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Insurance / Mathematics & economics
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ECONIS (ZBW)
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Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.
;
Chen, Zhiping
;
Duan, Qihong
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10009517585
Saved in:
2
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
3
Optimal investment policy in the time consistent mean-variance formulation
Chen, Zhiping
;
Li, Gang
;
Guo, Ju'e
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 145-156
Persistent link: https://www.econbiz.de/10009736120
Saved in:
4
Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.
;
Chen, Zhiping
;
Duan, Qihong
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 163-173
Persistent link: https://www.econbiz.de/10008882353
Saved in:
5
Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.
;
Chen, Zhiping
;
Duan, Qihong
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10008314501
Saved in:
6
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
7
Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim
;
Chen, Ze
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
Saved in:
8
The effect of modelling parameters on the value of GMWB guarantees
Chen, Z.
;
Vetzal, K.
;
Forsyth, P.A.
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 165-173
Persistent link: https://www.econbiz.de/10008082351
Saved in:
9
The effect of modelling parameters on the value of GMWB guarantees
Chen, Z.
;
Vetzal, K.
;
Forsyth, P.A.
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 165-174
Persistent link: https://www.econbiz.de/10008883782
Saved in:
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