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Search: "Hedging"
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Hedging
68
Mortality
35
Sterblichkeit
35
Lebensversicherung
26
Life insurance
26
Theorie
26
Theory
26
Risikomanagement
23
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23
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Derivat
7
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7
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68
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68
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68
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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
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1
Börger, Matthias
1
Cairns, Andrew
1
Carbonneau, Alexandre
1
Carr, Peter
1
Chan, Wai-Sum
1
Chen, Bingzheng
1
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1
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Insurance / Mathematics & economics
The journal of futures markets
326
Energy economics
118
International journal of theoretical and applied finance
118
Finance research letters
113
Journal of banking & finance
113
International review of financial analysis
89
International review of economics & finance : IREF
82
Finance and stochastics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
62
Applied economics
58
Economic modelling
56
The review of financial studies
55
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
Journal of multinational financial management
50
European journal of operational research : EJOR
49
The journal of finance : the journal of the American Finance Association
48
International Journal of Theoretical and Applied Finance (IJTAF)
46
Journal of economic dynamics & control
46
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Finance and Stochastics
41
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Research in international business and finance
37
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
The journal of corporate finance : contracting, governance and organization
32
Journal of Risk Finance
29
The journal of risk and insurance : the journal of the American Risk and Insurance Association
29
Journal of empirical finance
28
Pacific-Basin finance journal
28
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ECONIS (ZBW)
68
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1
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68
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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
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
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
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:
8
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:
9
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:
10
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:
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