//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Stochastischer Prozess
Volatility
45
Volatilität
45
Option pricing theory
26
Optionspreistheorie
26
Theorie
16
Theory
16
Portfolio selection
13
Portfolio-Management
13
Stochastic volatility
12
Interest rate
9
Zins
9
Lebensversicherung
7
Life insurance
7
Reinsurance
7
Rückversicherung
7
Altersvorsorge
5
Finanzmathematik
5
Mathematical finance
5
Retirement provision
5
Variable annuities
5
Börsenkurs
4
Capital income
4
Estimation
4
Hedging
4
Kapitaleinkommen
4
Pension fund
4
Pensionskasse
4
Schätzung
4
Share price
4
Stochastic interest rate
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Experiment
3
Investment
3
Markov chain
3
Markov-Kette
3
Mortality
3
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Lehrbuch
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Li, Zhongfei
3
Liang, Zongxia
3
Chi, Yichun
2
Guan, Guohui
2
Hainaut, Donatien
2
Lin, X. Sheldon
2
Wong, Hoi Ying
2
Zeng, Yan
2
A, Chunxiang
1
Badaoui, Mohamed
1
Bayraktar, Erhan
1
Bo, Lijun
1
Bragt, David D. B. van
1
Brignone, Riccardo
1
Cui, Zhenyu
1
Deelstra, Griselda
1
Fard, Farzad Alavi
1
Feng, Runhuan
1
Fernández, Begoña
1
Fusai, Gianluca
1
Godin, Frédéric
1
Goudenège, Ludovic
1
Grzelak, Lech A.
1
Guambe, Calisto
1
Hu, Xueying
1
Jaimungal, Sebastian
1
Jumarie, Guy
1
Kang, Boda
1
Kirkby, J. Lars
1
Kufakunesu, Rodwell
1
Kyriakou, Ioannis
1
Lai, Van Son
1
Li, Danping
1
Lord, Roger
1
Molent, Andrea
1
Nguyen, Duy
1
Oosterlee, Cornelis W.
1
Pelsser, Antoon André Jean
1
Pirjol, Dan
1
Pun, Chi Seng
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
International journal of theoretical and applied finance
137
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
46
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
39
Finance research letters
37
International journal of financial engineering
35
Journal of banking & finance
35
Annals of finance
32
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
31
Energy economics
28
Risks : open access journal
28
Economics letters
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of risk and financial management : JRFM
24
Review of derivatives research
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
21
Economic modelling
20
Journal of financial economics
18
The European journal of finance
18
Applied financial economics
17
Econometrics : open access journal
17
Asia-Pacific financial markets
16
Journal of financial econometrics
16
International review of economics & finance : IREF
15
Applied economics letters
14
International journal of forecasting
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing inflation-linked death benefits under a stochastic
volatility
framework
Liang, Zongxia
;
Sheng, Wenlong
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Saved in:
2
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
3
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
Saved in:
4
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic
volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
5
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
6
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic
volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
7
Optimal surrender of guaranteed minimum maturity benefits under stochastic
volatility
and interest rates
Kang, Boda
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011825347
Saved in:
8
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic
volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
9
Robust investment-reinsurance optimization with multiscale stochastic
volatility
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 245-256
Persistent link: https://www.econbiz.de/10011312060
Saved in:
10
Analytical pricing of vulnerable options under a generalized jump-diffusion model
Fard, Farzad Alavi
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 19-28
Persistent link: https://www.econbiz.de/10010484842
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->