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Fabozzi, Frank J.
16
Härdle, Wolfgang
15
Arrow, Kenneth Joseph
14
Luderer, Bernd
11
Velupillai, Kumaraswamy
11
Korn, Ralf
9
Li, Shuanming
9
Chiang, Alpha C.
8
Franke, Jürgen
8
Hafner, Christian M.
8
Gandolfo, Giancarlo
7
Kruschwitz, Lutz
7
Webb, Anthony
7
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Young, Virginia R.
7
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7
Albrecht, Peter
6
Chichilnisky, Graciela
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Cont, Rama
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Cvitanić, Jakša
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Dhaene, Jan
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Elliott, Robert J.
6
Feng, Runhuan
6
Focardi, Sergio M.
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Hettich, Günter
6
Jüttler, Helmut
6
Langenbahn, Claus-Michael
6
Pfeifer, Andreas
6
Račev, Svetlozar T.
6
Schied, Alexander
6
Zhang, Zhimin
6
Allen, Roy G. D.
5
Bommier, Antoine
5
Bosch, Karl
5
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5
Friedberg, Leora
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Kleinow, Torsten
5
Kremer, Jürgen
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Panek, Emil
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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Conference on Matrices and Graphs: Theory and Economic Applications <1993 - 1995, Brescia>
1
Conference on Von Neumann Models <1972, Warschau>
1
David Eccles School of Business
1
Econometric Society
1
Erasmus Research Institute of Management
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Insurance / Mathematics & economics
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Lecture notes in economics and mathematical systems : LNEMS
57
SpringerLink / Bücher
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Lehrbuch
18
Wiley finance series
17
Handbooks in economics
16
Chapman & Hall/CRC financial mathematics series
15
Universitext
15
Finance and stochastics
14
International journal of theoretical and applied finance
12
Springer finance
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Studium
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The Frank J. Fabozzi series
11
Studienbücher Wirtschaftsmathematik
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Studies in economic theory
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Wiley finance
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Risks : open access journal
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The Wiley Finance Ser
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A Chapman & Hall book
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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New developments in financial modelling
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Springer Finance
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Competence Center Finanz- und Bankmanagement : ccfb
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Journal of economic studies
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
7
Scandinavian actuarial journal
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Springer eBook Collection
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Springer-Lehrbuch
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Zeszyty naukowe
7
Applied optimization
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
6
History of political economy
6
NBER Working Paper
6
Risk management in emerging markets
6
Springer Texts in Business and Economics
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Springer eBook Collection / Business and Economics
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Advances in mathematical economics
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ECONIS (ZBW)
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EconStor
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1
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1
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
2
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
3
From regulatory life tables to stochastic
mortality
projections : the exponential decline model
Denuit, Michel
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
Saved in:
4
Demographic risk in deep-deferred annuity valuation
Ji, Min
;
Zhou, Rui
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 286-314
Persistent link: https://www.econbiz.de/10011820667
Saved in:
5
Risk analysis of annuity conversion options with a special focus on decomposing risk
Schilling, Katja
-
2017
Persistent link: https://www.econbiz.de/10011898170
Saved in:
6
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
7
Coping with longevity via hedging : fair dynamic valuation of variable annuities
Chen, Ze
;
Feng, Runhuan
;
Li, Hong
;
Yang, Tianyu
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 154-169
Persistent link: https://www.econbiz.de/10015066964
Saved in:
8
Dynamic portfolio choice with deferred annuities
Horneff, Wolfram J.
;
Maurer, Raimond
;
Rogalla, Ralph
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10008858851
Saved in:
9
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
Delong, Łukasz
- In:
Bank i kredyt
42
(
2011
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10008906090
Saved in:
10
Application of copulas to modelling of marriage reverse annuity contract
Dębicka, Joanna
;
Heilpern, Stanisław
;
Marciniuk, Agnieszka
- In:
Prague economic papers : a bimonthly journal of …
29
(
2020
)
4
,
pp. 445-468
Persistent link: https://www.econbiz.de/10012593602
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