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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Hedging"
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Hedging
Portfolio selection
385
Portfolio-Management
385
Theorie
279
Theory
279
Risiko
124
Risk
124
Risikomaß
105
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2
Li, Jackie
2
Lin, Tzuling
2
Melʹnikov, Aleksandr V.
2
Regis, Luca
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Barigou, Karim
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Insurance / Mathematics & economics
Finance research letters
40
International review of financial analysis
33
Journal of banking & finance
31
Energy economics
30
International journal of theoretical and applied finance
30
The journal of futures markets
30
International review of economics & finance : IREF
26
Economic modelling
25
Applied economics
24
Research paper series / Swiss Finance Institute
24
The North American journal of economics and finance : a journal of financial economics studies
24
Finance and stochastics
23
Journal of financial economics
23
Swiss Finance Institute Research Paper
23
Journal of economic dynamics & control
22
European journal of operational research : EJOR
17
The review of financial studies
17
Applied mathematical finance
16
Journal of risk and financial management : JRFM
16
The European journal of finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
NBER working paper series
14
Quantitative finance
14
Research in international business and finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
12
Journal of empirical finance
12
Journal of financial and quantitative analysis : JFQA
12
Risks : open access journal
12
The journal of finance : the journal of the American Finance Association
12
The journal of asset management
11
The journal of portfolio management : a publication of Institutional Investor
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Computational economics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
22
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1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
8
Hedging pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
Saved in:
9
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Saved in:
10
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
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