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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Theorie
Stochastic process
494
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494
Theory
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131
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Härdle, Wolfgang
5
Liang, Zongxia
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Escobar, Marcos
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Guan, Guohui
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Hainaut, Donatien
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Li, Xiaohu
4
Meyer-Gohde, Alexander
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Wong, Hoi Ying
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Belomestny, Denis
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Bibinger, Markus
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Chiu, Mei Choi
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Hautsch, Nikolaus
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Horst, Ulrich
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Li, Zhongfei
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Pichler, Alois
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Reiß, Markus
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Siu, Tak Kuen
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Söhl, Jakob
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Trufin, Julien
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Wei, Wei
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Zhuo, Jin
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Barmalzan, Ghobad
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Chi, Yichun
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Cossette, Hélène
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Di Bernardino, Elena
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Endres, Sylvia
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Gapeev, Pavel V.
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Grzelak, Lech A.
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Hu, Yijun
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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SFB 649 discussion paper
Insurance / Mathematics & economics
Quantitative finance
European journal of operational research : EJOR
443
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
124
International journal of theoretical and applied finance
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Operations research letters
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81
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79
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72
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71
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62
Risks : open access journal
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Econometric reviews
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Computational Management Science : CMS
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Transportation research / E : an international journal
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Mathematical methods of operations research
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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IMA journal of management mathematics
36
CREATES research paper
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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
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Scandinavian actuarial journal
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ECONIS (ZBW)
244
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1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
2
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
3
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
4
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:
5
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:
6
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
7
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
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8
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
9
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:
10
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
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