1
Versicherung
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
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
Viens, Frederi G.
Goegebeur, Yuri
2
Gu, Ailing
2
Guan, Guohui
2
Guillou, Armelle
2
Li, Danping
2
Li, Zhongfei
2
Liang, Zongxia
2
Pitselis, Georgios
2
Yao, Haixiang
2
Zeng, Yan
2
Ahn, Hyungtaik
1
Asimit, Alexandru V.
1
Badounas, Ioannis
1
Bellini, Fabio
1
Birghila, Corina
1
Bollerslev, Tim
1
Bonhomme, Stéphane
1
Cai, Jun
1
Cameron, Adrian Colin
1
Chaves, Leonardo Salim Saker
1
Chen, Bingzheng
1
Chen, Qian
1
Chen, Zhiping
1
Cooley, Daniel
1
Dutang, Christophe
1
Fang, Yan
1
Gelbach, Jonah B.
1
Grigoriadou, Vasiliki
1
Gómez-Déniz, Emilio
1
Hill, Jonathan B.
1
Honoré, Bo E.
1
Hu, Jiaqi
1
Hu, Junlei
1
Hu, Luojia
1
Hunt, Andrew
1
Ichimura, Hidehiko
1
Jiang, Guohua
1
Judge, George G.
1
Kang, Zhilin
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->