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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Insurance / Mathematics & economics"
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Search: subject:"hedging"
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Hedging
85
Mortality
35
Sterblichkeit
35
Theorie
33
Theory
33
Risikomanagement
30
Lebensversicherung
26
Life insurance
26
Risk management
25
Portfolio selection
24
Portfolio-Management
24
Option pricing theory
22
Optionspreistheorie
22
Risikomodell
21
Risk model
21
Risiko
17
Risk
15
Stochastic process
15
Stochastischer Prozess
15
Longevity risk
13
Derivat
10
Derivative
10
Deutschland
9
Germany
9
Finanzmathematik
6
Mathematical finance
6
Private Altersvorsorge
6
Private retirement provision
6
Foreign exchange management
5
Option trading
5
Optionsgeschäft
5
Währungsmanagement
5
Forecasting model
4
Hedge effectiveness
4
Insurance
4
Interest rate
4
Interest rate risk
4
Prognoseverfahren
4
Reinsurance
4
Risikomaß
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Undetermined
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68
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68
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11
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English
70
German
14
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Li, Johnny Siu-Hang
8
Liu, Yanxin
4
Sherris, Michael
4
Dhaene, Jan
3
MacMinn, Richard D.
3
Makowski, Andreas Markus
3
Regis, Luca
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
Barigou, Karim
2
Bekier, Matthias
2
Ceci, Claudia
2
Chen, Ze
2
Chiu, Mei Choi
2
Colaneri, Katia
2
Cretarola, Alessandra
2
Delong, Łukasz
2
Feng, Runhuan
2
Grebe, Uwe
2
Ignatieva, Ekaterina
2
Li, Jackie
2
Liepach, Werner E.
2
Lin, Tzuling
2
Loisel, Stéphane
2
Luciano, Elisa
2
Melʹnikov, Aleksandr V.
2
Schneider, Wilhelm
2
Simons, Johannes
2
Steuer, Jürgen H.
2
Wang, Ling
2
Weng, Chengguo
2
Young, Virginia R.
2
Zhou, Kenneth Q.
2
Balasooriya, Uditha
1
Bayraktar, Erhan
1
Bensusan, Harry
1
Bernard, Carole
1
Boonen, Tim J.
1
Bravo, Jorge Miguel Ventura
1
Bär, Jürgen
1
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Europäische Hochschulschriften / 5
Insurance / Mathematics & economics
The journal of futures markets
331
IMF Working Papers
161
Energy economics
126
International journal of theoretical and applied finance
119
Finance research letters
117
Journal of banking & finance
113
International review of financial analysis
90
International review of economics & finance : IREF
82
Finance and stochastics
75
IMF Staff Country Reports
71
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
MPRA Paper
64
Journal of financial economics
62
Applied economics
58
Economic modelling
56
Working paper / National Bureau of Economic Research, Inc.
55
The review of financial studies
54
Applied mathematical finance
51
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
European journal of operational research : EJOR
49
Journal of economic dynamics & control
49
Managerial Finance
49
The journal of finance : the journal of the American Finance Association
49
International Journal of Theoretical and Applied Finance (IJTAF)
46
The European journal of finance
46
Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Research paper series / Swiss Finance Institute
43
Quantitative finance
42
Finance and Stochastics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Journal of international financial markets, institutions & money
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Risks : open access journal
39
Applied financial economics
35
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ECONIS (ZBW)
83
USB Cologne (EcoSocSci)
2
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85
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1
Hedging
longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
2
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:
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
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:
5
Fair dynamic valuation of insurance liabilities via convex
hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
6
Time-consistent longevity
hedging
with long-range dependence
Wang, Ling
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
Saved in:
7
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:
8
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:
9
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:
10
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:
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