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Insurance / Mathematics & economics
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ECONIS (ZBW)
395
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1
Arithmetic returns for investment performance measurement
Magni, Carlo Alberto
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 291-300
Persistent link: https://www.econbiz.de/10010366163
Saved in:
2
Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
Saved in:
3
What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
Saved in:
4
Validation of positive quadrant dependence
Ledwina, Teresa
;
Wyłupek, Grzegorz
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010385038
Saved in:
5
The participation puzzle with reference-dependent expected utility preferences
Wang, Jianli
;
Liu, Liqun
;
Neilson, William
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 278-287
Persistent link: https://www.econbiz.de/10012294134
Saved in:
6
A performance analysis of participating life insurance contracts
Faust, Roger
;
Schmeiser, Hato
;
Zemp, Alexandra
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 158-171
Persistent link: https://www.econbiz.de/10009558152
Saved in:
7
Fuzzy risk adjusted performance measures : application to hedge funds
Kamdem, J. Sadefo
;
Moussa, A. Mbairadjim
;
Terraza, Michel
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 702-712
Persistent link: https://www.econbiz.de/10009683188
Saved in:
8
Optimizing the equity-bond-annuity portfolio in retirement : the impact of uncertain health expenses
Pang, Gaobo
;
Warshawsky, Mark J.
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 198-209
Persistent link: https://www.econbiz.de/10003953351
Saved in:
9
An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
Delong, Łukasz
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 278-293
Persistent link: https://www.econbiz.de/10008747068
Saved in:
10
Portfolio selection and duality under mean variance preferences
Eichner, Thomas
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 146-152
Persistent link: https://www.econbiz.de/10008839744
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