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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio selection"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Portfolio selection
Theorie
Stochastic process
336
Stochastischer Prozess
336
Theory
193
Portfolio-Management
89
Option pricing theory
80
Optionspreistheorie
80
Risk
54
Risiko
51
Volatility
47
Volatilität
47
Mortality
40
Sterblichkeit
40
Risikomodell
38
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38
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37
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34
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English
229
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Liang, Zongxia
8
Guan, Guohui
6
Härdle, Wolfgang
5
Young, Virginia R.
5
Zeng, Yan
5
Bayraktar, Erhan
4
Hainaut, Donatien
4
Li, Xiaohu
4
Li, Zhongfei
4
Meyer-Gohde, Alexander
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Shen, Yang
4
Avanzi, Benjamin
3
Belomestny, Denis
3
Bibinger, Markus
3
Cai, Jun
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Landriault, David
3
Lu, Yi
3
Reiß, Markus
3
Shevchenko, Pavel V.
3
Siu, Tak Kuen
3
Söhl, Jakob
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Wong, Hoi Ying
3
Yang, Hailiang
3
Zhuo, Jin
3
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Brachetta, M.
2
Ceci, C.
2
Chi, Yichun
2
Chiu, Mei Choi
2
Cossette, Hélène
2
Di Bernardino, Elena
2
Feng, Runhuan
2
Gapeev, Pavel V.
2
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SFB 649 discussion paper
Insurance / Mathematics & economics
European journal of operational research : EJOR
462
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
144
International journal of theoretical and applied finance
141
International journal of production research
124
Operations research
116
Journal of econometrics
107
Operations research letters
107
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Journal of economic dynamics & control
85
Mathematics of operations research
83
International journal of production economics
76
Discussion paper / Tinbergen Institute
72
Risks : open access journal
70
Quantitative finance
64
INFORMS journal on computing : JOC
62
Econometric reviews
57
Mathematical methods of operations research
57
Journal of economic theory
56
Computational Management Science : CMS
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Transportation research / E : an international journal
52
Economics letters
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Applied mathematical finance
44
Computational economics
44
Scandinavian actuarial journal
43
Econometric theory
42
Economic modelling
42
SpringerLink / Bücher
42
Annals of operations research
39
Annals of finance
38
Journal of mathematical finance
38
Working paper / National Bureau of Economic Research, Inc.
38
IMA journal of management mathematics
36
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ECONIS (ZBW)
229
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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
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:
8
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:
9
Stochastic mortality dynamics driven by mixed fractional Brownian motion
Zhou, Hongjuan
;
Zhou, Kenneth Q.
;
Li, Xianping
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 218-238
Persistent link: https://www.econbiz.de/10013380522
Saved in:
10
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
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