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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Portfolio selection
385
Portfolio-Management
385
Theorie
279
Theory
279
Risiko
124
Risk
124
Risikomaß
105
Risk measure
105
Risikomanagement
98
Risk management
98
Stochastic process
90
Stochastischer Prozess
90
Measurement
54
Messung
54
Risikomodell
52
Risk model
52
Reinsurance
51
Rückversicherung
51
Pension fund
43
Pensionskasse
43
Lebensversicherung
42
Life insurance
42
Statistical distribution
40
Statistische Verteilung
40
Altersvorsorge
37
Retirement provision
37
Probability theory
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Wahrscheinlichkeitsrechnung
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Option pricing theory
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Mortality
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Sterblichkeit
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Capital income
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Kapitaleinkommen
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Private Altersvorsorge
25
Private retirement provision
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Control theory
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Kontrolltheorie
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Hedging
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31
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Dhaene, Jan
2
Melʹnikov, Aleksandr V.
2
Zeng, Yan
2
Aase Nielsen, Jørgen
1
Andersson, Patrik
1
Barigou, Karim
1
Başoğlu, İsmail
1
Bo, Lijun
1
Bosserhoff, Frank
1
Cao, Jingyi
1
Carbonneau, Alexandre
1
Casalini, Riccardo
1
Chen, Bingzheng
1
Chen, Ze
1
Consiglio, Andrea
1
Cox, Samuel H.
1
Delong, Łukasz
1
Eryilmaz, Serkan
1
Feng, Runhuan
1
Fu, Ke-ang
1
Fusai, Gianluca
1
Gambaro, Anna Maria
1
Gebizlioglu, O. L.
1
Ghilarducci, Alessandro
1
Glazyrina, Anna
1
Guan, Guohui
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Hadjiliadis, Olympia
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Hardy, Mary Rosalyn
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Kim, Joseph H. T.
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Li, Bin
1
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
34
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Finance and stochastics
20
Quantitative finance
18
International journal of financial engineering
15
Applied mathematical finance
14
European journal of operational research : EJOR
13
Journal of banking & finance
12
Journal of mathematical finance
12
Journal of financial economics
10
Mathematics and financial economics
10
Research paper series / Swiss Finance Institute
10
Journal of risk and financial management : JRFM
9
The journal of computational finance
9
International review of financial analysis
8
SpringerLink / Bücher
8
Finance research letters
7
Mathematical methods of operations research
7
Review of derivatives research
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Risk and decision analysis
6
Working paper / National Bureau of Economic Research, Inc.
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Annals of finance
5
Chapman & Hall/CRC financial mathematics series
5
Computational Management Science : CMS
5
Economic modelling
5
Europäische Hochschulschriften / 5
5
NBER working paper series
5
Operations research letters
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Springer Texts in Business and Economics
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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ECONIS (ZBW)
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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
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
Saved in:
10
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
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