//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~isPartOf:"Journal of international money and finance"
~subject:"Lebensversicherung"
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:"Hedging"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Lebensversicherung
Hedging
100
Theorie
43
Theory
43
Mortality
35
Sterblichkeit
35
Portfolio selection
28
Portfolio-Management
28
Risikomanagement
27
Risk management
27
Life insurance
26
Option pricing theory
24
Optionspreistheorie
24
Risikomodell
21
Risk model
21
Risiko
17
Risk
17
Stochastic process
14
Stochastischer Prozess
14
Longevity risk
13
Derivat
12
Derivative
12
Currency derivative
8
Währungsderivat
8
Volatility
7
Volatilität
7
Estimation
6
Exchange rate risk
6
Finanzmathematik
6
Mathematical finance
6
Private Altersvorsorge
6
Private retirement provision
6
Schätzung
6
Währungsrisiko
6
Exchange rate
5
Foreign exchange management
5
Interest rate risk
5
Wechselkurs
5
Währungsmanagement
5
Zinsrisiko
5
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Sherris, Michael
4
Ceci, Claudia
2
Colaneri, Katia
2
Cretarola, Alessandra
2
Feng, Runhuan
2
Ignatieva, Ekaterina
2
Li, Johnny Siu-Hang
2
Liu, Yanxin
2
Melʹnikov, Aleksandr V.
2
Young, Virginia R.
2
Ziveyi, Jonathan
2
Barigou, Karim
1
Bayraktar, Erhan
1
Bensusan, Harry
1
Bernard, Carole
1
Chan, Wai-Sum
1
Chiu, Mei Choi
1
Chong, Wing Fung
1
Delong, Łukasz
1
Dhaene, Jan
1
El Karoui, Nicole
1
Fung, Man Chung
1
Glazyrina, Anna
1
Jing, Xiaochen
1
Kwak, Minsuk
1
Li, Jing
1
Lin, Tzuling
1
Lin, X. Sheldon
1
Loisel, Stéphane
1
Luciano, Elisa
1
Ludkovski, M.
1
Meyricke, Ramona
1
Nga, Andrew
1
Nteukam T., Oberlain
1
Planchet, Frédéric
1
Regis, Luca
1
Risk, J.
1
Salhi, Yahia
1
Shen, Yang
1
Song, Andrew
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of international money and finance
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Risks : open access journal
5
Scandinavian actuarial journal
5
Discussion paper / The Pensions Institute, Cass Business School, City University
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Bonn Econ Discussion Papers / BGSE
3
Risk and decision analysis
3
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
UNSW Australian School of Business Research Paper
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asia-Pacific journal of risk and insurance : APJRI
2
Astin bulletin : the journal of the International Actuarial Association
2
Bonn Econ Discussion Papers
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
2
Journal of risk finance : the convergence of financial products and insurance
2
Mathematics and financial economics
2
The handbook of insurance-linked securities
2
The review of financial studies
2
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
2
A Chapman & Hall book
1
Advanced mathematical methods for finance
1
Bank i kredyt
1
Betriebswirtschaftliche Diskussionsbeiträge
1
BuR - Business Research
1
CentER Discussion Paper Series
1
Chapman & Hall/CRC financial mathematics series
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Dissertation Series CentER
1
Economic modelling
1
Finance and economics discussion series
1
German economic review
1
International journal of banking, accounting and finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
Analytical valuation and
hedging
of variable annuity guaranteed lifetime withdrawal benefits
Feng, Runhuan
;
Jing, Xiaochen
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011691495
Saved in:
8
Semi-static
hedging
of variable annuities
Bernard, Carole
;
Kwak, Minsuk
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 173-186
Persistent link: https://www.econbiz.de/10011457236
Saved in:
9
Unit-linked life insurance policies : optimal
hedging
in partially observable market models
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 149-163
Persistent link: https://www.econbiz.de/10011774803
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->