//--> //--> //--> //-->
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"
~subject:"Stochastic process"
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_exact:"Asset allocation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Portfolio selection
385
Portfolio-Management
385
Theorie
277
Theory
277
Risiko
121
Risk
121
Risikomaß
105
Risk measure
105
Risikomanagement
98
Risk management
98
Stochastischer Prozess
88
Measurement
54
Messung
54
Risikomodell
52
Risk model
52
Reinsurance
47
Rückversicherung
47
Pension fund
43
Pensionskasse
43
Lebensversicherung
41
Life insurance
41
Statistical distribution
40
Statistische Verteilung
40
Altersvorsorge
37
Retirement provision
37
Probability theory
32
Wahrscheinlichkeitsrechnung
32
Option pricing theory
31
Optionspreistheorie
31
Capital income
27
Kapitaleinkommen
27
Mortality
27
Sterblichkeit
27
Private Altersvorsorge
25
Private retirement provision
25
Control theory
24
Kontrolltheorie
24
Hedging
22
Time consistency
21
more ...
less ...
Online availability
All
Undetermined
48
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Author
All
Liang, Zongxia
8
Guan, Guohui
6
Young, Virginia R.
4
Zeng, Yan
4
Bayraktar, Erhan
3
Li, Zhongfei
3
Lu, Yi
3
Shen, Yang
3
Brachetta, M.
2
Ceci, C.
2
Cossette, Hélène
2
Laeven, Roger J. A.
2
Li, Danping
2
Luo, Xiaolin
2
Marceau, Etienne
2
Shevchenko, Pavel V.
2
Trufin, Julien
2
Wang, Ning
2
Wang, Suxin
2
Wen, Yuzhen
2
Weng, Chengguo
2
Wong, Hoi Ying
2
Yao, Haixiang
2
Yin, Chuancun
2
Alia, Ishak
1
Angoshtari, Bahman
1
Badaoui, Mohamed
1
Barth, Andrea
1
Bello, A. J.
1
Bello, Alfonso J.
1
Belzunce, Félix
1
Bi, Junna
1
Blier-Wong, Christopher
1
Bo, Lijun
1
Cai, Jun
1
Ceci, Claudia
1
Chen, An
1
Chen, Li
1
Chen, Mi
1
Chen, Ping
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
European journal of operational research : EJOR
62
International journal of theoretical and applied finance
54
Finance and stochastics
42
Quantitative finance
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
25
Mathematical methods of operations research
24
Journal of mathematical finance
21
Risks : open access journal
21
Applied mathematical finance
20
Annals of finance
19
Journal of banking & finance
17
Finance research letters
16
Mathematics and financial economics
16
Scandinavian actuarial journal
16
International journal of financial engineering
15
Computational economics
13
Journal of risk and financial management : JRFM
13
Computational Management Science : CMS
10
IMA journal of management mathematics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
Astin bulletin : the journal of the International Actuarial Association
9
Mathematics of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Operations research letters
8
Swiss Finance Institute Research Paper
8
Economic modelling
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of computational finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion paper / Tinbergen Institute
6
Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
6
Review of derivatives research
6
SpringerLink / Bücher
6
Annals of operations research
5
Applied economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
2
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
3
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
4
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
5
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
6
On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
7
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
8
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
9
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
10
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen
;
Sendova, Kristina P.
;
Li, Zhong
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->