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Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
35
Life insurance
35
Portfolio selection
31
Portfolio-Management
31
Volatility
26
Volatilität
26
Hedging
21
Finanzmathematik
17
Mathematical finance
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Option trading
15
Optionsgeschäft
15
Derivat
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Derivative
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Interest rate
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Sterblichkeit
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Zins
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Private Altersvorsorge
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Private retirement provision
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Risiko
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Risikomanagement
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Dividende
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Risikomodell
10
Risk model
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Variable annuities
10
Markov chain
9
Markov-Kette
9
Stochastic volatility
9
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8
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141
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Pelsser, Antoon André Jean
5
Shen, Yang
5
Ziveyi, Jonathan
5
Siu, Tak Kuen
4
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Palmowski, Zbigniew
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
Yamazaki, Kazutoshi
3
Bo, Lijun
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hao, Xuemiao
2
Kang, Boda
2
Landriault, David
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Li, Bin
2
Li, Xuan
2
Li, Zhongfei
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Melʹnikov, Aleksandr V.
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2
Shimizu, Yasutaka
2
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2
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2
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
468
NBER working paper series
368
Working paper / National Bureau of Economic Research, Inc.
360
NBER Working Paper
311
Economic modelling
268
The international journal of human resource management
262
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
The journal of computational finance
254
Working paper
246
Energy economics
243
Applied mathematical finance
241
Journal of economic dynamics & control
225
Finance and stochastics
222
Journal of banking & finance
222
Journal of mathematical economics
214
Economic theory : official journal of the Society for the Advancement of Economic Theory
208
Discussion paper / Centre for Economic Policy Research
206
SpringerLink / Bücher
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
204
CESifo working papers
201
Quantitative finance
196
Review of derivatives research
171
Journal of policy modeling : JPMOD ; a social science forum of world issues
163
Journal of economic theory
142
Computational economics
140
European journal of operational research : EJOR
139
CESifo Working Paper
134
MPRA Paper
125
International journal of financial engineering
116
Journal of mathematical finance
110
Finance research letters
109
Discussion paper
105
The North American journal of economics and finance : a journal of financial economics studies
105
Research paper series / Swiss Finance Institute
101
Discussion paper / Tinbergen Institute
98
Applied economics
97
IMF working papers
94
Risks : open access journal
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ECONIS (ZBW)
141
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1
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:
2
Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia
;
Sheng, Wenlong
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Saved in:
3
Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
4
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
5
Applications of central limit theorems for equity-linked insurance
Feng, Runhuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
Saved in:
6
A self-exciting threshold jump-diffusion model for option valuation
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
Saved in:
7
Options on tontines : an innovative way of combining tontines and annuities
Chen, An
;
Rach, Manuel
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 182-192
Persistent link: https://www.econbiz.de/10012133527
Saved in:
8
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
Saved in:
9
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
10
Valuation of contingent convertible catastrophe bonds : the case for equity conversion
Burnecki, Krzysztof
;
Giuricich, Mario Nicoló
; …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 238-254
Persistent link: https://www.econbiz.de/10012105571
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