//--> //--> //-->
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:"The journal of credit risk : published quarterly by Incisive Media"
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
Valuation of Variable Annuitie...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Collateral
1
Credit risk
1
Kreditrisiko
1
Kreditsicherung
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risikomodell
1
Risk model
1
Statistical method
1
Statistische Methode
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Luo, Xiaolin
1
Shevchenko, Pavel V.
1
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
Papers / arXiv.org
30
Insurance / Mathematics & economics
11
The journal of operational risk
7
Macquarie University Faculty of Business & Economics Research Paper
5
Risks
5
Insurance: Mathematics and Economics
4
Risks : open access journal
4
The journal of computational finance
3
Wiley Handbooks in Financial Engineering and Econometrics
2
Wiley Handbooks in Financial Engineering and Econometrics Ser
2
Wiley handbooks in financial engineering and econometrics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Binkowski K., He P., Kordzakhia N., Shevchenko P. (2019) On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model. In: Nguyen H. (eds) Statistics and Data Science. RSSDS 2019. Communications in Computer and Information Science
1
Energy economics
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
European journal of operational research : EJOR
1
Han, Jun S., Kordzakhia, Nino, Shevchenko, Pavel V. and Trück, Stefan. "On Correlated Measurement Errors in the Schwartz-Smith Two-Factor Model" Dependence Modeling
1
International journal of financial engineering
1
Journal of Forecasting
1
Journal of economic dynamics & control
1
Journal of financial engineering
1
Mathematics and financial economics
1
P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
1
Quantitative Finance
1
Quantitative finance
1
The Geneva papers on risk and insurance - issues and practice
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov chain Monte Carlo estimation of default and recovery : dependent vial the latent systematic factor
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 40-76
Persistent link: https://www.econbiz.de/10010239244
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->