//--> //--> //-->
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:"Ziveyi, Jonathan"
~type_genre:"Article in journal"
~type_genre:"Business report"
~type_genre:"Lehrbuch"
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:"Life insurance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Lebensversicherung
7
Life insurance
7
Option pricing theory
5
Optionspreistheorie
5
Private Altersvorsorge
5
Private retirement provision
5
Mortality
4
Sterblichkeit
4
Stochastic process
4
Stochastischer Prozess
4
Hedging
3
Risiko
2
Risk
2
Theorie
2
Theory
2
Variable annuity
2
Volatility
2
Volatilität
2
variable annuity
2
Actuarial mathematics
1
Altersvorsorge
1
Capital income
1
Componentwise splitting method
1
Correlation
1
European option
1
Fourier Space Time-stepping (FST) algorithm
1
Fourier space time-stepping
1
Guaranteed Minimum Benefits (GMB)
1
Guaranteed minimum maturity benefit
1
Guaranteed minimum withdrawal benefit (GMWB) riders
1
Guaranteed minimum withdrawal benefits
1
Hedge ratios
1
Interest rate
1
Interest rate risk
1
Kapitaleinkommen
1
Korrelation
1
Leibrente
1
Life annuity
1
Longevity risk
1
Mortality risk
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Business report
Lehrbuch
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
7
Author
All
Ziveyi, Jonathan
Gatzert, Nadine
28
Schmeiser, Hato
21
Sherris, Michael
20
Adams, Michael B.
14
Carson, James M.
14
Chen, An
14
Milevsky, Moshe Arye
12
Stone, Charles A.
12
Christiansen, Marcus C.
11
Hieber, Peter
11
Zissu, Anne-Marie
11
Eling, Martin
10
Keneley, Monica
9
Lin, Jyh-horng
9
Melʹnikov, Aleksandr V.
9
Ruß, Jochen
9
Bauer, Daniel
8
Devolder, Pierre
8
Gründl, Helmut
8
Lai, Gene C.
8
Pitacco, Ermanno
8
Pottier, Steven W.
8
Young, Virginia R.
8
Albrecht, Peter
7
Blake, David
7
Bohnert, Alexander
7
Maurer, Raimond
7
Mitchell, Olivia S.
7
Olivieri, Annamaria
7
Tsai, Chenghsien
7
Baranoff, Etti G.
6
Buchardt, Kristian
6
Cairns, Andrew
6
D'Amato, Valeria
6
Eriksson, Liselotte
6
Feng, Runhuan
6
Furrer, Christian
6
Führer, Christian
6
Gan, Guojun
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Scandinavian actuarial journal
2
Astin bulletin : the journal of the International Actuarial Association
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An innovative design of flexible, bequest-enhanced life annuity with natural hedging
Zhou, Yuxin
;
Sherris, Michael
;
Ziveyi, Jonathan
;
Xu, Mengyi
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 488-509
Persistent link: https://www.econbiz.de/10013370711
Saved in:
2
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
Saved in:
3
Fourier space time-stepping algorithm for valuing Guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011875585
Saved in:
4
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
5
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
6
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
Saved in:
7
Pricing European options on deferred annuities
Ziveyi, Jonathan
;
Blackburn, Craig
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 300-311
Persistent link: https://www.econbiz.de/10009736104
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->