//--> //--> //--> //-->
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
~isPartOf:"Betriebswirtschaftliche Forschung und Praxis : BFuP"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastic process"
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
Wertorientierte Steuerung von...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Probability theory
149
Wahrscheinlichkeitsrechnung
149
Theorie
141
Theory
141
Firm valuation
86
Unternehmensbewertung
86
Risiko
53
Risk
53
Risk model
51
Risikomodell
50
Statistical distribution
46
Statistische Verteilung
46
Portfolio selection
36
Portfolio-Management
36
Ruin probability
30
Stochastischer Prozess
28
Deutschland
24
Germany
24
Risikomaß
20
Risk measure
20
Risikomanagement
16
Risk management
16
Multivariate Analyse
12
Multivariate analysis
12
Dependence
11
Actuarial mathematics
10
Insolvency
10
Insolvenz
10
Versicherungsmathematik
10
Asymptotics
9
Estimation theory
9
Finanzmathematik
9
Mathematical finance
9
Reinsurance
9
Rückversicherung
9
Schätztheorie
9
Multivariate distribution
8
CAPM
7
Kapitalwertmethode
7
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
26
German
2
Author
All
Di Bernardino, Elena
2
Young, Virginia R.
2
Angoshtari, Bahman
1
Badaoui, Mohamed
1
Bai, Lihua
1
Balakrishnan, Narayanaswamy
1
Barmalzan, Ghobad
1
Bayraktar, Erhan
1
Bello, Alfonso J.
1
Belzunce, Félix
1
Blier-Wong, Christopher
1
Brazauskas, Vytaras
1
Cai, Jun
1
Chadjiconstantinidis, Stathis
1
Chen, Shumin
1
Cossette, Hélène
1
Cousin, Areski
1
Dong, Y.
1
Esmaeili, Habib
1
Fernández, Begoña
1
Fernández-Ponce, J. M.
1
Fu, Ke-ang
1
Gajek, Lewław
1
Griffin, Philip S.
1
Hu, Lingjian
1
Kim, Bara
1
Kim, Jeongsim
1
Klüppelberg, Claudia
1
Kuciński, Łukasz
1
Li, Bo
1
Li, Chen
1
Li, Jinzhu
1
Li, Xiaohu
1
Liang, Xiaoqing
1
Liu, Yanchu
1
Liu, Yunxiao
1
Loisel, Stéphane
1
López-Díaz, María Concepción
1
López-Díaz, Miguel
1
Maller, Ross A.
1
more ...
less ...
Published in...
All
Betriebswirtschaftliche Forschung und Praxis : BFuP
Insurance / Mathematics & economics
European journal of operational research : EJOR
32
Scandinavian actuarial journal
18
Operations research
14
Risks : open access journal
14
International journal of theoretical and applied finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematics of operations research
9
Operations research letters
9
Computers & operations research : and their applications to problems of world concern ; an international journal
5
Finance and stochastics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of the Operational Research Society
5
Economic theory
4
Economics letters
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Mathematics Preprint Archive
4
Opsearch : journal of the Operational Research Society of India
4
Applied mathematical finance
3
Computational Management Science : CMS
3
Faculty & research / Insead : working paper series
3
INFORMS journal on computing : JOC
3
Insurance : mathematics and economics
3
International Series in Operations Research & Management Science
3
Journal of mathematical economics
3
Journal of mathematical finance
3
SpringerLink / Bücher
3
Working paper series
3
Arbeitspapier / HHL, Leipzig Graduate School of Management
2
Astin bulletin : the journal of the International Actuarial Association
2
CIRJE discussion papers / F series
2
Chapman & Hall/CRC financial mathematics series
2
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
2
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
2
Finance research letters
2
Gabler Edition Wissenschaft
2
IMA journal of management mathematics
2
International journal of forecasting
2
Journal of economic dynamics & control
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib
;
Klüppelberg, Claudia
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
Saved in:
2
Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Barmalzan, Ghobad
;
Najafabadi, Amir T. Payandeh
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 235-241
Persistent link: https://www.econbiz.de/10010515879
Saved in:
3
Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.
;
Suárez-Llorens, Alfonso
;
Bello, …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
Saved in:
4
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
Saved in:
5
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
6
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
7
Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
Saved in:
8
A note on the family of extremality stochastic orders
López-Díaz, María Concepción
;
López-Díaz, Miguel
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 230-236
Persistent link: https://www.econbiz.de/10009785402
Saved in:
9
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
10
On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski
;
Di Bernardino, Elena
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 272-282
Persistent link: https://www.econbiz.de/10010366166
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->