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subject:"Mathematical analysis"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of mathematical finance"
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Mathematical analysis
Analysis
27
Stochastic process
24
Stochastischer Prozess
24
Theorie
14
Theory
14
Option pricing theory
11
Optionspreistheorie
11
Portfolio selection
8
Portfolio-Management
8
Backward stochastic differential equation
7
Experiment
4
Backward stochastic differential equations
3
Finanzmathematik
3
Mathematical finance
3
Mean-variance criterion
3
Time consistency
3
Volatility
3
Volatilität
3
Zeitkonsistenz
3
Asset-liability management
2
Backward Stochastic Differential Equation
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Control theory
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Equilibrium strategy
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Kontrolltheorie
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Lebensversicherung
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Life insurance
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Measurement
2
Messung
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Reinsurance
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Risiko
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Risikomaß
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Risk measure
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Rückversicherung
2
Stochastic Differential Equation
2
Actuarial mathematics
1
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1
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Shen, Yang
2
Zeng, Yan
2
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Ackora-Prah, Joseph
1
Alia, Ishak
1
Andam, Perpetual Saah
1
Appadoo, Srimantoorao S.
1
Brachetta, M.
1
Buetow, Gerald W.
1
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1
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1
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1
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1
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1
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1
Djehiche, Boualem
1
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1
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1
He, Kun
1
Hu, Yijun
1
Hyppolite, Judex
1
Ji, Ronglin
1
Kadry, Seifedine
1
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1
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1
Li, Danping
1
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1
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1
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1
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1
Salahnejhad Ghalehjooghi, Ahmad
1
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1
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1
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1
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Insurance / Mathematics & economics
Journal of mathematical finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
19
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Mathematics Preprint Archive
11
Quantitative finance
10
CESifo working papers
9
SFB 649 discussion paper
9
Dynamic games and applications : DGA
8
Journal of mathematical economics
8
Mathematics of operations research
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Computational economics
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Lehrbuch
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
IMA journal of management mathematics
4
Journal of econometrics
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ECONIS (ZBW)
27
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1
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:
2
Optimal fee structure of variable annuities
Wang, Gu
;
Zou, Bin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 587-601
Persistent link: https://www.econbiz.de/10012793954
Saved in:
3
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
4
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
5
Dynamic risk measures for processes via backward stochastic differential equations
Ji, Ronglin
;
Shi, Xuejun
;
Wang, Shijie
;
Zhou, Jinming
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 43-50
Persistent link: https://www.econbiz.de/10012058682
Saved in:
6
Stochastic utilities with subsistence and satiation : optimal life insurance purchase, consumption and investment
Ye, Jinchun
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 193-212
Persistent link: https://www.econbiz.de/10012133531
Saved in:
7
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
8
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
9
VIX-linked fees for GMWBs via explicit solution simulation methods
Kouritzin, Michael A.
;
MacKay, Anne
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011904577
Saved in:
10
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
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