//--> //--> //--> //-->
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:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
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: isPartOf:"Research Paper Series"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
42
Theory
42
Option pricing theory
21
Optionspreistheorie
21
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Risikomodell
11
Risk model
11
Yield curve
11
Zinsstruktur
11
Stochastic process
9
Stochastischer Prozess
9
Statistical distribution
8
Statistische Verteilung
8
Actuarial mathematics
7
Versicherungsmathematik
7
Derivat
6
Derivative
6
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Finanzmathematik
5
Mathematical finance
5
USA
5
United States
5
Dividend
4
Dividende
4
Insolvency
4
Insolvenz
4
Interest rate derivative
4
Option trading
4
Optionsgeschäft
4
Risiko
4
Risk
4
Swap
4
Volatility
4
Volatilität
4
Zinsderivat
4
Currency derivative
3
Forecasting model
3
Hedging
3
more ...
less ...
Online availability
All
Free
55
Type of publication
All
Book / Working Paper
81
Type of publication (narrower categories)
All
Arbeitspapier
81
Working Paper
81
Graue Literatur
79
Non-commercial literature
79
Language
All
English
81
Author
All
Joshi, Mark S.
31
Li, Shuanming
18
Dickson, David C. M.
11
Wu, Xueyuan
8
Chao Yang
6
Dufresne, Daniel
6
Taylor, Greg
6
Beveridge, Christopher
5
Chan, Jiun Hong
5
Lu, Yi
5
Pitt, David C.
4
CalderĂn-Ojeda, Enrique
2
Denson, Nick
2
FitzHerbert, Richard M.
2
Hariyanto, Evan A.
2
Hipp, Christian
2
Kwok, Chun Fung
2
Li, Jingchao
2
Nie, Ciyu
2
Pitt, David G. W.
2
Tang, Robert
2
Wang, Yan
2
Yin, George
2
Zhuo, Jin
2
Ametrano, Ferdinando M.
1
Beveridge, Chris J.
1
Chan, Juin Hong
1
Chen, Mi
1
Chen, Ting
1
Ching, Stephen
1
Cui, Jisheng
1
Denson, Nicholas
1
Evans, Ashley
1
Fries, Christian P.
1
Guo, Junyi
1
GĂłmez-DĂ©niz, Emilio
1
Kok, Keng Siaw
1
Kwon, Oh Kang
1
Liu, Qing
1
Qian, Guoqi
1
more ...
less ...
Institution
All
Centre for Actuarial Studies
3
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Research paper series / Swiss Finance Institute
1,228
The Warwick Economics Research Paper Series (TWERPS)
939
Swiss Finance Institute Research Paper
625
EERI Research Paper Series
524
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
494
HEC Paris research paper series
392
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
389
Research Paper Series / Finance Discipline Group, Business School
357
Research paper series / Analytical Studies, Statistics Canada
324
EERI research paper series
305
Analytical Studies Branch Research Paper Series
291
Sheffield economic research paper series
289
Research paper series / Stanford Graduate School of Business
285
Andrew Young School of Policy Studies Research Paper Series
272
Swiss Finance Institute Research Paper Series
258
Research paper series / Department for Business Innovation & Skills
197
Research paper series
167
Research paper series / the Department of Economics, Williams College
166
FAME Research Paper Series
164
ADB Institute research paper series
148
Analytical Studies Branch research paper series / Statistics Canada : research paper
141
Research paper series / Thurgau Institute of Economics and Department of Economics at the University of Konstanz
131
WU international taxation research paper series : research papers
125
Research paper / Statistics Canada
123
The University of Auckland Business School Research Paper Series
119
Johnson School Research Paper Series
112
Research paper
108
Riksbank Research Paper Series
104
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
99
Economic Analysis (EA) Research Paper Series
98
FAME research paper series
97
Research paper series / Aston Business School Research Institute
96
TWI Research Paper Series
94
Warwick economic research papers
86
ADBI Research Paper Series
75
Research Paper Series / Gaidar Institute for Economic Policy
74
Research paper series / Graduate School of Business, Stanford University
71
Economic analysis research paper series
66
Law and economics research paper series
64
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling large claims with composite Stoppa models
CalderĂn-Ojeda, Enrique
;
Kwok, Chun Fung
-
2014
Persistent link: https://www.econbiz.de/10011342002
Saved in:
2
On the time and the number of claims when the surplus drops below a certain level
Li, Shuanming
;
Lu, Yi
-
2014
Persistent link: https://www.econbiz.de/10011342003
Saved in:
3
On a discrete-time two level NCD risk model
Wu, Xueyuan
;
Chen, Mi
;
Guo, Junyi
-
2014
Persistent link: https://www.econbiz.de/10011342004
Saved in:
4
Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
-
2014
Persistent link: https://www.econbiz.de/10011342005
Saved in:
5
Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348822
Saved in:
6
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
7
A note on the distribution of the aggregate claim amount at ruin
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
-
2014
Persistent link: https://www.econbiz.de/10010348819
Saved in:
8
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo, Jin
;
Yin, George
;
Wu, Fuke
-
2013
Persistent link: https://www.econbiz.de/10010349104
Saved in:
9
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George
-
2013
Persistent link: https://www.econbiz.de/10010349106
Saved in:
10
The rate of convergence of the two-state lattice model for pricing vanilla options
Joshi, Mark S.
;
Kwok, Chun Fung
-
2013
Persistent link: https://www.econbiz.de/10010349107
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->