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subject:"Risikoverteilung"
~isPartOf:"Mathematical methods of operations research"
~subject:"Portfolio selection"
~subject:"United States"
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Risikoverteilung
Portfolio selection
United States
Reinsurance
5
Rückversicherung
5
Stochastic process
4
Stochastischer Prozess
4
Portfolio-Management
3
Theorie
3
Theory
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Mean-variance criterion
2
Proportional reinsurance
2
Actuarial mathematics
1
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Backward stochastic differential equation
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Common shock
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Hamilton-Jacobi-Bellmann equation
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Jump-diffusion process
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Kontrolltheorie
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Mathematische Optimierung
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Option pricing theory
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Bi, Junna
1
Bäuerle, Nicole
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Guo, Junyi
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Liang, Zhibin
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Sun, Zhongyang
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Mathematical methods of operations research
Insurance / Mathematics & economics
47
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Working paper / National Bureau of Economic Research, Inc.
14
Scandinavian actuarial journal
12
The financing of catastrophe risk
6
Journal of insurance regulation
4
Risk management and insurance review
4
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
Agricultural finance review
3
Gabler Edition Wissenschaft
3
Research paper series / Swiss Finance Institute
3
SpringerLink / Bücher
3
The journal of insurance issues : official journal of the Western Risk and Insurance Association
3
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
2
ASTIN bulletin : the journal of the International Actuarial Association
2
American journal of agricultural economics
2
Astin bulletin : the journal of the International Actuarial Association
2
Betriebswirtschaftliche Diskussionsbeiträge
2
CARF working paper
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CIRRELT
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Convergence of capital and insurance markets
2
Economic modelling
2
European journal of operational research : EJOR
2
Finance research letters
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IMA journal of management mathematics
2
Inquiry : a journal of health care organization, provision and financing
2
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
2
Journal of banking & finance
2
Journal of mathematical finance
2
Journal of risk and uncertainty : JRU
2
The Geneva papers on risk and insurance - issues and practice
2
The journal of business : B
2
Veröffentlichungen des Seminars für Versicherungswissenschaft der Universität Hamburg und des Vereins zur Förderung der Versicherungswissenschaft in Hamburg e.V. / B
2
Working papers
2
33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
1
A CBO study
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied financial economics
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1
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
2
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
3
Benchmark and mean-variance problems for insurers
Bäuerle, Nicole
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
Saved in:
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