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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Hedging"
~subject:"Realer-Konjunkturzyklus-Theorie"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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Hedging
Realer-Konjunkturzyklus-Theorie
Wirtschaftswachstum
Mortality
35
Sterblichkeit
35
Lebensversicherung
26
Life insurance
26
Theorie
26
Theory
26
Risikomanagement
23
Risk management
23
Portfolio selection
22
Portfolio-Management
22
Option pricing theory
21
Optionspreistheorie
21
Risikomodell
21
Risk model
21
Risiko
15
Risk
15
Stochastic process
14
Stochastischer Prozess
14
Longevity risk
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Derivat
7
Derivative
7
Finanzmathematik
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Mathematical finance
6
Private Altersvorsorge
6
Private retirement provision
6
Forecasting model
4
Hedge effectiveness
4
Insurance
4
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4
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4
Prognoseverfahren
4
Reinsurance
4
Risikomaß
4
Risk measure
4
Rückversicherung
4
Variable annuities
4
Variable annuity
4
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4
Volatilität
4
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Aufsatz in Zeitschrift
Dissertation u.a. Prüfungsschriften
Article in journal
68
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English
68
Author
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Li, Johnny Siu-Hang
8
Liu, Yanxin
4
Sherris, Michael
4
Dhaene, Jan
3
MacMinn, Richard D.
3
Regis, Luca
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
Barigou, Karim
2
Ceci, Claudia
2
Chen, Ze
2
Chiu, Mei Choi
2
Colaneri, Katia
2
Cretarola, Alessandra
2
Delong, Łukasz
2
Feng, Runhuan
2
Ignatieva, Ekaterina
2
Li, Jackie
2
Lin, Tzuling
2
Loisel, Stéphane
2
Luciano, Elisa
2
Melʹnikov, Aleksandr V.
2
Wang, Ling
2
Weng, Chengguo
2
Young, Virginia R.
2
Zhou, Kenneth Q.
2
Balasooriya, Uditha
1
Bayraktar, Erhan
1
Bensusan, Harry
1
Bernard, Carole
1
Boonen, Tim J.
1
Bravo, Jorge Miguel Ventura
1
Börger, Matthias
1
Cairns, Andrew
1
Carbonneau, Alexandre
1
Carr, Peter
1
Chan, Wai-Sum
1
Chen, Bingzheng
1
Chen, Hua
1
Chi, Yichun
1
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Insurance / Mathematics & economics
The journal of futures markets
317
Energy economics
125
Journal of banking & finance
116
International journal of theoretical and applied finance
115
Finance research letters
105
International review of economics & finance : IREF
80
International review of financial analysis
80
Economic modelling
78
Finance and stochastics
73
Applied economics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
62
The review of financial studies
56
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of economic dynamics & control
52
Journal of multinational financial management
52
Applied mathematical finance
50
The journal of finance : the journal of the American Finance Association
47
European journal of operational research : EJOR
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Economics letters
44
The European journal of finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Applied economics letters
40
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
Risks : open access journal
39
Journal of international financial markets, institutions & money
38
Research in international business and finance
38
Applied financial economics
37
Journal of international money and finance
37
Journal of risk and financial management : JRFM
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
American journal of agricultural economics
31
The journal of corporate finance : contracting, governance and organization
31
Journal of empirical finance
29
Pacific-Basin finance journal
29
The journal of risk and insurance : the journal of the American Risk and Insurance Association
29
Review of derivatives research
28
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ECONIS (ZBW)
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1
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
2
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
3
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
4
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
5
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
6
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
7
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
8
Time-consistent longevity hedging with long-range dependence
Wang, Ling
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
Saved in:
9
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:
10
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
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