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
~language:"eng"
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
Robust optimal investment and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Reinsurance
2
Risikomodell
2
Risk model
2
Rückversicherung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Actuarial mathematics
1
CDS
1
Common shock
1
Constant elasticity of variance
1
Cramér-Lundberg risk model
1
Credit derivative
1
Credit risk
1
Default contagion risk
1
Delayed claim
1
Dividend
1
Dividende
1
Exponential utility
1
Finanzmathematik
1
Game theory
1
Hamilton-Jacobi-Bellman-Isaacs equation
1
Insolvency
1
Insolvenz
1
Kreditderivat
1
Kreditrisiko
1
Mathematical finance
1
Non-zero-sum stochastic differential game
1
Optimal dividend strategy
1
Penalty for ruin
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Robust control
1
Robust statistics
1
Robustes Verfahren
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Undetermined
5
Author
All
Xiangqun, Yang
2
Zhou, Jieming
2
Lei, He
1
Li, Chun
1
Li, Ziqiang
1
Sun, Zhongyang
1
Tan, Jiyang
1
Zhang, Bicheng
1
Zheng, Xiaoxiao
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
Mathematical methods of operations research
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
Zheng, Xiaoxiao
;
Zhou, Jieming
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 77-87
Persistent link: https://www.econbiz.de/10011457158
Saved in:
2
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
Zhou, Jieming
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 49-94
Persistent link: https://www.econbiz.de/10015045572
Saved in:
3
The compound binomial model with randomly paying dividends to shareholders and policyholders
Lei, He
;
Xiangqun, Yang
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 443-449
Persistent link: https://www.econbiz.de/10003981139
Saved in:
4
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
