Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing Bermudan options using...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk management
Theorie
89
Theory
89
Portfolio selection
36
Portfolio-Management
36
Risikomanagement
25
Reinsurance
22
Risikomodell
22
Risk model
22
Option pricing theory
21
Optionspreistheorie
21
Rückversicherung
20
Derivat
18
Derivative
18
Hedging
17
Risikomaß
16
Risk measure
16
Mortality
13
Sterblichkeit
13
Agrarversicherung
12
Agricultural insurance
12
CAPM
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
10
Risiko
10
Risk
10
Forecasting model
9
Option trading
9
Optionsgeschäft
9
Prognoseverfahren
9
Stochastic process
9
Stochastischer Prozess
9
Bayesian inference
8
Insurance
8
Multivariate Verteilung
8
Multivariate distribution
8
Weather
8
Wetter
8
Statistical distribution
7
Statistische Verteilung
7
more ...
less ...
Online availability
All
Undetermined
12
Free
7
Type of publication
All
Article
17
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
25
Author
All
Tan, Ken Seng
20
Boyle, Phelim P.
5
Zhu, Wenjun
5
Porth, Lysa
4
Weng, Chengguo
3
Zhang, Jinggong
3
Chi, Yichun
2
Fan, Qi
2
Lin, Yijia
2
Mei, Yuchen
2
Tian, Ruilin
2
Wang, Chou-Wen
2
Wang, Chou‐Wen
2
Yang, Fan
2
Yu, Jifeng
2
Zhuang, Sheng Chao
2
Boonen, Tim J.
1
Chen Zhou
1
Cong, Jianfa
1
Cui, Hengxin
1
Hardy, Mary
1
Huang, Yuxia
1
Ji, Liuyan
1
Kim, Joseph H. T.
1
Kim, Joseph H.T.
1
Li, Johnny Siu-Hang
1
Li, Johnny Siu-hang
1
Li, Johnny Siu‐Hang
1
Samaratunga, Ryan
1
Vorst, Ton
1
Wang, Chengguo
1
Wei, Pengyu
1
Wei, Wei
1
Zhang, Yi
1
Zhou, Rui
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
European journal of operational research : EJOR
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of risk
1
Nanyang Business School Research Paper
1
North American actuarial journal
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Scandinavian actuarial journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
Saved in:
2
Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10009242047
Saved in:
3
Downside risk management of a defined benefit plan considering longevity basis risk
Lin, Yijia
;
Tan, Ken Seng
;
Tian, Ruilin
;
Yu, Jifeng
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10011339021
Saved in:
4
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
5
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
6
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
7
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
Saved in:
8
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
9
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
Saved in:
10
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng
;
Wei, Pengyu
;
Wei, Wei
;
Zhuang, Sheng Chao
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
