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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematical programming"
~subject:"Theorie"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Mathematical programming
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Markov chain
56
Markov-Kette
56
Theory
36
Stochastic process
22
Stochastischer Prozess
22
Lebensversicherung
9
Life insurance
9
Option pricing theory
9
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Badescu, Andrei L.
2
Cheung, Eric C. K.
2
Colaneri, Katia
2
Feng, Runhuan
2
Jang, Jiwook
2
Landriault, David
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Yang, Hailiang
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Ahmad, Jamaal
1
Ahn, Soohan
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Insurance / Mathematics & economics
European journal of operational research : EJOR
142
Journal of econometrics
72
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
49
Operations research letters
49
Journal of economic dynamics & control
48
International journal of production research
45
Mathematics of operations research
44
Economics letters
41
Operations research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economic modelling
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Journal of economic theory
35
Risks : open access journal
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International journal of production economics
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International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Finance and stochastics
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International journal of forecasting
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Macroeconomic dynamics
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Computational economics
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Working paper
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Applied economics
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Econometric reviews
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Quantitative finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper / National Bureau of Economic Research, Inc.
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Working papers
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of banking & finance
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Discussion paper / Centre for Economic Policy Research
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Operational research : an international journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
37
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1
Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal
;
Bladt, Mogens
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 50-69
Persistent link: https://www.econbiz.de/10014466204
Saved in:
2
A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
3
Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
Colaneri, Katia
;
Frey, Rüdiger
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 498-507
Persistent link: https://www.econbiz.de/10012793939
Saved in:
4
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:
5
Copula-based Markov process
Fang, Jun
;
Jiang, Fan
;
Liu, Yong
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
Saved in:
6
An IBNR–RBNS insurance risk model with marked Poisson arrivals
Ahn, Soohan
;
Badescu, Andrei L.
;
Cheung, Eric C. K.
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011825342
Saved in:
7
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
8
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
9
Banach Contraction Principle and ruin probabilities in regime-switching models
Gajek, Lesław
;
Rudź, Marcin
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011872912
Saved in:
10
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
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