//--> //--> //-->
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
~person:"Delong, Łukasz"
~person:"Elliott, Robert J."
~subject:"Finanzmathematik"
~type_genre:"Article in journal"
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_exact:"Mathematical finance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finanzmathematik
Mathematical finance
6
Hedging
4
Portfolio selection
4
Portfolio-Management
4
Actuarial mathematics
3
Lebensversicherung
3
Life insurance
3
Option pricing theory
3
Optionspreistheorie
3
Versicherungsmathematik
3
Analysis
2
CAPM
2
Firm valuation
2
Martingal
2
Martingale
2
Mathematical analysis
2
Optimal quadratic hedging
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Unternehmensbewertung
2
Actuarial valuation
1
Anlageverhalten
1
Applied mathematical finance
1
Arbitrage
1
Arbitrage relationship
1
Außenwirtschaftspolitik
1
Backward stochastic differential equations
1
Behavioural finance
1
Best estimate
1
EU-Versicherungsrecht
1
European insurance law
1
Fair valuation
1
Foreign economic policy
1
Incomplete market
1
Lévy Clayton copula
1
Lévy process
1
Market-consistent valuation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Lehrbuch
3
Textbook
3
Aufsatzsammlung
2
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Rezension
1
more ...
less ...
Language
All
English
6
Author
All
Delong, Łukasz
Elliott, Robert J.
Velupillai, Kumaraswamy
9
Young, Virginia R.
8
LeBlanc, Larry J.
5
Zhang, Zhimin
5
Barigou, Karim
4
Bayraktar, Erhan
4
Clare, Andrew D.
4
Den Haan, Wouter J.
4
Dhaene, Jan
4
Estrada, Mario Arturo Ruiz
4
Jovanovic, Franck
4
Molent, Andrea
4
Pareto, Vilfredo
4
Baker, Kenneth R.
3
Boom, Anton Hermanus van der
3
Ciecka, James E.
3
Date, Paresh
3
Devolder, Pierre
3
Feng, Runhuan
3
Frittelli, Marco
3
Gaillardetz, Patrice
3
Grattan-Guinness, Ivor
3
Grift, Frederik van der
3
Jang, Chul
3
Jones, Bruce L.
3
Kupper, Michael
3
Landriault, David
3
Li, Jinzhu
3
Li, Shuanming
3
Lu, Yi
3
Maniezzo, Vittorio
3
Owadally, Iqbal
3
Powell, Stephen G.
3
Ross, Matthew M.
3
Schinckus, Christophe
3
Schoutens, Wim
3
Valdés Prieto, Salvador
3
Willmot, Gordon E.
3
Yang, Hailiang
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Astin bulletin : the journal of the International Actuarial Association
1
Bank i kredyt
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
3
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
4
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
5
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
Delong, Łukasz
- In:
Bank i kredyt
42
(
2011
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10008906090
Saved in:
6
Mean-variance optimization problems for an accumulation phase in a defined benefit plan
Delong, Łukasz
;
Gerrard, Russell
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 107-118
Persistent link: https://www.econbiz.de/10003681678
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->