//--> //--> //-->
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"
~person:"Dhaene, Jan"
~person:"Palmowski, Zbigniew"
~subject:"Fair valuation"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Fair valuation
Option pricing theory
6
Optionspreistheorie
6
Hedging
3
Firm valuation
2
Lebensversicherung
2
Life insurance
2
Market-consistent valuation
2
Portfolio selection
2
Portfolio-Management
2
Unternehmensbewertung
2
Actuarial mathematics
1
Actuarial valuation
1
Best estimate
1
CAPM
1
Catastrophe risk
1
Contingent convertible bond
1
Contract
1
Contract theory
1
Convertible bond
1
Convex hedging
1
Derivat
1
Derivative
1
Disaster
1
Drawdown
1
Drawup
1
Fair dynamic valuation
1
Finanzmathematik
1
Heavy-tailed data
1
Insurance
1
Insurance contract
1
Katastrophe
1
Longstaff model
1
Lévy process
1
Mathematical finance
1
Model-consistent valuation
1
Net asset value
1
Optimal quadratic hedging
1
Optimal stopping
1
Partial differential equation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Dhaene, Jan
Palmowski, Zbigniew
Barigou, Karim
1
Delong, Łukasz
1
Tumilewicz, Joanna
1
Published in...
All
Insurance / Mathematics & economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Pricing insurance drawdown-type contracts with underlying Lévy assets
Palmowski, Zbigniew
;
Tumilewicz, Joanna
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011825327
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->