//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
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
Measuring interest rate risk i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Lebensversicherung
11
Life insurance
11
Theorie
10
Theory
10
Portfolio selection
7
Portfolio-Management
7
Risikomanagement
4
Risk management
4
Finance
3
Risiko
3
Risk
3
Risk analysis
3
Data envelopment analysis
2
Data-Envelopment-Analyse
2
Decision analysis
2
Interest rate risk
2
Mortality
2
Sterblichkeit
2
Stochastic process
2
Stochastic programming
2
Stochastischer Prozess
2
Technical efficiency
2
Technische Effizienz
2
Zinsrisiko
2
Altersvorsorge
1
Ansteckungseffekt
1
Backtesting
1
Bank risk
1
Bankrisiko
1
Bayes-Statistik
1
Bayesian framework
1
Bayesian inference
1
Choice-based conjoint analysis
1
Conjoint analysis
1
Conjoint-Analyse
1
Consumer behaviour
1
Contagion effect
1
Contagious surrender risk
1
Contract
1
Contract theory
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Hieber, Peter
2
Arabmaldar, Aliasghar
1
Bessler, Wolfgang
1
Blomvall, Jörgen
1
Booth, G. Geoffrey
1
Braun, Alexander
1
Chang, Chia-Chien
1
Chen, An
1
Chen, Chang-Chih
1
Cheng, Chunli
1
Clare, Andrew D.
1
Deelstra, Griselda
1
Eling, Martin
1
Foote, William G.
1
Ghiyasi, Mojtaba
1
Hagenbjörk, Johan
1
Hilpert, Christian
1
Jang, Chul
1
Kloeden, Peter E.
1
Leung, Melvern
1
Li, Shuanming
1
Li, Youwei
1
Liu, Guo
1
Miri Lavasani, Aidin
1
Nguyen, Thai
1
Owadally, Iqbal
1
Pantelous, Athanasios A.
1
Peng, Ling
1
Sahoo, Biresh K.
1
Schaefer, Mick
1
Schaper, Philipp
1
Schmeiser, Hato
1
Schreiber, Florian
1
Sun, Edward W.
1
Vigne, Samuel A.
1
Yu, Min-Teh
1
Zhuo, Jin
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
IMF Staff Country Reports
317
Insurance / Mathematics & economics
175
The journal of risk and insurance : the journal of the American Risk and Insurance Association
129
IMF Working Papers
96
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
90
NBER working paper series
69
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
68
Working paper / National Bureau of Economic Research, Inc.
67
Risks : open access journal
64
Journal of banking & finance
58
NBER Working Paper
47
Scandinavian actuarial journal
39
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
37
The journal of structured finance
31
Europäische Hochschulschriften / 5
24
Journal of Risk Finance
24
Working paper
24
Asia-Pacific journal of risk and insurance : APJRI
23
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
22
Discussion paper
22
Risk management and insurance review
22
The journal of insurance issues : official journal of the Western Risk and Insurance Association
22
Astin bulletin : the journal of the International Actuarial Association
21
The Journal of Risk Finance
20
Applied economics
19
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
CESifo working papers
18
DIW Wochenbericht
18
The Geneva papers on risk and insurance - issues and practice
18
ASTIN bulletin : the journal of the International Actuarial Association
17
Discussion paper / The Pensions Institute, Cass Business School, City University
17
Working paper series / International Center for Insurance Regulation
17
Risks
16
Working papers on finance
16
Bundesbank Discussion Paper
15
Economics letters
15
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
14
Financial services review : the journal of individual financial management
14
IMF working papers
14
SpringerLink / Bücher
14
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-consistent portfolio optimization
Peng, Ling
;
Kloeden, Peter E.
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 183-193
Persistent link: https://www.econbiz.de/10012496547
Saved in:
2
Managing interest-rate risk in banking institutions
Booth, G. Geoffrey
- In:
European journal of operational research : EJOR
41
(
1989
)
3
,
pp. 302-313
Persistent link: https://www.econbiz.de/10001083048
Saved in:
3
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
4
On consumer preferences and the willingness to pay for term life insurance
Braun, Alexander
;
Schmeiser, Hato
;
Schreiber, Florian
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 761-776
Persistent link: https://www.econbiz.de/10011494077
Saved in:
5
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
6
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
Saved in:
7
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
Chen, Chang-Chih
;
Chang, Chia-Chien
;
Sun, Edward W.
; …
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 727-742
Persistent link: https://www.econbiz.de/10013207301
Saved in:
8
Household lifetime strategies under a self-contagious market
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
Saved in:
9
Under pressure : how the business environment affects productivity and efficiency of European life insurance companies
Eling, Martin
;
Schaper, Philipp
- In:
European journal of operational research : EJOR
258
(
2017
)
3
,
pp. 1082-1094
Persistent link: https://www.econbiz.de/10011644673
Saved in:
10
Constrained non-concave utility maximization : an application to life insurance contracts with guarantees
Chen, An
;
Hieber, Peter
;
Nguyen, Thai
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10011987696
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->