//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Asymptotic analysis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asymptotic analysis
5
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Theory
5
Asymptotic (in)dependence
1
Basel Accord
1
Basler Akkord
1
Classical risk model
1
Credit contagion
1
Credit risk
1
Default probability
1
Diffusion approximation
1
Diffusion perturbation
1
Diversification
1
Erwartungsnutzen
1
Expected utility
1
Financial services
1
Finanzdienstleistung
1
Insolvency
1
Insolvenz
1
Kreditrisiko
1
Loss given default
1
Low-default portfolio
1
Magnus expansion
1
Mathematical programming
1
Mathematische Optimierung
1
Mean-variance optimisation
1
Multivariate regularly variation
1
Nutzen
1
Optimal reinsurance
1
Portfolio optimization
1
Power utility
1
Probability of ruin
1
Probability theory
1
Proportional transaction costs
1
Reinsurance
1
Risikomanagement
1
Risikomaß
1
Risikomodell
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chen Zhou
1
Cui, Hengxin
1
Fahrenwaldt, Matthias
1
Liang, Xiaoqing
1
Liang, Zhibin
1
Liu, Cong
1
Sun, Chaofan
1
Tan, Ken Seng
1
Wei, Li
1
Yang, Fan
1
Young, Virginia R.
1
Yuan, Zhongyi
1
Zheng, Harry
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Operations research
14
Management Science
7
Operations research letters
7
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Manufacturing & service operations management : M & SOM
5
Finance and Stochastics
4
Ross School of Business working paper series
4
International Journal of Game Theory
3
Mathematics of operations research
3
Statistics & Probability Letters
3
Finance and stochastics
2
Foundations and Trends(R) in Econometrics
2
INFORMS journal on computing : JOC
2
International journal of theoretical and applied finance
2
Manufacturing & Service Operations Management
2
Mathematical methods of operations research : ZOR
2
Metrika
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Serie Research Memoranda
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied Mathematical Finance
1
Asia-Pacific Journal of Operational Research (APJOR)
1
CEPR Discussion Papers
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Documents de Travail
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Economics Letters
1
Economics letters
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
IRTG 1792 Discussion Paper
1
Insurance: Mathematics and Economics
1
International journal of financial engineering
1
International journal of production research
1
Journal of Artificial Societies and Social Simulation
1
Journal of Global Optimization
1
Journal of Multivariate Analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic
analysis
of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
2
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
3
Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias
;
Sun, Chaofan
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
Saved in:
4
Asymptotic
analysis
for target asset portfolio allocation with small transaction costs
Liu, Cong
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 59-68
Persistent link: https://www.econbiz.de/10011442683
Saved in:
5
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->