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~subject:"Risiko"
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Risiko
Optionspreistheorie
14,803
Option pricing theory
14,344
Dividende
7,120
Dividend
6,470
Theorie
6,351
Theory
6,197
Lebensversicherung
5,048
Volatilität
4,061
Life insurance
4,014
Volatility
3,996
Private Altersvorsorge
3,581
Private retirement provision
3,526
Stochastischer Prozess
3,425
Stochastic process
3,372
Optionsgeschäft
2,917
Option trading
2,900
Derivat
2,465
Derivative
2,462
USA
2,406
United States
2,324
Börsenkurs
2,209
Share price
2,143
Altersvorsorge
2,049
Retirement provision
2,027
Deutschland
1,918
Portfolio-Management
1,805
Portfolio selection
1,790
Schätzung
1,566
Estimation
1,540
Germany
1,522
Hedging
1,372
Kapitaleinkommen
1,361
Capital income
1,359
CAPM
1,247
Gesetzliche Rentenversicherung
1,175
Public pension system
1,158
Black-Scholes-Modell
1,120
Risk
1,097
Black-Scholes model
1,067
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368
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342
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667
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445
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619
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619
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195
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177
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36
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36
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26
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8
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8
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5
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4
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4
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English
1,059
German
42
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7
French
3
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1
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Sherris, Michael
15
Brunner, Johann K.
11
Pech, Susanne
11
Blake, David
9
Krebs, Tom
8
Kuhn, Moritz
8
Wright, Mark L. J.
8
Olivieri, Annamaria
7
Pitacco, Ermanno
7
Seo, Sang Byung
7
Albrecht, Peter
6
Bauer, Daniel
6
Devolder, Pierre
6
Feng, Runhuan
6
Franke, Günter
6
Godin, Frédéric
6
Kelly, Bryan T.
6
Maurer, Raimond
6
Stapleton, Richard C.
6
Veronesi, Pietro
6
Wang, Xingchun
6
Bergeron, Claude
5
Cairns, Andrew
5
Cheung, Eric C. K.
5
El Karoui, Nicole
5
Friedberg, Leora
5
Gatzert, Nadine
5
Ghosh, Anisha
5
Gründl, Helmut
5
Siu, Tak Kuen
5
Subrahmanyam, Marti G.
5
Trigeorgis, Lenos
5
Webb, Anthony
5
Barro, Robert J.
4
Bateman, Hazel
4
Bayraktar, Erhan
4
Bhattacharya, Jay
4
Brown, Jeffrey R.
4
Chesney, Marc
4
Crosby, John
4
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13
American Enterprise Institute for Public Policy Research
1
Centre of Financial Studies
1
Conference on the Value of Life and Safety <1981, Genève>
1
Edward Elgar Publishing
1
European University Institute / Department of Law
1
Institute of European Finance <Bangor, Gwynedd>
1
International Association for the Study of Insurance Economics
1
Pensions Institute
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
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Insurance / Mathematics & economics
54
Risks : open access journal
23
International journal of theoretical and applied finance
20
Finance research letters
15
Journal of banking & finance
14
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
European journal of operational research : EJOR
11
Review of derivatives research
11
Working paper
11
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
10
Applied mathematical finance
10
Finance and stochastics
10
NBER Working Paper
10
Research paper series / Swiss Finance Institute
10
Journal of financial economics
9
Quantitative finance
9
Scandinavian actuarial journal
8
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
7
Astin bulletin : the journal of the International Actuarial Association
6
Discussion paper / The Pensions Institute, Cass Business School, City University
6
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
International review of financial analysis
6
Journal of risk and financial management : JRFM
6
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
6
The journal of finance : the journal of the American Finance Association
6
Annals of finance
5
Applied economics
5
CESifo working papers
5
International journal of financial engineering
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics and financial economics
5
Netspar Discussion Paper
5
The European journal of finance
5
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Source
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ECONIS (ZBW)
1,102
EconStor
5
USB Cologne (EcoSocSci)
5
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1
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
2
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
3
Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander
;
Ruß, Jochen
;
Schilling, Katja
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
Saved in:
4
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:
5
Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
Saved in:
6
Variable annuities and aggregate mortality risk
Weale, Martin
;
Van de Ven, Justin
- In:
National Institute economic review
237
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011694221
Saved in:
7
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
Saved in:
8
Capital allocation to meet mortality risks for life annuities
Olivieri, Annamaria
;
Pitacco, Ermanno
- In:
The ICFAI university journal of financial risk …
6
(
2009
)
1
,
pp. 36-54
Persistent link: https://www.econbiz.de/10003837541
Saved in:
9
Optimal retirement income tontines
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
Saved in:
10
Social security is NOT a substitute for annuity markets
Caliendo, Frank
;
Guo, Nick L.
;
Hosseini, Roozbeh
- In:
Review of economic dynamics
17
(
2014
)
4
,
pp. 739-755
Persistent link: https://www.econbiz.de/10011281434
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