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~isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Life insurance"
~subject:"Theorie"
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Life insurance
Theorie
Option pricing theory
169
Optionspreistheorie
169
Stochastic process
67
Stochastischer Prozess
67
Theory
40
Portfolio selection
37
Portfolio-Management
37
Lebensversicherung
36
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29
Optionsgeschäft
29
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28
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28
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26
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20
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Augros, Jean-Claude
3
Deelstra, Griselda
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Feng, Runhuan
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Shen, Yang
3
Ziveyi, Jonathan
3
Bellalah, Mondher
2
Djamen, Idriss Tchapda
2
Lin, X. Sheldon
2
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2
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2
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2
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2
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1
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1
André-Le Pogamp, Florence
1
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1
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1
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1
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1
Belhaj, Riadh
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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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Finance : revue de l'Association Française de Finance
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
227
International journal of theoretical and applied finance
163
Finance and stochastics
134
The journal of futures markets
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
123
Journal of banking & finance
109
Applied mathematical finance
83
The journal of computational finance
81
Review of derivatives research
76
The review of financial studies
73
Journal of economic dynamics & control
64
The journal of finance : the journal of the American Finance Association
60
Journal of financial economics
59
Working paper / National Bureau of Economic Research, Inc.
46
Journal of financial and quantitative analysis : JFQA
45
The journal of fixed income
45
Advances in futures and options research : a research annual
44
The journal of real estate finance and economics
43
SFB 649 discussion paper
37
Working paper series / Centre for Practical Quantitative Finance
37
Gabler Edition Wissenschaft
35
The European journal of finance
35
Europäische Hochschulschriften / 5
32
Discussion paper / Centre for Economic Policy Research
31
SpringerLink / Bücher
31
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Asia-Pacific financial markets
26
Discussion paper / B
26
International review of economics & finance : IREF
26
NBER working paper series
24
The journal of risk and insurance : the journal of the American Risk and Insurance Association
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Working paper
23
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
International review of financial analysis
21
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ECONIS (ZBW)
74
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1
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
2
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
3
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
4
Fourier based methods for the management of complex life insurance products
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
Saved in:
5
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
6
Nonlinear reserving and multiple contract modifications in life insurance
Christiansen, Marcus C.
;
Djehiche, Boualem
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 187-195
Persistent link: https://www.econbiz.de/10012294123
Saved in:
7
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
8
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
Saved in:
9
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:
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
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