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Mathematical finance
Theorie
178
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177
Option pricing theory
73
Optionspreistheorie
73
Risiko
45
Portfolio selection
43
Portfolio-Management
43
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43
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35
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Optionsgeschäft
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Black-Scholes model
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Dhaene, Jan
7
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4
Albrecher, Hansjörg
3
Madan, Dilip B.
3
Reyners, Sofie
3
Binder, Andreas
2
De Spiegeleer, Jan
2
Delong, Łukasz
2
Denuit, Michel
2
Goovaerts, Marc J.
2
Kaas, R.
2
Mayer, Philipp
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Benth, Fred Espen
1
Chen, Ze
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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Insurance / Mathematics & economics
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Advanced mathematical methods for finance
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Astin bulletin : the journal of the International Actuarial Association
1
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Research report / Katholieke Univ. Leuven, Dep. Toegepaste Economische Wetenschappen
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ECONIS (ZBW)
16
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1
The concept of comonotonicity in actuarial science and finance
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655460
Saved in:
2
Actuarial theory for dependent risks : measures, orders and models
Denuit, Michel
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2005
Persistent link: https://www.econbiz.de/10013489994
Saved in:
3
Dividend maximization under consideration of the time value of ruin
Thonhauser, Stefan
;
Albrecher, Hansjörg
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 163-184
Persistent link: https://www.econbiz.de/10003755693
Saved in:
4
Einführung in die Finanzmathematik
Albrecher, Hansjörg
;
Binder, Andreas
;
Mayer, Philipp
-
2009
Persistent link: https://www.econbiz.de/10010483973
Saved in:
5
Introduction to quantitative methods for financial markets
Albrecher, Hansjörg
;
Binder, Andreas
;
Lautscham, Volkmar
; …
-
2013
-
revised and updated translation
Persistent link: https://www.econbiz.de/10009778667
Saved in:
6
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
7
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
8
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
9
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
10
Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan
;
Stassen, Ben
;
Barigou, Karim
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
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