//--> //--> //--> //-->
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"
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
Estimation and Goodness-of-Fit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
139
Optionspreistheorie
139
Theorie
104
Theory
104
Multivariate distribution
96
Stochastic process
96
Stochastischer Prozess
96
Multivariate Verteilung
95
Portfolio selection
59
Portfolio-Management
59
Markov chain
56
Markov-Kette
56
Statistical distribution
45
Statistische Verteilung
45
Lebensversicherung
44
Life insurance
44
Risikomanagement
34
Risk management
34
Risk
28
Finanzmathematik
27
Mathematical finance
27
Risiko
27
Volatility
26
Volatilität
26
Mortality
25
Sterblichkeit
25
Hedging
23
Risikomaß
23
Risk measure
23
Estimation theory
22
Schätztheorie
22
Copula
21
Risikomodell
21
Risk model
21
Derivat
16
Derivative
16
Probability theory
16
Wahrscheinlichkeitsrechnung
16
Interest rate
15
Option trading
15
more ...
less ...
Online availability
All
Undetermined
134
Type of publication
All
Article
277
Type of publication (narrower categories)
All
Article in journal
277
Aufsatz in Zeitschrift
277
Language
All
English
277
Author
All
Yang, Hailiang
7
Cossette, Hélène
6
Yang, Jingping
6
Dhaene, Jan
5
Feng, Runhuan
5
Pelsser, Antoon André Jean
5
Shen, Yang
5
Siu, Tak Kuen
5
Ziveyi, Jonathan
5
Genest, Christian
4
Landriault, David
4
Marceau, Etienne
4
Shi, Peng
4
Badescu, Andrei L.
3
Chen, Ping
3
Cheung, Eric C. K.
3
Gerber, Hans U.
3
Hainaut, Donatien
3
Hua, Lei
3
Li, Bin
3
Li, Zhongfei
3
Lin, X. Sheldon
3
Lu, Yi
3
Mtalai, Itre
3
Palmowski, Zbigniew
3
Shimizu, Yasutaka
3
Shiu, Elias S. W.
3
Su, Jianxi
3
Tunaru, Radu
3
Valdez, Emiliano
3
Weng, Chengguo
3
Yamazaki, Kazutoshi
3
Zhuo, Jin
3
Ahn, Soohan
2
Avanzi, Benjamin
2
Bladt, Mogens
2
Bo, Lijun
2
Cai, Jun
2
Christiansen, Marcus C.
2
Colaneri, Katia
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
MPRA Paper
1,722
IZA Discussion Papers
711
Working Paper
632
International journal of theoretical and applied finance
517
Discussion paper / Tinbergen Institute
424
Discussion paper series / IZA
377
CESifo Working Paper
374
Tinbergen Institute Discussion Paper
369
European journal of operational research : EJOR
366
Tinbergen Institute Discussion Papers
361
IZA Discussion Paper
353
ECB Working Paper
338
CESifo working papers
285
SFB 649 discussion paper
283
The journal of futures markets
283
cemmap working paper
275
SFB 649 Discussion Paper
272
Mathematical finance : an international journal of mathematics, statistics and financial theory
269
Journal of Econometrics
267
Journal of banking & finance
264
Cowles Foundation Discussion Papers
262
The journal of computational finance
259
Applied mathematical finance
256
CESifo Working Paper Series
253
Econometrics
252
CREATES Research Papers
249
Finance and stochastics
247
CEMMAP working papers / Centre for Microdata Methods and Practice
238
Quantitative finance
231
SFB 649 Discussion Papers
224
Working paper
219
ZEW Discussion Papers
217
Cowles Foundation Discussion Paper
212
CEPR Discussion Papers
204
The journal of derivatives : the official publication of the International Association of Financial Engineers
204
Journal of econometrics
203
Journal of economic dynamics & control
203
Economics Letters
193
Risks : open access journal
190
more ...
less ...
Source
All
ECONIS (ZBW)
277
Showing
1
-
10
of
277
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Peters, Gareth W.
;
Dong, Alice X. D.
;
Kohn, Robert
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 258-278
Persistent link: https://www.econbiz.de/10010470006
Saved in:
2
Modeling dependence dynamics through copulas with regime switching
Silva Filho, Osvaldo Candido da
;
Ziegelmann, Flávio A.
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 346-356
Persistent link: https://www.econbiz.de/10009544168
Saved in:
3
Copula-based Markov process
Fang, Jun
;
Jiang, Fan
;
Liu, Yong
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
Saved in:
4
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
5
A hidden Markov regime-switching model for option valuation
Liew, Chuin Ching
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 374-384
Persistent link: https://www.econbiz.de/10008747009
Saved in:
6
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
7
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:
8
Pricing currency derivatives with Markov-modulated Lévy dynamics
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Elliott, Robert J.
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 67-76
Persistent link: https://www.econbiz.de/10010402730
Saved in:
9
Option pricing in regime-switching frameworks with the Extended Girsanov Principle
Godin, Frédéric
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 116-129
Persistent link: https://www.econbiz.de/10012649213
Saved in:
10
Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->