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Li, Johnny Siu-Hang
8
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3
Regis, Luca
3
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Insurance / Mathematics & economics
The journal of futures markets
437
IMF Working Papers
162
International journal of theoretical and applied finance
147
Journal of banking & finance
135
Energy economics
124
Finance research letters
117
International review of financial analysis
98
Finance and stochastics
88
International review of economics & finance : IREF
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of financial economics
75
NBER working paper series
73
IMF Staff Country Reports
71
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
The review of financial studies
68
Applied mathematical finance
67
The journal of finance : the journal of the American Finance Association
64
Applied economics
63
Working paper / National Bureau of Economic Research, Inc.
63
Economic modelling
57
Journal of economic dynamics & control
56
Journal of multinational financial management
54
The European journal of finance
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of international financial markets, institutions & money
52
European journal of operational research : EJOR
51
The journal of fixed income
51
Journal of financial and quantitative analysis : JFQA
50
Quantitative finance
50
NBER Working Paper
48
Applied financial economics
47
Advances in futures and options research : a research annual
46
Managerial Finance
46
Research in international business and finance
46
Research paper series / Swiss Finance Institute
46
Working paper
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Risks : open access journal
42
Review of derivatives research
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ECONIS (ZBW)
70
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1
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge
;
De Schepper, Ann
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 386-402
Persistent link: https://www.econbiz.de/10003755755
Saved in:
2
Term structure extrapolation and asymptotic forward rates
Kort, Jan de
;
Vellekoop, Michel
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 107-119
Persistent link: https://www.econbiz.de/10011457171
Saved in:
3
Hedging
life insurance with pure endowments
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 435-444
Persistent link: https://www.econbiz.de/10003755766
Saved in:
4
Quantile
hedging
for equity-linked contracts
Klusik, Przemysław
;
Palmowski, Zbigniew
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 280-286
Persistent link: https://www.econbiz.de/10008989318
Saved in:
5
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:
6
Longevity risk management for life and variable annuities : the effectiveness of static
hedging
using longevity bonds and derivatives
Nga, Andrew
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 100-114
Persistent link: https://www.econbiz.de/10009157434
Saved in:
7
Dynamic
hedging
of conditional value-at-risk
Melnikov, Alexander
;
Smirnov, Ivan
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 182-190
Persistent link: https://www.econbiz.de/10009558142
Saved in:
8
On the effectiveness of natural
hedging
for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
9
Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
Saved in:
10
Multi-population mortality models : a factor copula approach
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
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