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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
~subject:"Risiko"
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Option Prices with Stochastic...
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Credit risk
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Wang, Xingchun
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Applied economics letters
Insurance / Mathematics & economics
International journal of theoretical and applied finance
112
The journal of computational finance
58
Quantitative finance
57
Applied mathematical finance
48
Finance and stochastics
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
48
European journal of operational research : EJOR
47
Journal of economic dynamics & control
42
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International journal of financial engineering
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
2
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain
;
Planchet, Frédéric
;
Thérond, …
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10008989359
Saved in:
3
Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
Ahčan, Aleš
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 131-138
Persistent link: https://www.econbiz.de/10009501692
Saved in:
4
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
Pansera, Jérôme
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009501707
Saved in:
5
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
6
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
7
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
8
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
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9
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Wong, Jeff T. Y.
;
Cheung, Eric C. K.
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011428675
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10
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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