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~isPartOf:"Journal of international money and finance"
~subject:"Sterblichkeit"
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Search: subject:"Hedging"
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Sterblichkeit
Hedging
100
Theorie
43
Theory
43
Mortality
35
Portfolio selection
28
Portfolio-Management
28
Risikomanagement
27
Risk management
27
Lebensversicherung
26
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
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Finanzmathematik
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Mathematical finance
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Private Altersvorsorge
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Schätzung
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Währungsrisiko
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English
35
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Li, Johnny Siu-Hang
8
Liu, Yanxin
4
MacMinn, Richard D.
3
Regis, Luca
3
Sherris, Michael
3
Wong, Hoi Ying
3
Chiu, Mei Choi
2
Ignatieva, Ekaterina
2
Li, Jackie
2
Lin, Tzuling
2
Luciano, Elisa
2
Wang, Ling
2
Zhou, Kenneth Q.
2
Balasooriya, Uditha
1
Bensusan, Harry
1
Boonen, Tim J.
1
Bravo, Jorge Miguel Ventura
1
Börger, Matthias
1
Cairns, Andrew
1
Ceci, Claudia
1
Chan, Wai-Sum
1
Chen, Hua
1
Colaneri, Katia
1
Cretarola, Alessandra
1
De Waegenaere, Anja
1
El Karoui, Nicole
1
Feng, Mingbin
1
Freimann, Arne
1
Fung, Man Chung
1
Haberman, Steven
1
Hardy, Mary
1
Jevtić, Petar
1
Ji, Min
1
Li, Jing
1
Lin, Yijia
1
Loisel, Stéphane
1
Ludkovski, M.
1
Meyricke, Ramona
1
Nga, Andrew
1
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Insurance / Mathematics & economics
Journal of international money and finance
Discussion paper / The Pensions Institute, Cass Business School, City University
12
The journal of risk and insurance : the journal of the American Risk and Insurance Association
12
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
6
Risks : open access journal
6
Scandinavian actuarial journal
6
Astin bulletin : the journal of the International Actuarial Association
3
Journal of risk finance : the convergence of financial products and insurance
3
North American actuarial journal
3
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Dissertation Series CentER
2
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
2
The handbook of insurance-linked securities
2
UNSW Australian School of Business Research Paper
2
UNSW Business School Research Paper
2
Asia-Pacific journal of risk and insurance : APJRI
1
Bank i kredyt
1
Betriebswirtschaftliche Diskussionsbeiträge
1
Bonn Econ Discussion Papers
1
Bonn Econ Discussion Papers / BGSE
1
Carlo Alberto Notebooks, n.425
1
CentER Discussion Paper Series
1
Computational management science
1
Convergence of capital and insurance markets
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / CEPR
1
European journal of operational research : EJOR
1
Finance and stochastics
1
ICER Working Paper
1
Insurance: Mathematics and Economics
1
International journal of banking, accounting and finance
1
Journal of demographic economics : JODE
1
Journal of forest economics : JFE
1
Journal of public economic theory
1
MIT Sloan Research Paper
1
Macquarie University Faculty of Business & Economics Research Paper
1
Mathematics and financial economics
1
Pensions Institute Discussion Paper
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
8
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
Saved in:
9
Delta-
hedging
longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
10
The choice of trigger in an insurance linked security : the mortality risk case
MacMinn, Richard D.
;
Richter, Andreas
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 174-182
Persistent link: https://www.econbiz.de/10011825256
Saved in:
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