//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~person:"Feng, Runhuan"
~subject:"Basel Accord"
~subject:"Measurement"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Measurement
Asian option
1
Finanzmathematik
1
Green's function
1
Mathematical finance
1
Messung
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Stochastic process
1
Stochastischer Prozess
1
Sturm-Liouville problem
1
Variable annuity guaranteed benefit
1
conditional tail expectation
1
geometric Brownian motion with affine drift
1
risk measures
1
spectral expansion
1
value at risk
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Feng, Runhuan
Afonso, Lourdes B.
1
Boonen, Tim J.
1
Floryszczak, A.
1
Furman, Edward
1
Hürlimann, Werner
1
Lévy Véhel, Jacques
1
Majri, M.
1
Privault, Nicolas
1
Real, Pedro Corte
1
Robert, Christian Yann
1
Su, Jianxi
1
Therond, Pierre-E.
1
Volkmer, Hans W.
1
Wei, Xiao
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
AFI
1
Discussion paper / Tinbergen Institute
1
Insurance / Mathematics & economics
1
North American actuarial journal
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->