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Optionspreistheorie
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10,293
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4,026
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3,814
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3,787
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3,589
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3,099
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86
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85
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79
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78
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78
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71
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69
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67
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66
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62
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62
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57
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57
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57
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54
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53
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52
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52
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51
Elliott, Robert J.
51
Wystup, Uwe
51
Benth, Fred Espen
50
Korn, Olaf
50
Sherris, Michael
50
Alexander, Carol
49
Blake, David
49
Chen, An
47
Jacobs, Kris
46
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8
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8
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8
National Centre of Competence in Research - Financial Valuation and Risk Management
8
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566
International journal of theoretical and applied finance
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Insurance / Mathematics & economics
344
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IMF Staff Country Reports
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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The journal of computational finance
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Finance research letters
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NBER working paper series
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Quantitative finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European journal of operational research : EJOR
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Risks : open access journal
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Energy economics
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IMF Working Papers
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Journal of economic dynamics & control
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Review of derivatives research
185
Computational economics
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NBER Working Paper
166
Journal of financial economics
149
International review of financial analysis
146
The European journal of finance
135
The North American journal of economics and finance : a journal of financial economics studies
133
International journal of financial engineering
132
Research paper series / Swiss Finance Institute
129
International review of economics & finance : IREF
128
Journal of mathematical finance
126
Journal of risk and financial management : JRFM
124
Economic modelling
117
Applied economics
115
The journal of finance : the journal of the American Finance Association
114
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
112
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108
The review of financial studies
107
Journal of financial and quantitative analysis : JFQA
98
Asia-Pacific financial markets
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ECONIS (ZBW)
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RePEc
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USB Cologne (EcoSocSci)
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EconStor
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BASE
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1
Risk management of variable annuities
Ruez, Frederik
-
2017
Persistent link: https://www.econbiz.de/10012659889
Saved in:
2
Move-based
hedging
of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
3
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
4
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars
;
Aguilar, Jean-Philippe
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
Saved in:
5
It's RILA time : an introduction to registered index-linked annuities
Moenig, Thorsten
- In:
The journal of risk & insurance
89
(
2022
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10013191414
Saved in:
6
Hedging
of variable annuities under basis risk
Bauer, Jan
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012299298
Saved in:
7
Local
hedging
of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
8
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
9
Analytical valuation and
hedging
of variable annuity guaranteed lifetime withdrawal benefits
Feng, Runhuan
;
Jing, Xiaochen
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011691495
Saved in:
10
Quantitative modeling of risk management strategies : stochastic reserving and
hedging
of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
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