//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"SFB 649 discussion paper"
~isPartOf:"Econometric theory"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Markov chain"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastisches Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Theorie
Stochastic process
396
Stochastischer Prozess
396
Theory
235
Portfolio selection
89
Portfolio-Management
89
Option pricing theory
83
Optionspreistheorie
83
Volatility
55
Volatilität
55
Risk
54
Risiko
51
Mortality
40
Sterblichkeit
40
Risikomodell
38
Risk model
38
Lebensversicherung
37
Life insurance
37
Time series analysis
35
Zeitreihenanalyse
35
Control theory
34
Kontrolltheorie
34
Reinsurance
32
Rückversicherung
32
Finanzmathematik
31
Mathematical finance
31
Estimation theory
30
Schätztheorie
30
Dividend
26
Dividende
26
Markov-Kette
26
Probability theory
25
Risikomanagement
25
Risk management
25
Wahrscheinlichkeitsrechnung
25
Interest rate
24
Zins
24
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
more ...
less ...
Online availability
All
Undetermined
90
Free
40
Type of publication
All
Article
203
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
203
Aufsatz in Zeitschrift
203
Arbeitspapier
40
Working Paper
40
Graue Literatur
36
Non-commercial literature
36
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
243
Author
All
Härdle, Wolfgang
5
Liang, Zongxia
5
Phillips, Peter C. B.
5
Avanzi, Benjamin
4
Guan, Guohui
4
Hainaut, Donatien
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Siu, Tak Kuen
4
Belomestny, Denis
3
Bibinger, Markus
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Li, Zhongfei
3
Reiß, Markus
3
Robinson, Peter M.
3
Shen, Yang
3
Söhl, Jakob
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Wong, Bernard
3
Wong, Hoi Ying
3
Zhuo, Jin
3
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Bayraktar, Erhan
2
Cai, Jun
2
Chi, Yichun
2
Chiu, Mei Choi
2
Cossette, Hélène
2
Davidson, James E. H.
2
Di Bernardino, Elena
2
Gapeev, Pavel V.
2
Hashimzade, Nigar
2
Hu, Yijun
2
Jang, Jiwook
2
Jirak, Moritz
2
Kim, So-Yeun
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
Econometric theory
Insurance / Mathematics & economics
European journal of operational research : EJOR
455
Computers & operations research : and their applications to problems of world concern ; an international journal
148
Finance and stochastics
133
International journal of theoretical and applied finance
132
International journal of production research
128
Operations research
120
Journal of econometrics
109
Operations research letters
108
Mathematics of operations research
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Journal of economic dynamics & control
76
International journal of production economics
75
Discussion paper / Tinbergen Institute
71
INFORMS journal on computing : JOC
62
Risks : open access journal
62
Econometric reviews
59
Quantitative finance
59
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Mathematical methods of operations research
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Economics letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Computational economics
48
Annals of operations research
46
Economic modelling
45
Discussion papers of interdisciplinary research project 373
44
Management science : journal of the Institute for Operations Research and the Management Sciences
41
SpringerLink / Bücher
41
IMA journal of management mathematics
38
Omega : the international journal of management science
38
Applied mathematical finance
37
Working paper / National Bureau of Economic Research, Inc.
37
Annals of finance
36
Energy economics
36
more ...
less ...
Source
All
ECONIS (ZBW)
243
Showing
1
-
10
of
243
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
2
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
3
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
4
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
5
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
6
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
7
Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya
;
Pedersen, Rasmus Søndergaard
- In:
Econometric theory
38
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
Saved in:
8
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
9
Valuing guaranteed minimum accumulation benefits by a change of numéraire approach
Huang, Yiming
;
Mamon, Rogemar
;
Xiong, Heng
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013198316
Saved in:
10
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->