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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
992
Theory
992
Portfolio selection
385
Portfolio-Management
385
Risk
301
Risiko
295
Stochastic process
248
Stochastischer Prozess
248
Risk model
201
Risikomodell
200
Risk measure
188
Risikomaß
187
Risk management
185
Risikomanagement
184
Statistical distribution
149
Statistische Verteilung
149
Mortality
140
Sterblichkeit
140
Option pricing theory
139
Lebensversicherung
135
Life insurance
135
Probability theory
128
Wahrscheinlichkeitsrechnung
128
Reinsurance
127
Rückversicherung
127
Measurement
109
Messung
109
Altersvorsorge
77
Retirement provision
77
Multivariate distribution
71
Multivariate Verteilung
70
Insurance
66
Versicherung
59
Pension fund
58
Pensionskasse
58
Private Altersvorsorge
58
Private retirement provision
58
Actuarial mathematics
57
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English
139
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Pelsser, Antoon André Jean
5
Shen, Yang
5
Ziveyi, Jonathan
5
Siu, Tak Kuen
4
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Palmowski, Zbigniew
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
Yamazaki, Kazutoshi
3
Bo, Lijun
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hao, Xuemiao
2
Kang, Boda
2
Landriault, David
2
Li, Bin
2
Li, Xuan
2
Li, Zhongfei
2
Liang, Zongxia
2
Lin, X. Sheldon
2
Melʹnikov, Aleksandr V.
2
Palmowski, Z.
2
Plat, Richard
2
Pérez, José-Luis
2
Schmeiser, Hato
2
Sherris, Michael
2
Shimizu, Yasutaka
2
Trottier, Denis-Alexandre
2
Wang, Yongjin
2
Weng, Chengguo
2
Wong, Hoi Ying
2
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
46
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ECONIS (ZBW)
139
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1
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
2
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
3
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
4
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen
;
Sendova, Kristina P.
;
Li, Zhong
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
Saved in:
5
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
6
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi
;
Landriault, David
;
Li, Bin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
Saved in:
7
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
8
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
Saved in:
9
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Li, Han
;
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 84-106
Persistent link: https://www.econbiz.de/10013534513
Saved in:
10
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
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