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~subject:"Portfolio selection"
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Relative reinsurance retention...
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Portfolio selection
Theorie
629,573
Theory
614,672
USA
40,437
United States
39,343
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29,067
Estimation
28,354
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25,027
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22,498
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21,761
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12,408
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12,002
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11,259
Börsenkurs
11,034
Share price
10,834
Asymmetrische Information
10,657
Asymmetric information
10,375
Wettbewerb
10,305
Wohlfahrtsanalyse
10,204
Volatilität
10,091
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10,032
Competition
9,947
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9,838
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Fabozzi, Frank J.
122
Maurer, Raimond
71
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Ang, Andrew
41
Mitchell, Olivia S.
41
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
36
Satchell, Stephen
36
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Wong, Hoi Ying
29
Bodie, Zvi
28
Lucas, André
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
25
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
Van Wincoop, Eric
25
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National Bureau of Economic Research
244
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
2
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European journal of operational research : EJOR
284
Insurance / Mathematics & economics
284
Journal of banking & finance
239
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
185
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
121
Journal of financial economics
105
Risks : open access journal
104
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economics letters
85
Swiss Finance Institute Research Paper
84
Economic modelling
83
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
73
International review of economics & finance : IREF
71
Mathematical methods of operations research
69
International review of financial analysis
68
The journal of asset management
68
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
59
Applied economics
57
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ECONIS (ZBW)
18,665
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1
Benchmark and mean-variance problems for insurers
Bäuerle, Nicole
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
Saved in:
2
Optimal insurance pricing,
reinsurance
, and investment for a jump diffusion risk process under a competitive market
Mao, Hong
;
Carson, James M.
;
Ostaszewski, Krzysztof M.
- In:
The journal of insurance issues : official journal of …
40
(
2017
)
1
,
pp. 90-124
Persistent link: https://www.econbiz.de/10011732700
Saved in:
3
Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas
;
Farkas, Walter
;
Kull, Andreas
; …
-
2020
. However, from a network perspective, we derive a unique fair solution in the sense of cooperative game
theory
. Implications …
Persistent link: https://www.econbiz.de/10012270812
Saved in:
4
Reducing risk through pooling and selective
reinsurance
using simulated annealing : an example from crop insurance
Porth, Lysa
;
Boyd, Milton
;
Pai, Jeffrey
- In:
The Geneva risk and insurance review
41
(
2016
)
2
,
pp. 163-191
Persistent link: https://www.econbiz.de/10011665503
Saved in:
5
Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen
;
Hinken, Maria
;
Zagst, Rudi
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 129-158
Persistent link: https://www.econbiz.de/10014485603
Saved in:
6
The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine
;
Hoermann, Gudrun
;
Schmeiser, Hato
- In:
35th Seminar of the European Group of Risk and …
,
(pp. 1-22)
.
2008
Persistent link: https://www.econbiz.de/10003852398
Saved in:
7
The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine
;
Hoermann, Gudrun
;
Schmeiser, Hato
-
2008
Persistent link: https://www.econbiz.de/10003903328
Saved in:
8
The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine
;
Hoermann, Gudrun
;
Schmeiser, Hato
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
4
,
pp. 887-908
Persistent link: https://www.econbiz.de/10003916512
Saved in:
9
Constant elasticity of variance model for proportional
reinsurance
and investment strategies
Gu, Mengdi
;
Yang, Yipeng
;
Li, Shoude
;
Zhang, Jingyi
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 580-587
Persistent link: https://www.econbiz.de/10003981154
Saved in:
10
Optimal time-consistent investment and
reinsurance
policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
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