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~isPartOf:"Scandinavian actuarial journal"
~subject:"Deutschland"
~subject:"Option pricing theory"
~subject:"Versicherungsmathematik"
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Deutschland
Option pricing theory
Versicherungsmathematik
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14
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8
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Scandinavian actuarial journal
Insurance / Mathematics & economics
102
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
27
Risks : open access journal
24
The journal of risk and insurance : the journal of the American Risk and Insurance Association
24
SpringerLink / Bücher
19
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
17
The journal of computational finance
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International series on actuarial science
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
14
Universitext
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Wiley finance series
13
A Chapman & Hall book
12
Astin bulletin : the journal of the International Actuarial Association
12
Discussion paper / The Pensions Institute, Cass Business School, City University
11
Springer-Lehrbuch
11
British actuarial journal : incorporating journal of the Institute of Actuaries and transactions of the Faculty of Actuaries
10
Chapman & Hall/CRC financial mathematics series
10
Wiley series in probability and statistics
10
Springer finance
9
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
9
Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
9
ifa-Schriftenreihe
9
Finance and stochastics
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International journal of financial engineering
8
ASTIN bulletin : the journal of the International Actuarial Association
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MEA discussion papers
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Schriftenreihe angewandte Versicherungsmathematik
7
Europäische Hochschulschriften / 5
6
International journal of theoretical and applied finance
6
Journal of mathematical finance
6
Lehrbuch
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
6
Reihe: Versicherungswirtschaft
6
The Geneva papers on risk and insurance theory
6
AFI
5
Assurances et gestion des risques : revue trimestrielle
5
CESifo working papers
5
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ECONIS (ZBW)
16
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1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
2
Actuarial pricing with financial methods
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
Saved in:
3
Actuarial-consistency and two-step actuarial valuations : a new paradigm to insurance valuation
Barigou, Karim
;
Linders, Daniël
;
Yang, Fan
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 191-217
Persistent link: https://www.econbiz.de/10014325043
Saved in:
4
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance
Haçarız, Oytun
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 94-114
Persistent link: https://www.econbiz.de/10012872651
Saved in:
5
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
6
Time-consistent and market-consistent actuarial valuation of the participating pension contract
Salahnejhad Ghalehjooghi, Ahmad
;
Pelsser, Antoon André Jean
- In:
Scandinavian actuarial journal
2021
(
2021
)
4
,
pp. 266-294
Persistent link: https://www.econbiz.de/10012515734
Saved in:
7
Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 718-735
Persistent link: https://www.econbiz.de/10012313725
Saved in:
8
Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 904-933
Persistent link: https://www.econbiz.de/10012313747
Saved in:
9
Periodic threshold-type dividend strategy in the compound Poisson risk model
Cheung, Eric C. K.
;
Zhang, Zhimin
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012194926
Saved in:
10
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
Cheung, Eric C. K.
;
Feng, Runhuan
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 355-386
Persistent link: https://www.econbiz.de/10012194956
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