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Theorie
991
Theory
991
Portfolio selection
277
Portfolio-Management
277
Risk
258
Risiko
253
Risk model
179
Risikomodell
178
Risk measure
174
Risikomaß
173
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156
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155
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153
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153
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138
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138
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117
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117
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116
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116
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103
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103
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100
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100
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94
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94
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67
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989
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991
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991
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Landsman, Zinoviy
14
Liang, Zongxia
14
Denuit, Michel
13
Cheung, Eric C. K.
12
Cheung, Ka Chun
12
Chi, Yichun
12
Dhaene, Jan
12
Haberman, Steven
12
Zeng, Yan
12
Furman, Edward
11
Landriault, David
11
Li, Zhongfei
11
Tan, Ken Seng
11
Young, Virginia R.
11
Cossette, Hélène
10
Guillén, Montserrat
10
Wang, Ruodu
10
Cai, Jun
9
Loisel, Stéphane
9
Sordo, Miguel A.
9
Tang, Qihe
9
Trufin, Julien
9
Yam, Sheung Chi Phillip
9
Asimit, Alexandru V.
8
Feng, Runhuan
8
Gatzert, Nadine
8
Hu, Taizhong
8
Mao, Tiantian
8
Wong, Hoi Ying
8
Yang, Hailiang
8
Avanzi, Benjamin
7
Chen, An
7
Laeven, Roger J. A.
7
Lefevre, Claude
7
Li, Shuanming
7
Marceau, Etienne
7
Sherris, Michael
7
Willmot, Gordon E.
7
Wong, Bernard
7
Yang, Jingping
7
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Symposium on Risk Theory <1988, Löwen>
1
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Insurance / Mathematics & economics
Economics letters
5,146
European journal of operational research : EJOR
4,749
Journal of economic theory
2,862
Journal of economic dynamics & control
2,368
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
The American economic review
2,246
Journal of economic behavior & organization : JEBO
2,203
European economic review : EER
1,896
International journal of production research
1,889
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,810
Journal of public economics
1,716
Economic modelling
1,635
Journal of econometrics
1,588
Applied economics
1,481
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1,481
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1,420
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1,100
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1,019
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1,016
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,010
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
999
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
992
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ECONIS (ZBW)
991
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991
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451
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Lv, Chen
;
Qian, Linyi
;
Shen, Yang
;
Wang, Wei
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 253-267
Persistent link: https://www.econbiz.de/10011630835
Saved in:
452
Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 268-283
Persistent link: https://www.econbiz.de/10011630840
Saved in:
453
From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
Saved in:
454
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
Saved in:
455
Extremes for coherent risk measures
Asimit, Alexandru
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 332-341
Persistent link: https://www.econbiz.de/10011630863
Saved in:
456
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Delong, Łukasz
;
Chen, An
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011630868
Saved in:
457
Demand for longevity securities under relative performance concerns : stochastic differential games with cointegration
Kwok, Kai Yin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 353-366
Persistent link: https://www.econbiz.de/10011630877
Saved in:
458
Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
Saved in:
459
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
460
Cooperative investment in incomplete markets under financial fairness
Pazdera, Jaroslav
;
Schumacher, Johannes M.
;
Werker, Bas …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 394-406
Persistent link: https://www.econbiz.de/10011630891
Saved in:
461
Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao
;
Chen, Ping
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
Saved in:
462
Inference pitfalls in Lee-Carter model for forecasting mortality
Leng, Xuan
;
Peng, Liang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 58-65
Persistent link: https://www.econbiz.de/10011597167
Saved in:
463
Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics
Bartels, Mariana
;
Ziegelmann, Flávio A.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 66-79
Persistent link: https://www.econbiz.de/10011597172
Saved in:
464
Risk reducers in convex order
He, Junnan
;
Tang, Qihe
;
Zhang, Huan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Saved in:
465
Exponential utility maximization for an insurer with time-inconsistent preferences
Zhao, Qian
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 89-104
Persistent link: https://www.econbiz.de/10011597189
Saved in:
466
Bivariate credibility bonus-malus premiums distinguishing between two types of claims
Gómez-Déniz, Emilio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 117-124
Persistent link: https://www.econbiz.de/10011597200
Saved in:
467
Borch's theorem, equal margins, and efficient allocation
Flåm, Sjur D.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011597258
Saved in:
468
A neural network approach to efficient valuation of large portfolios of variable annuities
Hejazi, Seyed Amir
;
Jackson, Kenneth R.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 169-181
Persistent link: https://www.econbiz.de/10011597261
Saved in:
469
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
470
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
471
Multivariate tail conditional expectation for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011597276
Saved in:
472
Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
Alonso-García, J.
;
Devolder, Pierre
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 224-236
Persistent link: https://www.econbiz.de/10011597277
Saved in:
473
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
Bi, Junna
;
Liang, Zhibin
;
Xu, Fangjun
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 245-258
Persistent link: https://www.econbiz.de/10011597285
Saved in:
474
Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 259-271
Persistent link: https://www.econbiz.de/10011597291
Saved in:
475
Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
Saved in:
476
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:
477
Asset allocation strategies in the presence of liability constraints
Cousin, Areski
;
Jiao, Ying
;
Robert, Christian Yann
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 327-338
Persistent link: https://www.econbiz.de/10011597318
Saved in:
478
Hedging insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
Saved in:
479
Credible risk measures with applications in actuarial sciences and finance
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 373-386
Persistent link: https://www.econbiz.de/10011597330
Saved in:
480
Modeling loss data using mixtures of distributions
Miljkovic, Tatjana
;
Grün, Bettina
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 387-396
Persistent link: https://www.econbiz.de/10011597334
Saved in:
481
A family of premium principles based on mixtures of TVaRs
Sordo, Miguel A.
;
Castaño-Martínez, Antonia
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 397-405
Persistent link: https://www.econbiz.de/10011597338
Saved in:
482
Entrance times of random walks : with applications to pension fund modeling
Fiig Jarner, Søren
;
Tolver Kronborg, Morten
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011457142
Saved in:
483
Markov regime-switching quantile regression models and financial contagion detection
Ye, Wuyi
;
Zhu, Yangguang
;
Wu, Yuehua
;
Miao, Baiqi
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 21-26
Persistent link: https://www.econbiz.de/10011457143
Saved in:
484
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Chen, Shumin
;
Wang, Xi
;
Deng, Yinglu
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 27-37
Persistent link: https://www.econbiz.de/10011457145
Saved in:
485
The network structure and systemic risk in the global non-life insurance market
Kanno, Masayasu
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 38-53
Persistent link: https://www.econbiz.de/10011457147
Saved in:
486
Statutory financial reporting for variable annuity guaranteed death benefits : market practice, mathematical modeling and computation
Feng, Runhuan
;
Huang, Huaxiong
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 54-64
Persistent link: https://www.econbiz.de/10011457152
Saved in:
487
Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao
;
Weng, Chengguo
;
Tan, Ken Seng
; …
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
Saved in:
488
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
Zheng, Xiaoxiao
;
Zhou, Jieming
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 77-87
Persistent link: https://www.econbiz.de/10011457158
Saved in:
489
A note on some joint distribution functions involving the time of ruin
Dickson, David C. M.
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 120-124
Persistent link: https://www.econbiz.de/10011457185
Saved in:
490
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
491
Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao
;
De Jong, Piet
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
Saved in:
492
Risk capital allocation with autonomous subunits : the Lorenz set
Hougaard, Jens Leth
;
Smilgins, Aleksandrs
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 151-157
Persistent link: https://www.econbiz.de/10011457222
Saved in:
493
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
494
Love and death : a Freund model with frailty
Gouriéroux, Christian
;
Lu, Yang
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 191-303
Persistent link: https://www.econbiz.de/10011349835
Saved in:
495
Prospective mortality tables : taking heterogeneity into account
Tomas, Julien
;
Planchet, Frédéric
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 169-190
Persistent link: https://www.econbiz.de/10011349838
Saved in:
496
The choice of sample size for mortality forecasting : a Bayesian learning approach
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011349841
Saved in:
497
Multi-population mortality models : a factor copula approach
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
Saved in:
498
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
Gao, Huan
;
Mamon, Rogemar
;
Liu, Xiaoming
;
Tenyakov, Anton
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011349846
Saved in:
499
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
Saved in:
500
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
Saved in:
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