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subject:"Portfolio-Management"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastic process"
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Search: subject_exact:"Theory"
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Subject
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Portfolio-Management
Stochastic process
Theorie
992
Theory
992
Portfolio selection
277
Risk
258
Risiko
253
Risk model
179
Risikomodell
178
Risk measure
174
Risikomaß
173
Risk management
156
Risikomanagement
155
Stochastischer Prozess
153
Statistical distribution
138
Statistische Verteilung
138
Probability theory
117
Wahrscheinlichkeitsrechnung
117
Mortality
116
Sterblichkeit
116
Reinsurance
103
Rückversicherung
103
Measurement
100
Messung
100
Lebensversicherung
94
Life insurance
94
Multivariate Verteilung
67
Multivariate distribution
67
Altersvorsorge
58
Retirement provision
58
Insurance
53
Actuarial mathematics
51
Versicherungsmathematik
51
Versicherung
48
Forecasting model
46
Prognoseverfahren
46
Multivariate Analyse
42
Multivariate analysis
42
Pension fund
42
Pensionskasse
42
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Undetermined
215
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Article
378
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Article in journal
378
Aufsatz in Zeitschrift
378
Mehrbändiges Werk
1
Multi-volume publication
1
Language
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English
378
Author
All
Liang, Zongxia
11
Zeng, Yan
11
Li, Zhongfei
10
Young, Virginia R.
7
Mao, Tiantian
6
Tang, Qihe
6
Yao, Haixiang
6
Avanzi, Benjamin
5
Furman, Edward
5
Guan, Guohui
5
Li, Danping
5
Li, Xiaohu
5
Shen, Yang
5
Wang, Ruodu
5
Wong, Bernard
5
Wong, Hoi Ying
5
Zhuo, Jin
5
Cai, Jun
4
Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
Hainaut, Donatien
4
Lai, Yongzeng
4
Landsman, Zinoviy
4
Li, Shuanming
4
Liang, Zhibin
4
Peng, Xingchun
4
Rüschendorf, Ludger
4
Siu, Tak Kuen
4
Trufin, Julien
4
Wei, Jiaqin
4
Yam, Sheung Chi Phillip
4
Yang, Hailiang
4
Zhao, Hui
4
Bayraktar, Erhan
3
Chi, Yichun
3
Cossette, Hélène
3
Denuit, Michel
3
Eisenberg, Julia
3
Gan, Guojun
3
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Insurance / Mathematics & economics
European journal of operational research : EJOR
666
NBER working paper series
269
Journal of banking & finance
255
Finance and stochastics
254
International journal of theoretical and applied finance
232
Working paper / National Bureau of Economic Research, Inc.
226
Journal of economic dynamics & control
225
NBER Working Paper
222
Mathematical finance : an international journal of mathematics, statistics and financial theory
215
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Finance research letters
173
Operations research
151
Quantitative finance
147
Risks : open access journal
147
Operations research letters
140
Research paper series / Swiss Finance Institute
139
Journal of econometrics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
130
Discussion paper / Tinbergen Institute
127
Economics letters
127
International journal of production research
127
The review of financial studies
120
Journal of economic theory
116
Economic modelling
115
Journal of empirical finance
109
Journal of financial economics
109
Discussion paper / Centre for Economic Policy Research
107
The journal of finance : the journal of the American Finance Association
107
Mathematical methods of operations research
101
Mathematics of operations research
101
Computational economics
100
The journal of portfolio management : a publication of Institutional Investor
99
Swiss Finance Institute Research Paper
96
SpringerLink / Bücher
95
The European journal of finance
89
International journal of production economics
85
Mathematics and financial economics
83
Journal of risk and financial management : JRFM
79
Working paper
79
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ECONIS (ZBW)
378
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1
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10
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378
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1
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
2
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
3
Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Wijnbergen, Sweder van
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
Saved in:
4
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
5
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:
6
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:
7
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
8
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
Saved in:
9
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
10
Optimal retirement savings over the life cycle : a deterministic analysis in closed form
Fischer, Marcel
;
Jensen, Bjarne Astrup
;
Koch, Marlene
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 48-58
Persistent link: https://www.econbiz.de/10014446721
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