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Optionspreistheorie
14,437
Option pricing theory
14,372
Theorie
10,112
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10,111
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9,435
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4,740
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4,733
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4,704
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4,367
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4,367
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4,094
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4,093
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3,930
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3,807
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3,807
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3,549
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3,545
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3,123
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3,110
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2,443
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2,060
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2,056
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1,926
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1,864
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1,849
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1,789
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1,708
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1,628
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Broll, Udo
175
Mitchell, Olivia S.
133
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103
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88
Fabozzi, Frank J.
86
Maurer, Raimond
81
Cui, Zhenyu
78
Härdle, Wolfgang
70
Kit, Pong Wong
70
Brown, Jeffrey R.
69
Wahl, Jack E.
68
Takahashi, Akihiko
67
Carr, Peter
66
Joshi, Mark S.
66
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61
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59
Stentoft, Lars
57
Gatzert, Nadine
55
Lee, Cheng F.
52
Poterba, James M.
52
Platen, Eckhard
51
Elliott, Robert J.
50
Benth, Fred Espen
49
Blake, David
49
Schmeiser, Hato
49
Sherris, Michael
48
Jacobs, Kris
47
McAleer, Michael
47
Chen, An
46
Hull, John
44
Gründl, Helmut
43
Albrecht, Peter
41
Alexander, Carol
41
Alghalith, Moawia
41
Jarrow, Robert A.
41
Lo, Andrew W.
40
Zilcha, Itzhak
39
Engle, Robert F.
38
Kwok, Yue-Kuen
38
Börsch-Supan, Axel
37
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National Bureau of Economic Research
260
OECD
48
Centre for Analytical Finance <Århus>
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Pensions Institute
18
Springer Fachmedien Wiesbaden
17
Deutsches Institut für Altersvorsorge
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IGI Global
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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Chambre de commerce et d'industrie de Paris
12
World Bank
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Universität Ulm
11
Gesamtverband der Deutschen Versicherungswirtschaft
10
Svenska Handelshögskolan <Helsinki>
10
Verlag Dr. Kovač
9
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8
Organisation for Economic Co-operation and Development
8
Centre of Financial Studies
7
Deutsche Forschungsgemeinschaft
7
International Association for the Study of Insurance Economics
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Queen Mary College / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Universität Augsburg / Institut für Volkswirtschaftslehre
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Österreichisches Institut für Wirtschaftsforschung
7
Institute of Life Insurance
6
Norwich Union Life Insurance Society (Firm)
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of Cleveland
5
Gottfried Wilhelm Leibniz Universität Hannover
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International Accounting Standards Board
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International Center for Financial Asset Management and Engineering
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Metropolitan Life Insurance Company <New York, NY>
5
The Wharton Financial Institutions Center
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
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The journal of futures markets
566
International journal of theoretical and applied finance
522
Insurance / Mathematics & economics
344
Journal of banking & finance
326
Mathematical finance : an international journal of mathematics, statistics and financial theory
283
Applied mathematical finance
268
Finance and stochastics
268
The journal of computational finance
262
Finance research letters
258
NBER working paper series
255
The journal of risk and insurance : the journal of the American Risk and Insurance Association
248
Quantitative finance
239
The journal of derivatives : the official publication of the International Association of Financial Engineers
231
European journal of operational research : EJOR
220
Working paper / National Bureau of Economic Research, Inc.
219
Risks : open access journal
216
Energy economics
207
Journal of economic dynamics & control
186
Review of derivatives research
185
Computational economics
183
NBER Working Paper
166
Journal of financial economics
155
International review of financial analysis
146
The European journal of finance
135
The North American journal of economics and finance : a journal of financial economics studies
133
International journal of financial engineering
132
International review of economics & finance : IREF
128
Research paper series / Swiss Finance Institute
128
Journal of mathematical finance
126
Journal of risk and financial management : JRFM
124
Economic modelling
117
Applied economics
116
The journal of finance : the journal of the American Finance Association
114
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
112
The review of financial studies
107
Working paper
105
Journal of financial and quantitative analysis : JFQA
98
Asia-Pacific financial markets
95
International journal of forecasting
94
Management science : journal of the Institute for Operations Research and the Management Sciences
92
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ECONIS (ZBW)
RePEc
1,983
USB Cologne (EcoSocSci)
727
EconStor
610
Other ZBW resources
262
USB Cologne (business full texts)
228
BASE
102
OLC EcoSci
10
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1
Risk management of variable annuities
Ruez, Frederik
-
2017
Persistent link: https://www.econbiz.de/10012659889
Saved in:
2
Move-based
hedging
of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
3
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
4
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars
;
Aguilar, Jean-Philippe
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
Saved in:
5
It's RILA time : an introduction to registered index-linked annuities
Moenig, Thorsten
- In:
The journal of risk & insurance
89
(
2022
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10013191414
Saved in:
6
Hedging
of variable annuities under basis risk
Bauer, Jan
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012299298
Saved in:
7
Local
hedging
of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
8
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:
9
Analytical valuation and
hedging
of variable annuity guaranteed lifetime withdrawal benefits
Feng, Runhuan
;
Jing, Xiaochen
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011691495
Saved in:
10
Quantitative modeling of risk management strategies : stochastic reserving and
hedging
of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
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