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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Zins"
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Search: subject_exact:"Zinsdifferenz"
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Zins
Yield curve
25
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25
Theorie
14
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11
Stochastic process
9
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9
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Liang, Zongxia
2
Andersson, Patrik
1
Bao, Jianhai
1
Deelstra, Griselda
1
Dierkes, Thomas
1
Gajek, Lesław
1
Goudenège, Ludovic
1
Grasselli, Martino
1
Guan, Guohui
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Hu, Lingjian
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Krajewska, Elżbieta
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Li, Danping
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Molent, Andrea
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Sheng, Wenlong
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Tong, Jinying
1
Van Weverberg, Christopher
1
Yuan, Chenggui
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Zanette, Antonio
1
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Insurance / Mathematics & economics
NBER working paper series
54
NBER Working Paper
42
Working paper / National Bureau of Economic Research, Inc.
29
Working papers / The Levy Economics Institute
27
Applied economics
26
Journal of banking & finance
24
Working papers / Bank for International Settlements
19
Economic modelling
16
IMF working papers
16
International journal of theoretical and applied finance
16
Journal of money, credit and banking : JMCB
16
Applied economics letters
15
Working paper series / European Central Bank
15
Discussion papers / CEPR
14
Finance and economics discussion series
14
International review of economics & finance : IREF
14
Staff working paper / Bank of Canada
14
Journal of international money and finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of fixed income
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Working paper
12
Applied financial economics
11
Cogent economics & finance
11
Finance research letters
10
Journal of financial economics
10
Journal of mathematical finance
10
International journal of finance & economics : IJFE
9
Quantitative finance
9
Banque de France Working Paper
8
CESifo working papers
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FEDS Working Paper
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International journal of financial engineering
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Journal of monetary economics
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ECONIS (ZBW)
11
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1
Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia
;
Sheng, Wenlong
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Saved in:
2
The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda
;
Grasselli, Martino
;
Van Weverberg, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 205-219
Persistent link: https://www.econbiz.de/10011630651
Saved in:
3
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
4
Long-term behavior of stochastic interest rate models with Markov switching
Zhang, Zhenzhong
;
Tong, Jinying
;
Hu, Lingjian
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 320-326
Persistent link: https://www.econbiz.de/10011597312
Saved in:
5
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
6
On the efficient utilisation of duration
Dierkes, Thomas
;
Ortmann, Karl Michael
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010484840
Saved in:
7
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
8
Optimal bond portfolios with fixed time to maturity
Andersson, Patrik
;
Lagerås, Andreas N.
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 429-438
Persistent link: https://www.econbiz.de/10010195912
Saved in:
9
Long-term behavior of stochastic interest rate models with jumps and memory
Bao, Jianhai
;
Yuan, Chenggui
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 266-272
Persistent link: https://www.econbiz.de/10009785395
Saved in:
10
A new immunization inequality for random streams of assets, liabilities and interest rates
Gajek, Lesław
;
Krajewska, Elżbieta
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 624-631
Persistent link: https://www.econbiz.de/10010227919
Saved in:
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