//--> //--> //--> //-->
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
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of theoretical and applied finance"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Stochastic process
6
Stochastischer Prozess
6
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
5
Portfolio-Management
5
Markov chain
3
Markov-Kette
3
Mortality
3
Sterblichkeit
3
Derivat
2
Derivative
2
Hedging
2
Probability theory
2
Risikomodell
2
Risk model
2
Wahrscheinlichkeitsrechnung
2
Actuarial mathematics
1
Analysis
1
Appell algebraic structure
1
Archimedean copulas
1
Asymptotics
1
Bereavement
1
Betriebliche Liquidität
1
Broken-heart effect
1
Börsenkurs
1
CAPM
1
Centralized data fusion
1
Cohort analysis
1
Continuous realization
1
Continuous time
1
Continuous-time
1
Continuous-time cohort models for longevity
1
Continuous-time mean-variance
1
Continuous-time portfolio optimization
1
Continuous-time stochastic control
1
Continuous-time stochastic mortality
1
Control theory
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Jevtić, Petar
2
Lefevre, Claude
2
Regis, Luca
2
Benth, Fred Espen
1
Bernis, Guillaume
1
Blanco, Sara Ana Solanilla
1
Brockhaus, Oliver
1
Cadenillas, Abel
1
Carassus, Laurence
1
Castañer, Anna
1
Chen, Ping
1
Claramunt, Maria Mercè
1
Dmitrašinović-Vidović, Gordana
1
Docq, Grégoire
1
Dokučaev, Nikolaj G.
1
Dorfleitner, Gregor
1
Dubois, Mathieu
1
Dutang, Christophe
1
Elliott, Robert J.
1
Gapeev, Pavel V.
1
Gerer, Johannes
1
Hamada, Ahmed S.
1
Hambardzumyan, Hayk
1
Hurd, T. R.
1
Jevtić, P.
1
Korn, Ralf
1
Lari-Lavassani, Ali
1
Li, Xun
1
Liu, Wenyue
1
Loisel, Stéphane
1
Scotti, Simone
1
Ware, Antony
1
Yang, Zhou
1
Yao, Haixiang
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
International journal of theoretical and applied finance
Physica A: Statistical Mechanics and its Applications
33
CESifo Working Paper
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
MPRA Paper
13
Quantitative Finance
13
CESifo Working Paper Series
11
Computational Statistics
11
Journal of economic theory
11
Mathematical Methods of Operations Research
11
Working Paper
11
Journal of econometrics
10
Dynamic games and applications : DGA
9
Statistical Inference for Stochastic Processes
9
Statistics & Probability Letters
9
CESifo working papers
8
Finance and Stochastics
8
Cowles Foundation Discussion Papers
7
Economic Theory
7
Finance
7
Games and economic behavior
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of empirical finance
7
Journal of mathematical economics
7
CEPR Discussion Papers
6
CREATES Research Papers
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion Paper
6
European Journal of Operational Research
6
IZA Discussion Papers
6
Stochastic Processes and their Applications
6
Annals of finance
5
CIRANO Working Papers
5
International journal of production research
5
Journal of economic behavior & organization : JEBO
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics and Computers in Simulation (MATCOM)
5
Mathematics of operations research
5
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
Liu, Wenyue
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 69-93
Persistent link: https://www.econbiz.de/10014282470
Saved in:
2
A
continuous-time
stochastic model for the mortality surface of multiple populations
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 181-195
Persistent link: https://www.econbiz.de/10012105562
Saved in:
3
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
4
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
5
The joint mortality of couples in
continuous
time
Jevtić, P.
;
Hurd, T. R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011740732
Saved in:
6
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
7
Assessing the solvency of insurance portfolios via a
continuous-time
cohort model
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
Saved in:
8
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
9
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
10
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->