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~isPartOf:"Applied Economics Letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Volatility"
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Subject
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Volatility
Theorie
992
Theory
992
Portfolio selection
385
Portfolio-Management
385
Risk
348
Risiko
343
Risk model
288
Risikomodell
287
Stochastic process
282
Stochastischer Prozess
282
Mortality
235
Sterblichkeit
234
Risk measure
218
Risikomaß
217
Risk management
217
Risikomanagement
216
Statistical distribution
195
Statistische Verteilung
195
Lebensversicherung
172
Life insurance
170
Rückversicherung
148
Probability theory
146
Wahrscheinlichkeitsrechnung
146
Reinsurance
143
Option pricing theory
139
Optionspreistheorie
139
Finanzmathematik
124
Mathematical finance
124
Measurement
124
Messung
124
Estimation theory
119
Schätztheorie
119
Altersvorsorge
108
Retirement provision
108
Multivariate distribution
96
Multivariate Verteilung
95
Forecasting model
92
Prognoseverfahren
92
Insurance
90
Actuarial mathematics
86
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45
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3
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45
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English
48
Author
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Li, Zhongfei
3
Liang, Zongxia
3
Wong, Hoi Ying
3
Chi, Yichun
2
Godin, Frédéric
2
Guan, Guohui
2
Hainaut, Donatien
2
Lin, X. Sheldon
2
Pelsser, Antoon André Jean
2
Trottier, Denis-Alexandre
2
Zeng, Yan
2
van Haastrecht, Alexander
2
A, Chunxiang
1
Badaoui, Mohamed
1
Bao Doan
1
Barsotti, Flavia
1
Bayraktar, Erhan
1
Bo, Lijun
1
Bragt, David D. B. van
1
Brignone, Riccardo
1
Bégin, Jean-François
1
Chan, Chun Man
1
Chavez-Demoulin, Valérie
1
Cui, Zhenyu
1
Deelstra, Griselda
1
Dowling, Michael M.
1
Enninful, Kwesi
1
Fard, Farzad Alavi
1
Feng, Runhuan
1
Fernández, Begoña
1
Fusai, Gianluca
1
Gao, Quansheng
1
Goudenège, Ludovic
1
Grzelak, Lech A.
1
Guambe, Calisto
1
Guillou, Armelle
1
Higashi, Masato
1
Hu, Chengjun
1
Hu, Xueying
1
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Applied Economics Letters
Insurance / Mathematics & economics
Energy economics
598
Applied economics
376
International review of economics & finance : IREF
343
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Applied economics letters
257
Economics letters
246
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
161
Working paper
150
International journal of finance & economics : IJFE
139
Discussion paper / Centre for Economic Policy Research
111
Computational economics
106
International journal of economics and financial issues : IJEFI
102
CREATES research paper
101
Cogent economics & finance
100
International journal of economics and finance
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Finance and economics discussion series
88
The empirical economics letters : a monthly international journal of economics
75
Journal of economics and finance
72
Journal of monetary economics
72
Discussion papers / CEPR
54
Journal of international economics
53
American journal of agricultural economics
52
Empirical economics : a quarterly journal of the Institute for Advanced Studies
52
Theoretical economics letters
51
Department of Economics working paper series
48
Studies in economics and finance
48
The journal of real estate finance and economics
47
The review of economics and statistics
47
Economics and finance working paper series
46
Journal of Asian economics
46
Journal of economics & business
45
Cambridge working papers in economics
43
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
43
Review of financial economics : RFE
39
Theoretical and applied economics : GAER review
39
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ECONIS (ZBW)
48
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48
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1
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
2
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
3
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
4
Option pricing in regime-switching frameworks with the Extended Girsanov Principle
Godin, Frédéric
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 116-129
Persistent link: https://www.econbiz.de/10012649213
Saved in:
5
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
6
Levelling the playing field : a VIX-linked structure for funded pension schemes
Bégin, Jean-François
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012419121
Saved in:
7
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
8
Option pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
Saved in:
9
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
10
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
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