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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~subject:"Optionspreistheorie"
~subject:"Pensionskasse"
~type_genre:"Article in journal"
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Optionspreistheorie
Pensionskasse
Risikomanagement
216
Risk management
216
Theorie
202
Theory
202
Risiko
123
Risk
123
Portfolio selection
112
Portfolio-Management
112
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98
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97
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87
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87
Insurance
85
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81
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47
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41
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41
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39
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39
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36
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36
Mortality
31
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25
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Probability theory
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Capital allocation
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Option pricing theory
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Value-at-Risk
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Article in journal
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Plat, Richard
3
Josa-Fombellida, Ricardo
2
Aase Nielsen, Jørgen
1
Ai, Jing
1
Başoğlu, İsmail
1
Bensusan, Harry
1
Bertschi, Ljudmila
1
Boado-Penas, M. Carmen
1
Bosserhoff, Frank
1
Brinker, Leonie V.
1
Brockett, Patrick L.
1
Broeders, Dirk
1
Budhi Arta Surya
1
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1
Chen, An
1
Cox, Samuel H.
1
Eisenberg, Julia
1
El Karoui, Nicole
1
Feng, Runhuan
1
Hadjiliadis, Olympia
1
Hainaut, Donatien
1
Jacobson, Allen F.
1
Korn, Ralf
1
Leung, Tim
1
Li, Zhongfei
1
Lin, Yijia
1
Loisel, Stéphane
1
Lu, Yi
1
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1
Matsui, Muneya
1
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1
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1
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1
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1
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1
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Insurance / Mathematics & economics
Applied economics
6
Journal of economics & business
6
Advances in Pacific Basin business, economics, and finance
5
International business and economics research journal
5
Journal of business economics and management
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of business & economics research
4
Journal of financial economics
4
Journal of pension economics and finance
4
Quarterly journal of business and economics : QJBE
4
Energy economics
3
Scientific Annals of Economics and Business
3
Advances in Pacific Basin business, economics and finance
2
Annual review of financial economics
2
Contemporary economics
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Economics and business review
2
European journal of operational research : EJOR
2
Global business & economics review
2
International journal of economics and business research
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of accounting & economics
2
Journal of international business and economics : JIBE
2
Liiketaloudellinen aikakauskirja
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
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African journal of business and economic research : AJBER
1
American business law journal
1
American journal of agricultural economics
1
Annals of economics and finance
1
Applied economics letters
1
Applied mathematical finance
1
Australasian accounting business and finance journal : AABF
1
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
1
Business economics : the journal of the National Association for Business Economists
1
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1
The
economics
of sharing macro-longevity risk
Broeders, Dirk
;
Mehlkopf, Roel
;
Ool, Annick van
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 440-458
Persistent link: https://www.econbiz.de/10012649242
Saved in:
2
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
3
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:
4
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:
5
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:
6
Time consistent pension funding in a defined benefit pension plan with non-constant discounting
Josa-Fombellida, Ricardo
;
Navas, Jorge
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 142-153
Persistent link: https://www.econbiz.de/10012419190
Saved in:
7
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:
8
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:
9
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:
10
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin
;
Lu, Yi
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
Saved in:
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