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~isPartOf:"Journal of mathematical economics"
~isPartOf:"Insurance / Mathematics & economics"
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14
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Journal of mathematical economics
Insurance / Mathematics & economics
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
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ECONIS (ZBW)
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1
No free lunch for markets with multiple numéraires
Carassus, Laurence
- In:
Journal of mathematical economics
104
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
Saved in:
2
Dynamics of state-wise prospective reserves in the presence of non-monotone information
Christiansen, Marcus C.
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012491966
Saved in:
3
The fundamental theorem of mutual insurance
Albrecht, Peter
;
Huggenberger, Markus
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Saved in:
4
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
Saved in:
5
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
6
Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
Saved in:
7
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
8
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
9
A bivariate shot noise self-exciting process for insurance
Jang, Jiwook
;
Dassios, Angelos
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 524-532
Persistent link: https://www.econbiz.de/10010227969
Saved in:
10
Utility maximization under a shortfall risk constraint
Gundel, Anne
;
Weber, Stefan
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1126-1151
Persistent link: https://www.econbiz.de/10003783833
Saved in:
11
Relevant coherent measures of risk
Stoica, George
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 794-806
Persistent link: https://www.econbiz.de/10003376558
Saved in:
12
The Dalang-Morton-Willinger theorem under cone constraints
Napp, Clotilde
- In:
Journal of mathematical economics
39
(
2003
)
1/2
,
pp. 111-126
Persistent link: https://www.econbiz.de/10001755265
Saved in:
13
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás de la Corte, Alejandro
;
Mirás, Miguel Ángel
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001703425
Saved in:
14
Wealth optimization in an incomplete market driven by a jump-diffusion process
Bellamy, Nadine
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 259-287
Persistent link: https://www.econbiz.de/10001567657
Saved in:
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