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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Theorie
990
Theory
990
Portfolio selection
385
Portfolio-Management
385
Risk
348
Risiko
341
Risk model
287
Risikomodell
286
Stochastic process
282
Stochastischer Prozess
282
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235
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234
Risk measure
218
Risikomaß
217
Risk management
217
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216
Statistical distribution
195
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195
Life insurance
170
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169
Probability theory
146
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146
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143
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143
Option pricing theory
139
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Aufsatz in Zeitschrift
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139
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Pelsser, Antoon André Jean
5
Shen, Yang
5
Ziveyi, Jonathan
5
Siu, Tak Kuen
4
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Palmowski, Zbigniew
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
Yamazaki, Kazutoshi
3
Bo, Lijun
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hao, Xuemiao
2
Kang, Boda
2
Landriault, David
2
Li, Bin
2
Li, Xuan
2
Li, Zhongfei
2
Liang, Zongxia
2
Lin, X. Sheldon
2
Melʹnikov, Aleksandr V.
2
Palmowski, Z.
2
Plat, Richard
2
Pérez, José-Luis
2
Schmeiser, Hato
2
Sherris, Michael
2
Shimizu, Yasutaka
2
Trottier, Denis-Alexandre
2
Wang, Yongjin
2
Weng, Chengguo
2
Wong, Hoi Ying
2
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Insurance / Mathematics & economics
Computational economics
107
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
78
Energy economics
58
The journal of real estate finance and economics
50
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
Mathematics and financial economics
44
Applied economics
43
Applied financial economics
39
Mathematical finance : an international journal of mathematics, statistics and financial economics
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Applied economics letters
33
Finance and stochastics
29
Economics letters
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Annals of financial economics
22
Real estate economics : journal of the American Real Estate and Urban Economics Association
22
International journal of theoretical and applied finance
19
Theoretical economics letters
19
American journal of agricultural economics
18
Decisions in economics and finance : a journal of applied mathematics
18
Review of financial economics : RFE
17
Cogent economics & finance
15
International journal of economics and finance
13
Journal of economic dynamics & control
13
Quantitative finance and economics
13
International journal of production economics
12
Applied financial economics letters
11
Applied mathematical finance
11
Journal of mathematical economics
11
Journal of business economics : JBE
10
The North American journal of economics and finance : a journal of theory and practice
10
Journal of mathematical finance
9
The journal of computational finance
9
International journal of finance & economics : IJFE
8
Journal of economics and finance
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ECONIS (ZBW)
139
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1
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10
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139
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1
Applications of central limit theorems for equity-linked insurance
Feng, Runhuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
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:
3
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
4
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
5
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong
;
Leung, Tim
;
Hadjiliadis, Olympia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
Saved in:
6
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Li, Han
;
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 84-106
Persistent link: https://www.econbiz.de/10013534513
Saved in:
7
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
8
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 96-127
Persistent link: https://www.econbiz.de/10013348971
Saved in:
9
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:
10
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
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