//--> //--> //-->
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
~subject:"Markov-Kette"
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
Valuing equity-linked death be...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov-Kette
Theorie
54
Theory
54
Portfolio selection
17
Portfolio-Management
17
Risiko
17
Risk
17
Option pricing theory
14
Optionspreistheorie
14
Risikomodell
13
Risk model
13
Rückversicherung
13
Stochastic process
13
Stochastischer Prozess
13
Dividende
11
Dividend
10
Reinsurance
10
Finanzmathematik
9
Mathematical finance
9
Lebensversicherung
8
Versicherungsmathematik
8
Markov chain
7
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Life insurance
6
Mathematik
6
Risk management
6
Actuarial mathematics
5
Risikomaß
5
Risk measure
5
Black-Scholes model
4
CAPM
4
Capital injection
4
Equity-linked death benefits
4
Martingale
4
Mathematics
4
Mortality
4
Option trading
4
Optionsgeschäft
4
Regime switching
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Yang, Hailiang
6
Zhuo, Jin
3
Cheng, Xiang
1
Fu, Jun
1
Liu, Guo
1
Wang, Guanqing
1
Wang, Guojing
1
Wei, Jiaqin
1
Yin, George G.
1
Zhu, Jinxia
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
European journal of operational research : EJOR
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 311-318
Persistent link: https://www.econbiz.de/10003682298
Saved in:
2
Portfolio optimization in a regime-switching market with derivatives
Fu, Jun
;
Wei, Jiaqin
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
Saved in:
3
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
4
A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
5
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang
;
Zhuo, Jin
;
Yang, Hailiang
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
Saved in:
6
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Zhuo, Jin
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->