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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastic process"
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Stochastic process
Hedging
68
Mortality
35
Sterblichkeit
35
Lebensversicherung
26
Life insurance
26
Theorie
26
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26
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23
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Chiu, Mei Choi
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Feng, Runhuan
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Risk, J.
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
30
Applied mathematical finance
16
Finance and stochastics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Quantitative finance
11
Journal of economic dynamics & control
8
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7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
European journal of operational research : EJOR
7
CoFE discussion papers
6
Computational Management Science : CMS
6
Computational economics
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Risks : open access journal
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of banking & finance
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Advanced mathematical methods for finance
4
Discussion papers of interdisciplinary research project 373
4
International journal of financial engineering
4
Mathematical methods of operations research
4
Omega : the international journal of management science
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
4
The journal of computational finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series
4
Advanced series on statistical science & applied probability
3
Computational management science
3
Discussion paper / Tinbergen Institute
3
IMA journal of management mathematics
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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ECONIS (ZBW)
14
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14
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date (oldest first)
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
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:
3
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:
4
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:
5
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
6
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
Kang, Boda
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011825347
Saved in:
7
Risk reducers in convex order
He, Junnan
;
Tang, Qihe
;
Zhang, Huan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Saved in:
8
On the effectiveness of natural
hedging
for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
9
Pricing and
hedging
basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
10
Statistical emulators for pricing and
hedging
longevity risk products
Risk, J.
;
Ludkovski, M.
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 45-60
Persistent link: https://www.econbiz.de/10011492443
Saved in:
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