//--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Finance and stochastics"
~person:"Kabanov, Jurij M."
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
5
Stochastischer Prozess
5
Theorie
4
Theory
4
Probability theory
3
Wahrscheinlichkeitsrechnung
3
Autoregression with random coefficients
2
Lévy process
2
Risiko
2
Risk
2
Ruin probabilities
2
Bellman function
1
Consumption-investment problem
1
Distributional equation
1
Dual models
1
Dynamic programming
1
Dynamische Optimierung
1
Exponential functional of a Brownian motion
1
Financial investment
1
Financial market
1
Financial markets
1
Finanzmarkt
1
Finanzmathematik
1
HJB equation
1
Hidden Markov model
1
Implicit renewal theory
1
Insurance
1
Investitionsrisiko
1
Investment risk
1
Kapitalanlage
1
Lyapunov function
1
Markov chain
1
Markov-Kette
1
Mathematical finance
1
Negative risk sums models
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Price process
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Kabanov, Jurij M.
McAleer, Michael
16
Björk, Tomas
5
Alòs, Elisa
4
Asai, Manabu
4
Chang, Chia-Lin
4
Filipović, Damir
4
Franses, Philip Hans
4
Fukasawa, Masaaki
4
Benth, Fred Espen
3
Choulli, Tahir
3
Dekker, Rommert
3
Fouque, Jean-Pierre
3
Hooi Hooi Lean
3
Jeanblanc, Monique
3
Karatzas, Ioannis
3
Kardaras, Constantinos
3
Pergamenshchikov, Serguei
3
Wong, Wing Keung
3
Aksamit, Anna
2
Caporin, Massimiliano
2
Capponi, Agostino
2
Carmona, René
2
Carr, Peter
2
Cheridito, Patrick
2
Cont, Rama
2
Delbaen, Freddy
2
Deng, Jun
2
Dijk, Herman K. van
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Frenk, Johannes G.
2
Föllmer, Hans
2
Geman, Hélyette
2
Hafner, Christian M.
2
Jacquier, Antoine
2
Jarrow, Robert A.
2
Kallsen, Jan
2
Kim, Donghan
2
more ...
less ...
Published in...
All
Econometric Institute research papers
Finance and stochastics
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10012253340
Saved in:
3
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
4
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
5
In the insurance business risky investments are dangerous
Frolova, Anna
;
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 227-235
Persistent link: https://www.econbiz.de/10001662472
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->