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~subject:"Rückversicherung"
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Rückversicherung
Theorie
76
Theory
76
Markov chain
42
Markov-Kette
39
Stochastic process
39
Stochastischer Prozess
39
Option pricing theory
38
Optionspreistheorie
38
Portfolio selection
33
Portfolio-Management
33
Risiko
22
Risk
22
Volatility
16
Volatilität
16
Reinsurance
15
Dividend
13
Regime-switching
13
Dividende
12
Esscher transform
12
Risk management
12
Derivat
11
Derivative
11
Option trading
11
Optionsgeschäft
11
Risikomaß
11
Risk measure
11
CAPM
10
Martingale
10
Risikomanagement
10
Risikomodell
10
Risk model
10
Credit risk
8
Hedging
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Kreditrisiko
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Martingal
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Regime switching
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English
14
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Yang, Hailiang
10
Siu, Tak Kuen
4
Zhuo, Jin
3
Meng, Hui
2
Wang, Rongming
2
Yao, Dingjun
2
Zeng, Yan
2
Chen, Shumin
1
Cheng, Xiang
1
Gerber, Hans U.
1
Hu, Xiang
1
Li, Danping
1
Lianzeng, Zhang
1
Shiu, Elias S. W.
1
Siu, Chi Chung
1
Wang, Ning
1
Yam, Sheung Chi Phillip
1
Yin, G.
1
Yin, George G.
1
Zhang, Xin
1
Zhao, Hui
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Zhou, Ming
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Insurance / Mathematics & economics
4
Scandinavian actuarial journal
4
Economic modelling
3
Astin bulletin : the journal of the International Actuarial Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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ECONIS (ZBW)
14
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1
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
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2
Optimal investment and reinsurance of an insurer with model uncertainty
Zhang, Xin
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009517594
Saved in:
3
Robust reinsurance contracts with risk constraint
Wang, Ning
;
Siu, Tak Kuen
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 419-453
Persistent link: https://www.econbiz.de/10012262748
Saved in:
4
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
5
Optimal debt ratio and dividend payment strategies with reinsurance
Zhuo, Jin
;
Yang, Hailiang
;
Yin, G.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 351-363
Persistent link: https://www.econbiz.de/10011398096
Saved in:
6
Optimal retention for a stop-loss reinsurance with incomplete information
Hu, Xiang
;
Yang, Hailiang
;
Lianzeng, Zhang
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 15-21
Persistent link: https://www.econbiz.de/10011422850
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7
Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun
;
Yang, Hailiang
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010416845
Saved in:
8
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:
9
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:
10
Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun
;
Yang, Hailiang
;
Wang, Rongming
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
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