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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~subject:"Lebensversicherung"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
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Lebensversicherung
Optionspreistheorie
Risikomanagement
216
Risk management
216
Theorie
202
Theory
202
Risiko
123
Risk
123
Portfolio selection
112
Portfolio-Management
112
Risk measure
98
Risikomaß
97
Risikomodell
87
Risk model
87
Insurance
85
Versicherung
81
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47
Messung
47
Reinsurance
41
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41
Statistical distribution
39
Statistische Verteilung
39
Stochastic process
36
Stochastischer Prozess
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Mortality
31
Sterblichkeit
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Hedging
25
Multivariate Verteilung
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Multivariate distribution
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Life insurance
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Probability theory
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Wahrscheinlichkeitsrechnung
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Capital allocation
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Option pricing theory
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Pension fund
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Value-at-Risk
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Article in journal
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Sherris, Michael
4
Cox, Samuel H.
2
Gatzert, Nadine
2
Lin, Yijia
2
Aase Nielsen, Jørgen
1
Başoğlu, İsmail
1
Bensusan, Harry
1
Bohnert, Alexander
1
Bosserhoff, Frank
1
Boyer, Martin
1
Bravo, Jorge Miguel Ventura
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Bruszas, Sandy
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Budhi Arta Surya
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Cairns, Andrew
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Carbonneau, Alexandre
1
Eckert, Johanna
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El Karoui, Nicole
1
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1
Feng, Runhuan
1
Fung, Man Chung
1
Hadjiliadis, Olympia
1
Hainaut, Donatien
1
Hanewald, Katja
1
Havrylenko, Yevhen
1
Ignatieva, Ekaterina
1
Karabey, Uǧur
1
Kaschützke, Barbara
1
Kleinow, Torsten
1
Kschonnek, Michel
1
Leung, Tim
1
Li, Johnny Siu-Hang
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Li, Zhongfei
1
Lin, Tzuling
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1
Luciano, Elisa
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1
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1
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Insurance / Mathematics & economics
Journal of economics & business
6
Economics and business review
5
International business and economics research journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Advances in Pacific Basin business, economics, and finance
4
Energy economics
4
International journal of economics and business research
4
Scientific Annals of Economics and Business
4
Applied economics
3
Cogent economics & finance
3
International journal of business and economics
3
International journal of the economics of business
3
Journal of business & economics research
3
Quarterly journal of business and economics : QJBE
3
The empirical economics letters : a monthly international journal of economics
3
Advances in Pacific Basin business, economics and finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
2
European journal of operational research : EJOR
2
Indian journal of economics & business : IJEB
2
International review of economics & finance : IREF
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of business economics and management
2
Journal of financial economics
2
Journal of international business and economics : JIBE
2
Revista brasileira de economia de empresas : publicação semestral do Programa de Pós-Graduação Stricto Sensu em Economia da Universidade Católica de Brasília
2
Revista de métodos cuantitativos para la economía y la empresa
2
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
The journal of real estate finance and economics
2
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
2
African journal of business and economic research : AJBER
1
American business review
1
American journal of agricultural economics
1
Annals of economics and finance
1
Annals of public and cooperative economics
1
Annual review of financial economics
1
Applied economics letters
1
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ECONIS (ZBW)
33
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1
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
2
A self-exciting threshold jump-diffusion model for option valuation
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
Saved in:
3
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
4
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
5
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
6
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
7
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
8
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
9
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
10
Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura
;
Mekkaoui-de Freitas, Najat el-
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
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