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isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Stadje, Mitja"
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Journal of money, credit and banking : JMCB
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Center for Economic Research, Tilburg University
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Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
2
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean
;
Stadje, Mitja
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
Saved in:
3
Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Stadje, Mitja
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 391-404
Persistent link: https://www.econbiz.de/10008747001
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