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~person:"Løchte Jørgensen, Peter"
~person:"Mahayni, Antje"
~person:"Yang, Hailiang"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Lebensversicherung
27
Life insurance
27
Theorie
17
Theory
16
Optionspreistheorie
10
Option pricing theory
9
Option trading
7
Portfolio-Management
6
Risikomanagement
6
conservative pricing
6
defined-contribution pension plans
6
life-insurance
6
robust hedging
6
uncertain volatility
6
Interest rate
5
Portfolio selection
5
Zins
5
Actuarial mathematics
4
Garantie
4
Risk management
4
Versicherungsmathematik
4
model misspecification
4
model risk
4
Bewertung
3
Denmark
3
Derivatives
3
Dänemark
3
Evaluation
3
Hedging
3
Market value
3
Marktwert
3
Minimum return guarantee
3
Mortality
3
Rendite
3
Sterblichkeit
3
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3
minimum return guarantee
3
Altersvorsorge
2
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English
7
Author
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Løchte Jørgensen, Peter
Mahayni, Antje
Yang, Hailiang
Grosen, Anders
3
Chen, Shi
2
Glazyrina, Anna
2
Jørgensen, Peter Løchte
2
Melʹnikov, Aleksandr V.
2
Aase Nielsen, Jørgen
1
Blake, David
1
Broeders, Dirk
1
Bølviken, Erik
1
Cairns, Andrew
1
Chang, Chuen-Ping
1
Chen, An
1
Colquitt, L. Lee
1
Dawson, Paul
1
Dowd, Kevin
1
Gerber, Hans U.
1
Hoyt, Robert E.
1
Huang, Fu-Wei
1
Häfen, Ole von
1
Klumpes, Paul J. M.
1
Koos, Birgit
1
Lin, Jyh-Jiuan
1
Math, Klaus
1
Prinz, Joachim
1
Proske, Frank
1
Rubtsov, Mark
1
Ruß, Jochen
1
Sandmann, Klaus
1
Schittenhelm, Frank Andreas
1
Schneider, Judith Christiane
1
Shackleton, Mark B.
1
Shiu, Elias S. W.
1
Yao, Wenyu
1
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Centre for Analytical Finance <Århus>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Insurance / Mathematics & economics
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Working paper
1
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ECONIS (ZBW)
7
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1
Structured life insurance and investment products for retail investors
Schneider, Judith Christiane
-
2011
Persistent link: https://www.econbiz.de/10009422840
Saved in:
2
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
3
Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
Saved in:
4
Life insurance liabilities at market value : an analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework
Grosen, Anders
;
Løchte Jørgensen, Peter
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001671252
Saved in:
5
Life insurance liabilities at market value
Grosen, Anders
;
Løchte Jørgensen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613879
Saved in:
6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
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