//--> //--> //--> //-->
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:"Choice modelling and the transfer of environmental values"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
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:"Finanzmathematik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Finanzmathematik
136
Mathematical finance
136
Risikomodell
29
Risk model
29
Theorie
28
Theory
28
Stochastic process
27
Stochastischer Prozess
27
Lebensversicherung
24
Life insurance
24
Risiko
18
Risk
18
Optionspreistheorie
17
Actuarial mathematics
14
Portfolio selection
14
Portfolio-Management
14
Versicherungsmathematik
14
Mortality
13
Sterblichkeit
13
Environmental management
12
Environmental policy
12
Environmental protection
12
Umweltmanagement
12
Umweltpolitik
12
Umweltschutz
12
Private Altersvorsorge
10
Private retirement provision
10
Risikoaversion
10
Risk aversion
10
Altersvorsorge
9
Insolvency
9
Insolvenz
9
Retirement provision
9
Measurement
8
Messung
8
Probability theory
8
Wahrscheinlichkeitsrechnung
8
Wasserversorgung
8
Water supply
8
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Delong, Łukasz
2
Ahmadi, Seyed Saeed
1
Barigou, Karim
1
Bayraktar, Erhan
1
Boyle, Phelim P.
1
Chan, Chun Man
1
Chi, Yichun
1
Deelstra, Griselda
1
Dhaene, Jan
1
Fan, Kun
1
Frostig, Esther
1
Fu, Ke-ang
1
Gaillardetz, Patrice
1
Goudenège, Ludovic
1
Kleinow, Torsten
1
Kyprianou, Andreas E.
1
Levikson, Benny
1
Lin, X. Sheldon
1
Loeffen, R.
1
Luo, Xiaolin
1
Molent, Andrea
1
Ng, Cheuk Yin Andrew
1
Palmowski, Z.
1
Potapchik, Alexander
1
Rayée, Grégory
1
Shen, Yang
1
Shevchenko, Pavel V.
1
Siu, Tak Kuen
1
Surya, B. A.
1
Tiong, Serena
1
Wang, Rongming
1
Wang, Xiao
1
Willder, Mark
1
Wong, Hoi Ying
1
Wu, Panpan
1
Yamazaki, Kazutoshi
1
Zaks, Yaniv
1
Zanette, Antonio
1
more ...
less ...
Published in...
All
Choice modelling and the transfer of environmental values
Insurance / Mathematics & economics
Universitext
13
The journal of computational finance
11
Wiley finance series
11
Springer finance
10
Chapman & Hall/CRC financial mathematics series
9
Lecture notes in economics and mathematical systems : LNEMS
8
SpringerLink / Bücher
8
A Chapman & Hall book
6
Finance and stochastics
6
International journal of financial engineering
5
Lecture notes in mathematics : a collection of informal reports and seminars
5
Paris Princeton lectures on mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
SFB 649 discussion paper
4
The Wiley Finance Ser
4
Astin bulletin : the journal of the International Actuarial Association
3
Chapman & Hall / CRC financial mathematics series
3
Finance and capital markets series
3
International journal of theoretical and applied finance
3
Journal of mathematical finance
3
Mastering mathematical finance
3
Scandinavian actuarial journal
3
Springer Finance
3
Springer Texts in Business and Economics
3
Springer-Lehrbuch
3
Wiley series in financial engineering
3
Wiley series in probability and statistics
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Advanced series on statistical science & applied probability
2
Applied mathematical finance
2
Aspects of mathematical finance
2
CESifo working papers
2
Chapman and Hall / CRC Financial Mathematics Series
2
Chapman and Hall/CRC Financial Mathematics Ser
2
Competence Center Finanz- und Bankmanagement : ccfb
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
European journal of operational research : EJOR
2
Financial Engineering Explained
2
Graduate studies in mathematics : GSM
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
3
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
4
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
5
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
6
Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed
;
Gaillardetz, Patrice
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
Saved in:
7
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
8
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
9
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
10
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->