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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Risk management"
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Search: subject_exact:"Commodity hedging"
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Option pricing theory
Optionspreistheorie
Risk management
Hedging
68
Mortality
35
Sterblichkeit
35
Lebensversicherung
26
Life insurance
26
Theorie
26
Theory
26
Risikomanagement
23
Portfolio selection
22
Portfolio-Management
22
Risikomodell
21
Risk model
21
Risiko
15
Risk
15
Stochastic process
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Stochastischer Prozess
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Longevity risk
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Derivat
7
Derivative
7
Finanzmathematik
6
Mathematical finance
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Private Altersvorsorge
6
Private retirement provision
6
Forecasting model
4
Hedge effectiveness
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Insurance
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Interest rate
4
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Prognoseverfahren
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Reinsurance
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Risikomaß
4
Risk measure
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4
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4
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English
41
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Li, Johnny Siu-Hang
5
Sherris, Michael
4
Ziveyi, Jonathan
3
Delong, Łukasz
2
Dhaene, Jan
2
Feng, Runhuan
2
Ignatieva, Ekaterina
2
Li, Jackie
2
Liu, Yanxin
2
Loisel, Stéphane
2
MacMinn, Richard D.
2
Melʹnikov, Aleksandr V.
2
Regis, Luca
2
Weng, Chengguo
2
Zhou, Kenneth Q.
2
Balasooriya, Uditha
1
Barigou, Karim
1
Bensusan, Harry
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Bravo, Jorge Miguel Ventura
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Börger, Matthias
1
Carbonneau, Alexandre
1
Chen, Bingzheng
1
Chen, Hua
1
Chen, Ze
1
Chi, Yichun
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Chong, Wing Fung
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
66
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
The journal of futures markets
37
Energy economics
33
Finance and stochastics
32
Applied mathematical finance
31
Quantitative finance
30
Finance research letters
27
European journal of operational research : EJOR
25
Risks : open access journal
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Research paper series / Swiss Finance Institute
17
Review of derivatives research
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
15
Journal of economic dynamics & control
15
The European journal of finance
15
NBER working paper series
14
International review of financial analysis
13
Journal of financial economics
13
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
Applied economics
12
Computational economics
11
Journal of risk
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper / National Bureau of Economic Research, Inc.
11
International journal of financial engineering
10
Risk and decision analysis
10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
Journal of risk and financial management : JRFM
9
Wiley finance series
9
Discussion paper / B
8
European financial management : the journal of the European Financial Management Association
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Mathematical methods of operations research
8
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Börger, Matthias
;
Freimann, Arne
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 309-326
Persistent link: https://www.econbiz.de/10012649235
Saved in:
9
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:
10
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
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