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137
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97
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82
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70
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61
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51
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48
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47
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42
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40
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35
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35
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34
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33
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33
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33
Chiarella, Carl
32
Gallo, Giampiero M.
32
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32
Todorov, Viktor
31
Herwartz, Helmut
30
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29
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29
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27
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26
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Meddahi, Nour
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25
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25
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25
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Institut für Weltwirtschaft
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Judge Institute of Management Studies
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Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
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Energy economics
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NBER Working Paper
160
Journal of econometrics
157
Journal of banking & finance
144
International journal of forecasting
134
International review of financial analysis
123
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123
Economic modelling
117
International review of economics & finance : IREF
106
Journal of empirical finance
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Economics letters
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Applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Centre for Economic Policy Research
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
77
Journal of international money and finance
75
The European journal of finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics letters
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The journal of futures markets
69
Quantitative finance
66
The review of financial studies
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Econometric reviews
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied financial economics
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Journal of international financial markets, institutions & money
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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EconStor
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ArchiDok
1
Other ZBW resources
1
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1
The volatility of
mortality
Bauer, Daniel
;
Börger, Matthias
;
Ruß, Jochen
; …
-
2008
Persistent link: https://www.econbiz.de/10003638564
Saved in:
2
Essays on business cycle analysis and demography
Sarferaz, Samad
-
2009
Persistent link: https://www.econbiz.de/10008811071
Saved in:
3
A longevity basis risk analysis in a joint FDM framework
D'Amato, Valeria
;
Coppola, Mariarosaria
;
Levantesi, Susanna
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011653711
Saved in:
4
A unified approach to
mortality
modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
Saved in:
5
Three essays in applied microeconomics and labor economics
Nargis, Nigar
-
2003
Persistent link: https://www.econbiz.de/10003623898
Saved in:
6
A family of
mortality
jump models applied to US data
Chen, Hua
- In:
Asia-Pacific journal of risk and insurance : APJRI
8
(
2014
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10010393602
Saved in:
7
Swimming with Wealthy Sharks : Longevity, Volatility and the Value of Risk Pooling
Milevsky, Moshe A.
-
2018
attention on the Compensation Law of
Mortality
which implies that individuals with higher relative
mortality
(e.g. lower income …
Persistent link: https://www.econbiz.de/10012907563
Saved in:
8
A tale of two tails :
mortality
, size, volatility, and epu
Copeland, Maggie
;
Copeland, Thomas E.
;
Lai, Zhitong
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012656111
Saved in:
9
Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria
;
Thirurajah, Samuel
;
Ziveyi, Jonathan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
Saved in:
10
The effect of longevity drift and investment volatility on income sufficiency in retirement
Mayhew, Leslie
;
Smith, David
;
Wright, Douglas
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 201-211
Persistent link: https://www.econbiz.de/10011825263
Saved in:
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