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A term structure model and the...
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Hedging
68
Mortality
35
Sterblichkeit
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Theorie
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27
Life insurance
27
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24
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Li, Johnny Siu-Hang
8
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Sherris, Michael
4
Dhaene, Jan
3
MacMinn, Richard D.
3
Regis, Luca
3
Weng, Chengguo
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Wong, Hoi Ying
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Ziveyi, Jonathan
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Barigou, Karim
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Ceci, Claudia
2
Chen, Ze
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Chiu, Mei Choi
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Colaneri, Katia
2
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Delong, Łukasz
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Feng, Runhuan
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Ignatieva, Ekaterina
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Lin, Tzuling
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Loisel, Stéphane
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Luciano, Elisa
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Melʹnikov, Aleksandr V.
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Insurance / Mathematics & economics
The journal of futures markets
339
IMF Working Papers
179
International journal of theoretical and applied finance
155
Finance and stochastics
152
Journal of banking & finance
129
Energy economics
128
Finance research letters
128
Mathematical finance : an international journal of mathematics, statistics and financial theory
113
International review of financial analysis
103
International review of economics & finance : IREF
90
Journal of financial economics
78
IMF Staff Country Reports
71
NBER working paper series
70
Research paper series / Swiss Finance Institute
68
Applied mathematical finance
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Applied economics
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The review of financial studies
60
Working paper / National Bureau of Economic Research, Inc.
60
Economic modelling
59
Journal of economic dynamics & control
58
European journal of operational research : EJOR
56
MPRA Paper
54
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of multinational financial management
51
Quantitative finance
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Swiss Finance Institute Research Paper
50
The European journal of finance
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NBER Working Paper
49
The journal of finance : the journal of the American Finance Association
48
Journal of econometrics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Managerial Finance
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Journal of international financial markets, institutions & money
44
Risks : open access journal
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
CEPR Discussion Papers
43
Journal of empirical finance
43
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Hedging
of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
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
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
4
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
5
A bivariate shot noise self-exciting process for insurance
Jang, Jiwook
;
Dassios, Angelos
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 524-532
Persistent link: https://www.econbiz.de/10010227969
Saved in:
6
Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
Saved in:
7
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
Saved in:
8
The fundamental theorem of mutual insurance
Albrecht, Peter
;
Huggenberger, Markus
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Saved in:
9
Dynamics of state-wise prospective reserves in the presence of non-monotone information
Christiansen, Marcus C.
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012491966
Saved in:
10
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
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