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Risiko
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ECONIS (ZBW)
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1
Risk-neutral valuation of GLWB riders in variable annuities
Maggistro, Rosario
;
Zoccolan, Ivan
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015049347
Saved in:
2
The αVG model for multivariate asset pricing : calibration and extension
Guillaume, Florence
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10009729942
Saved in:
3
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
4
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
5
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
Saved in:
6
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
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7
Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara
;
Kim, Jeongsim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
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8
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
9
Examining the uncertainty-investment relationship under various stochastic porcesses
Wang, George Yungchih
- In:
Banking and finance review
3
(
2011
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009488590
Saved in:
10
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong
;
Leung, Tim
;
Hadjiliadis, Olympia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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