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~subject:"Stochastic process"
~subject:"Volatility"
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Search: subject:"Theorie"
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| 4 applied filters
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Stochastic process
Volatility
Theorie
990
Theory
990
Portfolio selection
385
Portfolio-Management
385
Risk
300
Risiko
294
Stochastischer Prozess
248
Risk model
200
Risikomodell
199
Risk measure
188
Risikomaß
187
Risk management
184
Risikomanagement
183
Statistical distribution
149
Statistische Verteilung
149
Mortality
140
Sterblichkeit
140
Option pricing theory
139
Optionspreistheorie
139
Lebensversicherung
135
Life insurance
135
Probability theory
128
Wahrscheinlichkeitsrechnung
128
Reinsurance
127
Rückversicherung
127
Measurement
109
Messung
109
Altersvorsorge
77
Retirement provision
77
Multivariate distribution
71
Multivariate Verteilung
70
Insurance
65
Pension fund
58
Pensionskasse
58
Private Altersvorsorge
58
Private retirement provision
58
Versicherung
58
Actuarial mathematics
55
Versicherungsmathematik
55
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Article in journal
255
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255
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English
255
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Liang, Zongxia
10
Guan, Guohui
7
Hainaut, Donatien
6
Wong, Hoi Ying
6
Bayraktar, Erhan
5
Li, Zhongfei
5
Shen, Yang
5
Siu, Tak Kuen
5
Yang, Hailiang
5
Young, Virginia R.
5
Zeng, Yan
5
Landriault, David
4
Li, Xiaohu
4
Pelsser, Antoon André Jean
4
Weng, Chengguo
4
Yamazaki, Kazutoshi
4
Zhuo, Jin
4
Avanzi, Benjamin
3
Cai, Jun
3
Chen, Ping
3
Eisenberg, Julia
3
Hu, Yijun
3
Li, Bin
3
Li, Shuanming
3
Lu, Yi
3
Pérez, José-Luis
3
Shevchenko, Pavel V.
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Bo, Lijun
2
Brachetta, M.
2
Ceci, C.
2
Chi, Yichun
2
Chiu, Mei Choi
2
Cossette, Hélène
2
Czarna, Irmina
2
Deelstra, Griselda
2
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Insurance / Mathematics & economics
European journal of operational research : EJOR
580
International journal of theoretical and applied finance
377
Journal of econometrics
239
Quantitative finance
232
Journal of banking & finance
221
Finance and stochastics
215
Finance research letters
206
Journal of economic dynamics & control
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Applied mathematical finance
160
Economics letters
155
Computers & operations research : and their applications to problems of world concern ; an international journal
153
Risks : open access journal
152
Operations research
151
Economic modelling
149
Energy economics
141
Operations research letters
141
Computational economics
140
International journal of production research
137
Mathematics of operations research
129
The journal of futures markets
129
The journal of computational finance
128
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of financial economics
119
Journal of empirical finance
116
International review of financial analysis
111
International review of economics & finance : IREF
110
Applied economics
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The European journal of finance
102
International journal of financial engineering
99
Journal of mathematical finance
95
International journal of forecasting
93
Journal of risk and financial management : JRFM
91
Journal of economic theory
88
International journal of production economics
85
Review of derivatives research
85
The review of financial studies
85
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ECONIS (ZBW)
255
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1
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10
of
255
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date (oldest first)
1
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
2
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
3
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
4
On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
5
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
6
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
7
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
8
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
9
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
10
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen
;
Sendova, Kristina P.
;
Li, Zhong
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
Saved in:
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