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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Mathematical programming"
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Search: subject_exact:"Stochastisches Modell"
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Mathematical programming
Stochastic process
519
Stochastischer Prozess
519
Theorie
307
Theory
307
Option pricing theory
168
Optionspreistheorie
168
Portfolio selection
135
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135
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126
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59
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SFB 649 discussion paper
Annals of finance
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
280
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
78
Operations research letters
68
Mathematics of operations research
62
International journal of production research
59
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
31
Omega : the international journal of management science
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Annals of operations research
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
19
Mathematical methods of operations research
18
IMA journal of management mathematics
16
Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
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Computational economics
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Computational management science
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International journal of theoretical and applied finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society
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Operational research : an international journal
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EURO journal on transportation and logistics
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Opsearch : journal of the Operational Research Society of India
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Quantitative finance
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European journal of industrial engineering : EJIE
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Journal of the Operational Research Society : OR
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CIRRELT
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Finance and stochastics
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Manufacturing & service operations management : M & SOM
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Socio-economic planning sciences : the international journal of public sector decision-making
9
SpringerLink / Bücher
9
Working papers / TSE : WP
9
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
32
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1
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
2
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
3
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
4
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
5
Optimal risk allocation in reinsurance networks
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
Saved in:
6
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
7
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
8
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
9
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
Duarte, Thiago B.
;
Valladão, Davi M.
;
Veiga, Alvaro
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 177-188
Persistent link: https://www.econbiz.de/10011783945
Saved in:
10
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
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