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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematics and financial economics"
~subject:"Life insurance"
~subject:"Yield curve"
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Life insurance
Yield curve
Option pricing theory
183
Optionspreistheorie
183
Stochastic process
82
Stochastischer Prozess
82
Portfolio selection
46
Portfolio-Management
46
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40
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38
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Feng, Runhuan
3
Melʹnikov, Aleksandr V.
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3
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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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Insurance / Mathematics & economics
Mathematics and financial economics
International journal of theoretical and applied finance
58
Journal of banking & finance
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
The journal of fixed income
36
The journal of futures markets
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Applied mathematical finance
26
The journal of computational finance
25
Finance and stochastics
23
Review of derivatives research
22
Quantitative finance
20
Risks : open access journal
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International journal of financial engineering
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International review of economics & finance : IREF
11
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
The North American journal of economics and finance : a journal of financial economics studies
10
Applied financial economics
9
Economic modelling
9
Interest rate modelling after the financial crisis
8
Journal of economic dynamics & control
8
Journal of risk and financial management : JRFM
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Scandinavian actuarial journal
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ECONIS (ZBW)
48
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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
Term structure modeling under volatility uncertainty
Hölzermann, Julian
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
Saved in:
3
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:
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
Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
7
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:
8
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:
9
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:
10
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:
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