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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Journal of economic theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stochastisches Modell"
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Stochastic process
127
Stochastischer Prozess
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Theorie
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19
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19
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18
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SFB 649 discussion paper
Journal of economic theory
Scandinavian actuarial journal
European journal of operational research : EJOR
434
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
124
International journal of theoretical and applied finance
116
Operations research
114
Journal of econometrics
103
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Mathematics of operations research
79
International journal of production economics
75
Journal of economic dynamics & control
72
INFORMS journal on computing : JOC
62
Risks : open access journal
62
Econometric reviews
57
Transportation research / E : an international journal
52
Computational Management Science : CMS
51
Quantitative finance
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Economics letters
48
Mathematical methods of operations research
48
Computational economics
43
Econometric theory
42
Economic modelling
41
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Annals of operations research
37
Omega : the international journal of management science
37
IMA journal of management mathematics
36
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
35
Annals of finance
33
Applied mathematical finance
33
Energy economics
32
OR spectrum : quantitative approaches in management
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Journal of mathematical economics
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
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ECONIS (ZBW)
90
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1
Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg
;
Garcia Flores, Brandon
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
Saved in:
2
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira
;
Mandjes, Michel
;
Constantinescu, Corina
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Saved in:
3
An application of risk theory to mortgage lending
Akahori, Jiro
;
Constantinescu, Corina
;
Imamura, Yuri
; …
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
Saved in:
4
Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio
;
Armstrong, John
;
Pennanen, Teemu
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
Saved in:
5
Ruin probability in a two-dimensional model with correlated Brownian motions
Grandits, Peter
;
Klein, Maike
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 362-379
Persistent link: https://www.econbiz.de/10012588338
Saved in:
6
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Saved in:
7
Bayesian social aggregation with accumulating evidence
Pivato, Marcus
- In:
Journal of economic theory
200
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013192721
Saved in:
8
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
9
Stochastic choice and rational inattention
Lin, Yi-Hsuan
- In:
Journal of economic theory
202
(
2022
),
pp. 1-43
Persistent link: https://www.econbiz.de/10013373398
Saved in:
10
Finite-time ruin probability for correlated Brownian motions
Dębicki, Krzysztof
;
Hashorva, Enkelejd
;
Krystecki, Konrad
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 890-915
Persistent link: https://www.econbiz.de/10012696892
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