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~isPartOf:"Bank- und finanzwirtschaftliche Forschungen"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomanagement"
~subject:"Schweiz"
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Risikomanagement
Schweiz
Hedging
83
Mortality
35
Sterblichkeit
35
Theorie
33
Theory
33
Portfolio selection
27
Portfolio-Management
27
Lebensversicherung
26
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26
Optionspreistheorie
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21
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4
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Li, Johnny Siu-Hang
5
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2
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2
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2
MacMinn, Richard D.
2
Regis, Luca
2
Scheuenstuhl, Gerhard
2
Zhou, Kenneth Q.
2
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1
Balasooriya, Uditha
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
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1
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1
Feng, Mingbin
1
Feng, Runhuan
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
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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
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1
Nga, Andrew
1
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1
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1
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Bank- und finanzwirtschaftliche Forschungen
Insurance / Mathematics & economics
Energy economics
23
Journal of banking & finance
22
Finance research letters
21
European journal of operational research : EJOR
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of financial economics
12
Risks : open access journal
11
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International review of financial analysis
9
Applied economics
8
International review of economics & finance : IREF
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
NBER working paper series
8
The journal of corporate finance : contracting, governance and organization
8
The journal of futures markets
8
Wiley finance series
8
Agricultural finance review
7
Europäische Hochschulschriften / 5
7
Journal of risk
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Quantitative finance
7
Research in international business and finance
7
The European journal of finance
7
American journal of agricultural economics
6
European financial management : the journal of the European Financial Management Association
6
Gabler Edition Wissenschaft
6
Journal of agricultural and applied economics
6
Journal of empirical finance
6
Journal of multinational financial management
6
Review of Pacific Basin financial markets and policies
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Working paper / National Bureau of Economic Research, Inc.
6
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5
International Journal of Financial Studies : open access journal
5
International journal of financial engineering
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Optimal risk management with reinsurance and its counterparty risk
hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
3
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
4
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
5
Deep
hedging
of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
6
A combined analysis of hedge effectiveness and capital efficiency in longevity
hedging
Börger, Matthias
;
Freimann, Arne
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 309-326
Persistent link: https://www.econbiz.de/10012649235
Saved in:
7
Recent declines in life expectancy : implication on longevity risk
hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
8
Hedging
of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
9
Delta-
hedging
longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
10
Quantitative modeling of risk management strategies : stochastic reserving and
hedging
of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
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