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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Portfolio selection
385
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385
Theorie
279
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279
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124
Risk
124
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105
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Liang, Zongxia
8
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Young, Virginia R.
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4
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3
Li, Zhongfei
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Lu, Yi
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Insurance / Mathematics & economics
European journal of operational research : EJOR
62
International journal of theoretical and applied finance
55
Finance and stochastics
43
Quantitative finance
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
25
Mathematical methods of operations research
24
Risks : open access journal
22
Journal of mathematical finance
21
Annals of finance
20
Applied mathematical finance
20
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17
Finance research letters
16
Mathematics and financial economics
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Scandinavian actuarial journal
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International journal of financial engineering
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13
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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10
IMA journal of management mathematics
10
International journal of production research
10
Research paper series / Swiss Finance Institute
10
Astin bulletin : the journal of the International Actuarial Association
9
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9
Operations research letters
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Economic modelling
8
Swiss Finance Institute Research Paper
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Operations research
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SpringerLink / Bücher
7
The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
7
Annals of operations research
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Journal of the Operational Research Society
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ECONIS (ZBW)
90
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90
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1
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
2
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
3
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
4
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
5
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
6
On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
7
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
8
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
9
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
10
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
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