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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~person:"Hainaut, Donatien"
~person:"Wong, Hoi Ying"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Stochastic process
14
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14
Theorie
13
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8
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8
Lebensversicherung
5
Life insurance
5
Option pricing theory
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Fabozzi, Frank J.
Hainaut, Donatien
Wong, Hoi Ying
Young, Virginia R.
26
Denuit, Michel
22
Haberman, Steven
22
Liang, Zongxia
22
Landriault, David
21
Dhaene, Jan
20
Cheung, Ka Chun
19
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Chi, Yichun
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Guillén, Montserrat
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Zeng, Yan
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Landsman, Zinoviy
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Shen, Yang
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Albrecher, Hansjörg
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Li, Johnny Siu-Hang
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Li, Zhongfei
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Tang, Qihe
14
Wang, Ruodu
14
Willmot, Gordon E.
14
Avanzi, Benjamin
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Boonen, Tim J.
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Cossette, Hélène
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Gerber, Hans U.
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Laeven, Roger J. A.
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Chen, An
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Furman, Edward
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Wüthrich, Mario V.
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11
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Insurance / Mathematics & economics
The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
European journal of operational research : EJOR
19
International journal of theoretical and applied finance
16
Finance research letters
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Journal of banking & finance
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Applied economics
11
Quantitative finance
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The journal of fixed income : JFI
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Applied financial economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Computational economics
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International review of financial analysis
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Journal of economic dynamics & control
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Annals of finance
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Economics letters
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Journal of international money and finance
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Operations research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of futures markets
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Annals of operations research
4
European financial management : the journal of the European Financial Management Association
4
Risks : open access journal
4
The journal of asset management
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The journal of structured finance
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ASTIN bulletin : the journal of the International Actuarial Association
3
Advances in futures and options research : a research annual
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Applied economics letters
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Applied financial economics letters
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Applied mathematical finance
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Economic modelling
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Journal / The Capco Institute : journal of financial transformation
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Journal of empirical finance
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Journal of pension economics and finance
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
28
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1
Robust retirement and life insurance with inflation risk and model ambiguity
Park, Kyunghyun
;
Wong, Hoi Ying
;
Yan, Tingjin
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014282473
Saved in:
2
COVID-19 and credit risk : a long memory perspective
Yin, Jie
;
Han, Bingyan
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 15-34
Persistent link: https://www.econbiz.de/10013264931
Saved in:
3
Irreversible reinsurance : a singular control approach
Yan, Tingjin
;
Park, Kyunghyun
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 326-348
Persistent link: https://www.econbiz.de/10013471252
Saved in:
4
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
5
A fractional multi-states model for insurance
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 120-132
Persistent link: https://www.econbiz.de/10012545276
Saved in:
6
Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 406-424
Persistent link: https://www.econbiz.de/10012793934
Saved in:
7
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:
8
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:
9
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
10
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
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