//--> //--> //--> //-->
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
Economic capital in the limeli...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk
348
Risiko
341
Theorie
339
Theory
339
Life insurance
170
Lebensversicherung
169
Portfolio selection
154
Portfolio-Management
154
Risikomanagement
125
Risk management
125
Risk measure
125
Risikomaß
124
Risk model
124
Risikomodell
123
Mortality
93
Sterblichkeit
93
Measurement
91
Messung
91
Stochastic process
84
Stochastischer Prozess
84
Probability theory
53
Wahrscheinlichkeitsrechnung
53
Private Altersvorsorge
48
Private retirement provision
48
Statistical distribution
48
Statistische Verteilung
48
Option pricing theory
46
Optionspreistheorie
46
Altersvorsorge
44
Retirement provision
44
Finanzmathematik
40
Mathematical finance
40
Reinsurance
37
Rückversicherung
37
Hedging
33
Actuarial mathematics
27
Versicherungsmathematik
27
Risikoaversion
25
Risk aversion
25
Longevity risk
23
more ...
less ...
Online availability
All
Undetermined
266
Type of publication
All
Article
489
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
490
Aufsatz in Zeitschrift
490
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
490
Author
All
Sherris, Michael
10
Cheung, Eric C. K.
8
Mao, Tiantian
8
Furman, Edward
7
Tang, Qihe
7
Boonen, Tim J.
6
Christiansen, Marcus C.
6
Denuit, Michel
6
Hu, Taizhong
6
Laeven, Roger J. A.
6
Loisel, Stéphane
6
Young, Virginia R.
6
Cai, Jun
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Dhaene, Jan
5
Feng, Runhuan
5
Gatzert, Nadine
5
Guillén, Montserrat
5
Li, Jinzhu
5
Li, Johnny Siu-Hang
5
Lu, Yi
5
Marceau, Etienne
5
Milevsky, Moshe Arye
5
Wang, Ruodu
5
Weng, Chengguo
5
Yang, Sharon S.
5
Zhuo, Jin
5
Asimit, Alexandru V.
4
Chen, An
4
De Waegenaere, Anja
4
Ghossoub, Mario
4
Li, Jingyuan
4
Li, Shuanming
4
Maurer, Raimond
4
Mitchell, Olivia S.
4
Rüschendorf, Ludger
4
Siu, Tak Kuen
4
Sordo, Miguel A.
4
Svindland, Gregor
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
NBER working paper series
598
Working paper / National Bureau of Economic Research, Inc.
526
NBER Working Paper
501
Finance research letters
399
European journal of operational research : EJOR
336
Economics letters
320
CESifo working papers
286
Risks : open access journal
256
Discussion paper / Centre for Economic Policy Research
250
Journal of banking & finance
249
Working paper
237
Applied economics
225
IMF Staff Country Reports
218
Energy economics
206
International review of financial analysis
203
MPRA Paper
202
Journal of risk and uncertainty : JRU
196
International review of economics & finance : IREF
192
Economic modelling
180
Discussion paper series / IZA
175
Journal of economic behavior & organization : JEBO
175
Management science : journal of the Institute for Operations Research and the Management Sciences
174
Applied economics letters
169
Journal of economic dynamics & control
162
Journal of economic theory
162
Discussion papers / CEPR
154
The journal of risk and insurance : the journal of the American Risk and Insurance Association
148
Journal of financial economics
146
American journal of agricultural economics
143
The review of financial studies
142
Pacific-Basin finance journal
140
Journal of risk and financial management : JRFM
131
Discussion paper
129
Discussion paper / Tinbergen Institute
128
The North American journal of economics and finance : a journal of financial economics studies
128
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
122
CESifo Working Paper Series
117
Research in international business and finance
113
Proceedings / Federal Reserve Bank of Chicago
109
more ...
less ...
Source
All
ECONIS (ZBW)
490
Showing
1
-
10
of
490
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Longevity
risk
, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
Saved in:
2
A new defined benefit pension
risk
measurement methodology
Ai, Jing
;
Brockett, Patrick L.
;
Jacobson, Allen F.
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 40-51
Persistent link: https://www.econbiz.de/10011349856
Saved in:
3
On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward
;
Hackmann, Daniel
;
Kuznetsov, Alexey
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
Saved in:
4
Optimal retirement income tontines
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
Saved in:
5
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
6
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions?
Orozco-Garcia, Carolina
;
Schmeiser, Hato
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 77-93
Persistent link: https://www.econbiz.de/10011422877
Saved in:
7
Individual post-retirement longevity
risk
management under systematic mortality
risk
Hanewald, Katja
;
Piggott, John
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 87-97
Persistent link: https://www.econbiz.de/10009718994
Saved in:
8
Time-consistent mean-variance hedging of longevity
risk
: effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
9
Bringing cost transparency to the life annuity market
Donnelly, Catherine
;
Guillén, Montserrat
;
Nielsen, …
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 14-27
Persistent link: https://www.econbiz.de/10010385045
Saved in:
10
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at)
risk
Luciano, Elisa
;
Regis, Luca
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
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...
//-->