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:"Discussion paper / Tinbergen Institute"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Li, Danping"
~person:"Rüschendorf, Ludger"
~subject:"Game theory"
~subject:"Portfolio-Management"
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
Job Matching and the Returns t...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Game theory
Portfolio-Management
Portfolio selection
9
Theorie
9
Theory
9
Mean-variance criterion
4
Reinsurance
4
Risiko
4
Risk
4
Rückversicherung
4
Risikomaß
3
Risk measure
3
Dependence uncertainty
2
Measurement
2
Messung
2
Model uncertainty
2
Reinsurance and investment
2
Risikomanagement
2
Risk management
2
Robust statistics
2
Robustes Verfahren
2
Actuarial mathematics
1
Allocation
1
Allokation
1
Altersvorsorge
1
Ambiguity
1
Betriebliche Altersversorgung
1
CAPM
1
Cantelli bound
1
Coherent risk measure
1
Constant elasticity of variance (CEV) model
1
Convex risk measures
1
Credit risk
1
DC pension plan
1
Decision under uncertainty
1
Default risk
1
Diffusion approximation
1
Distortion function
1
Entscheidung unter Unsicherheit
1
Equilibrium reinsurance-investment strategy
1
Equilibrium strategy
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Li, Danping
Rüschendorf, Ludger
Lucas, André
19
Brink, René van den
14
Laan, Gerard van der
13
Liang, Zongxia
11
Vries, Casper G. de
10
Zeng, Yan
10
Houba, Harold
9
Li, Zhongfei
9
Winden, Frans A. A. M. van
8
Post, Thierry
7
Sloof, Randolph
7
Sonnemans, Joep
7
Dijk, Herman K. van
6
Janssen, Maarten C. W.
6
Mao, Tiantian
6
Offerman, Theo
6
Pruzhansky, Vitaly
6
Wang, Ruodu
6
Yao, Haixiang
6
Young, Virginia R.
6
Dai, Min
5
Dhaene, Jan
5
Guan, Guohui
5
Hoogerheide, Lennart
5
Koopman, Siem Jan
5
Tieman, Alexander F.
5
Chen, Ping
4
Furman, Edward
4
Hyung, Namwon
4
Kräussl, Roman
4
Landsman, Zinoviy
4
Levy, Haim
4
Peng, Liang
4
Schram, Arthur
4
Schwaab, Bernd
4
Shen, Yang
4
Tang, Qihe
4
Wong, Hoi Ying
4
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Insurance / Mathematics & economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance and stochastics
4
Applied mathematical finance
1
IMA journal of management mathematics
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of the Operational Research Society
1
Mathematical methods of operations research
1
Risk assessment : decisions in banking and finance
1
Scandinavian actuarial journal
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On optimal allocation of risk vectors
Kiesel, Swen
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
Saved in:
2
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
3
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
4
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
5
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
6
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
7
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
8
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
9
Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping
;
Li, Dongchen
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
