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~isPartOf:"Scandinavian actuarial journal"
~subject:"Portfolio selection"
~subject:"Risk management"
~subject:"USA"
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Portfolio selection
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Hieber, Peter
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Scandinavian actuarial journal
The journal of risk and insurance : the journal of the American Risk and Insurance Association
73
Insurance / Mathematics & economics
53
Working paper / National Bureau of Economic Research, Inc.
34
The journal of structured finance
29
Risks : open access journal
21
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
13
ASTIN bulletin : the journal of the International Actuarial Association
10
Journal of banking & finance
9
NBER working paper series
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
8
Journal of insurance regulation
8
Asia-Pacific journal of risk and insurance : APJRI
7
European journal of operational research : EJOR
7
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
7
Astin bulletin : the journal of the International Actuarial Association
6
The American economic review
6
Discussion paper / The Pensions Institute, Cass Business School, City University
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
5
Risk management and insurance review
5
Working papers on finance
5
Banque de France bulletin / Quarterly selection of articles
4
Economic inquiry : journal of the Western Economic Association International
4
Financial services review : the journal of individual financial management
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NBER Working Paper
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S. S. Huebner Foundation monograph series
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The review of financial studies
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Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
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ifa-Schriftenreihe
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3
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International review of financial analysis
3
Journal of mathematical finance
3
Journal of political economy
3
Journal of risk management in financial institutions
3
Leipziger Masterarbeiten
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North American actuarial journal
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ECONIS (ZBW)
9
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1
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
2
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
3
Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
Saved in:
4
Regulatory measures for distressed insurance undertakings : a comparative study
Chen, An
;
Hieber, Peter
;
Lämmlein, Lars
- In:
Scandinavian actuarial journal
2020
(
2020
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10012195018
Saved in:
5
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
6
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Hieber, Peter
;
Natolski, Jan
;
Werner, Ralf
- In:
Scandinavian actuarial journal
2019
(
2019
)
6
,
pp. 478-507
Persistent link: https://www.econbiz.de/10012194965
Saved in:
7
Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang
;
Sherris, Michael
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 294-327
Persistent link: https://www.econbiz.de/10011881099
Saved in:
8
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
9
Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig
;
Preisel, Michael
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
Saved in:
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