//--> //--> //-->
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"
~language:"eng"
~person:"Feng, Mingbin"
~person:"Li, Shuanming"
~subject:"Theory"
~subject:"Versicherung"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theory
Versicherung
Theorie
5
Risikomanagement
4
Risk management
4
Dividend
2
Dividende
2
Likelihood ratio method
2
Nested simulation
2
Risiko
2
Risk
2
Simulation
2
Ansteckungseffekt
1
Conditional tail expectation
1
Contagion
1
Contagion effect
1
Credit risk
1
Default
1
Enterprise risk management
1
Expected shortfall
1
Exponential utility
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
GMWB
1
Hedging
1
Importance sampling
1
Insolvency
1
Insolvenz
1
Insurance
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Mortality
1
Mortality-linked securities
1
Nash equilibrium
1
Nash-Gleichgewicht
1
Nonlinear risk process
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Feng, Mingbin
Li, Shuanming
Chi, Yichun
8
Li, Zhongfei
6
Tan, Ken Seng
6
Cossette, Hélène
5
Gatzert, Nadine
5
Mao, Tiantian
5
Wang, Ruodu
5
Zeng, Yan
5
Cai, Jun
4
Cheung, Ka Chun
4
Dhaene, Jan
4
Hu, Taizhong
4
Laeven, Roger J. A.
4
Marceau, Etienne
4
Shevchenko, Pavel V.
4
Shi, Peng
4
Tang, Qihe
4
Asimit, Alexandru V.
3
Denuit, Michel
3
Feng, Runhuan
3
Furman, Edward
3
Landriault, David
3
Liang, Zongxia
3
Peters, Gareth W.
3
Plat, Richard
3
Weng, Chengguo
3
Yang, Fan
3
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Chen, An
2
Chiu, Mei Choi
2
Cui, Wei
2
Eling, Martin
2
Guillén, Montserrat
2
Gómez-Déniz, Emilio
2
Haberman, Steven
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
2
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
3
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:
4
A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui
;
Li, Shuanming
;
Zhuo, Jin
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
Saved in:
5
The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 296-303
Persistent link: https://www.econbiz.de/10009517635
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->