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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~person:"Platen, Eckhard"
~person:"Tan, Ken Seng"
~person:"Van Wincoop, Eric"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
Portfolio-Management
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Theorie
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Risikomodell
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benchmark approach
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catastrophe insurance markets
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conditional expectation function
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diversification
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dynamic asset allocation
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heavy tail
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incentive compatibility
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Platen, Eckhard
Tan, Ken Seng
Van Wincoop, Eric
Forsyth, Peter A.
2
Godin, Frédéric
2
Hamel, Emmanuel
2
Li, Shu
2
Liang, Xiaoqing
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Vetzal, Kenneth R.
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ASTIN bulletin : the journal of the International Actuarial Association
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Journal of international economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
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Insurance / Mathematics & economics
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Asia-Pacific financial markets
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Cahiers de recherches économiques
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Discussion paper / Centre for Economic Policy Research
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HKIMR working paper
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Journal of international money and finance
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NBER Working Paper
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Swiss Finance Institute Research Paper
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The American economic review
2
Working paper / Graduate Institute of International and Development Studies
2
18th International Seminar on Macroeconomics
1
Australian economic papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
European economic review : EER
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of Islamic accounting and business research
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Journal of economic dynamics & control
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Journal of risk
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Journal of sustainable finance & investment
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North American actuarial journal
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Scandinavian actuarial journal
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Springer Finance
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Springer finance
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Diversification in catastrophe insurance markets
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
Saved in:
2
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
3
Optimal incentive-compatible insurance with background risk
Chi, Yichun
;
Tan, Ken Seng
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 661-688
Persistent link: https://www.econbiz.de/10012523260
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