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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Search: subject:"Lebensversicherung"
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Portfolio selection
Lebensversicherung
26
Life insurance
26
Risikomodell
12
Risk model
12
Mortality
11
Sterblichkeit
11
Theorie
11
Theory
11
Altersvorsorge
8
Portfolio-Management
8
Private Altersvorsorge
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Private retirement provision
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Risk
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EU-Versicherungsrecht
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European insurance law
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Hedging
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Insurance
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Option pricing theory
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Optionspreistheorie
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Risikomaß
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Risk measure
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Solvency II
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Versicherung
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Adverse Selektion
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Adverse selection
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Aging population
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Alternde Bevölkerung
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Betriebliche Liquidität
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Finanzmathematik
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Risikomanagement
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Risk management
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life insurance
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Actuarial science
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Article in journal
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English
8
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Orlando, Albina
2
Bølviken, Erik
1
Di Lorenzo, Emilia
1
Fergusson, Kevin
1
Fernandez-Arjona, Lucio
1
Gemmo, Irina
1
Melnikov, Alexander
1
Parker, Gary
1
Platen, Eckhard
1
Porteous, Bruce T.
1
Proske, Frank
1
Rogalla, Ralph
1
Rubtsov, Mark
1
Sibillo, Marilena
1
Tapadar, Pradip
1
Wan, Hongxi
1
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1
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
Journal of mathematical finance
Insurance / Mathematics & economics
41
Risks : open access journal
14
Scandinavian actuarial journal
9
ASTIN bulletin : the journal of the International Actuarial Association
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
European journal of operational research : EJOR
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
Astin bulletin : the journal of the International Actuarial Association
5
Journal of banking & finance
5
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
5
Asia-Pacific journal of risk and insurance : APJRI
4
Banque de France bulletin / Quarterly selection of articles
4
International review of financial analysis
3
North American actuarial journal
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Quantitative finance
3
Financial markets and portfolio management
2
Financial services review : the journal of individual financial management
2
Investment management and financial innovations
2
Journal of economic dynamics & control
2
Risk and decision analysis
2
Risk management : a journal of risk, crisis and disaster
2
Aktuelle finanzwirtschaftliche Fragen der Versicherungswirtschaft
1
Applied economics letters
1
Asia-Pacific financial markets
1
Bank i kredyt
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
European review of economic history : EREH
1
Expansion and diversification of securitization : yearbook
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Finance research letters
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Financial history review
1
Financial market trends
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ECONIS (ZBW)
8
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1
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
2
On RVaR-based optimal partial hedging
Melnikov, Alexander
;
Wan, Hongxi
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013342143
Saved in:
3
A neural network model for solvency calculations in life insurance
Fernandez-Arjona, Lucio
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10012593579
Saved in:
4
Optimal portfolio choice with tontines under systematic longevity risk
Gemmo, Irina
;
Rogalla, Ralph
;
Weinert, Jan-Hendrik
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
2
,
pp. 302-315
Persistent link: https://www.econbiz.de/10012307357
Saved in:
5
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
6
Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio
Di Lorenzo, Emilia
;
Orlando, Albina
;
Sibillo, Marilena
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10011658441
Saved in:
7
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Saved in:
8
Asset allocation to optimise life insurance annuity firm economic capital and risk adjusted performance
Porteous, Bruce T.
;
Tapadar, Pradip
- In:
Annals of actuarial science : publ. by the Institute of …
3
(
2008
)
1/2
,
pp. 187-214
Persistent link: https://www.econbiz.de/10003938491
Saved in:
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