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~isPartOf:"Insurance / Mathematics & economics"
~person:"Fusai, Gianluca"
~person:"Landriault, David"
~person:"Schmeiser, Hato"
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Option pricing theory
6
Optionspreistheorie
6
Lebensversicherung
2
Life insurance
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
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Asian option valuation
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Fusai, Gianluca
Landriault, David
Schmeiser, Hato
Shen, Yang
6
Pelsser, Antoon André Jean
5
Siu, Tak Kuen
5
Ziveyi, Jonathan
5
Yang, Hailiang
4
Dhaene, Jan
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Feng, Runhuan
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Gerber, Hans U.
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Li, Bin
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Shimizu, Yasutaka
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Insurance / Mathematics & economics
European journal of operational research : EJOR
5
Journal of banking & finance
4
Betriebswirtschaftliche Diskussionsbeiträge
3
Working papers on finance
3
Journal / The Capco Institute : journal of financial transformation
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Application of operations research to financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
European Journal of Operational Research
1
Finance and stochastics
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
IVW-HSG-Schriftenreihe
1
Journal of Banking & Finance
1
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
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Scandinavian actuarial journal
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Springer Finance
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The European journal of finance
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The Geneva Papers on Risk and Insurance Theory
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The Geneva risk and insurance review
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ECONIS (ZBW)
6
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1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
3
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi
;
Landriault, David
;
Li, Bin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
Saved in:
4
Poissonian potential measures for Lévy risk models
Landriault, David
;
Li, Bin
;
Wong, Jeff T. Y.
;
Xu, Di
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
Saved in:
5
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions?
Orozco-Garcia, Carolina
;
Schmeiser, Hato
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 77-93
Persistent link: https://www.econbiz.de/10011422877
Saved in:
6
A joint valuation of premium payment and surrender options in participating life insurance contracts
Schmeiser, Hato
;
Wagner, J.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 580-596
Persistent link: https://www.econbiz.de/10009404665
Saved in:
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