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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
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Optionspreistheorie
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
69
Risks : open access journal
18
Scandinavian actuarial journal
13
ASTIN bulletin : the journal of the International Actuarial Association
9
Astin bulletin : the journal of the International Actuarial Association
6
European journal of operational research : EJOR
6
Journal of banking & finance
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
5
Asia-Pacific journal of risk and insurance : APJRI
4
Banque de France bulletin / Quarterly selection of articles
4
North American actuarial journal
4
Quantitative finance
4
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Europäische Hochschulschriften / 5
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Journal of mathematical finance
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Risk and decision analysis
3
SAFE Working Paper
3
SAFE working paper
3
Schriftenreihe Versicherung und Risikoforschung des Instituts für Betriebswirtschaftliche Risikoforschung und Versicherungswirtschaft der Ludwig-Maximilians-Universität, München
3
The Geneva papers on risk and insurance theory
3
Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
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Working paper
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Working papers on finance
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Decisions in economics and finance : a journal of applied mathematics
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Financial services review : the journal of individual financial management
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International journal of financial markets and derivatives
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Investment management and financial innovations
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Journal of economic dynamics & control
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Journal of risk finance : the convergence of financial products and insurance
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Leipziger Masterarbeiten
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ECONIS (ZBW)
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1
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
Saved in:
2
Mortality portfolio risk management
Cox, Samuel H.
;
Lin, Yijia
;
Tian, Ruilin
;
Zuluaga, Luis F.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 853-890
Persistent link: https://www.econbiz.de/10010235584
Saved in:
3
Coherent pricing of life settlements under asymmetric information
Zhu, Nan
;
Bauer, Daniel
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 827-851
Persistent link: https://www.econbiz.de/10010127202
Saved in:
4
Understanding the death benefit switch option in universal life policies
Gatzert, Nadine
;
Schmitt-Hoermann, Gudrun
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
4
,
pp. 823-852
Persistent link: https://www.econbiz.de/10009407887
Saved in:
5
The impact of the secondary market on life insurers' surrender profits
Gatzert, Nadine
;
Hoermann, Gudrun
;
Schmeiser, Hato
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
4
,
pp. 887-908
Persistent link: https://www.econbiz.de/10003916512
Saved in:
6
Explaining low annuity demand : an optimal portfolio application to Japan
Purcal, T. Sachi
;
Piggott, John
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
2
,
pp. 493-516
Persistent link: https://www.econbiz.de/10003713609
Saved in:
7
Portfolio choice and life insurance : the CRRA case
Huang, Huaxiong
;
Milevsky, Moshe Arye
;
Wang, Jin
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
4
,
pp. 847-872
Persistent link: https://www.econbiz.de/10003790351
Saved in:
8
Household life cycle protection : life insurance holdings, fiancial vulneralbility, and portfolio implications
Lin, Yijia
;
Grace, Martin Francis
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
1
,
pp. 141-173
Persistent link: https://www.econbiz.de/10003454713
Saved in:
9
The Titanic option : valuation of the guaranteed minimum death benefit in variable annuities and mutual funds
Milevsky, Moshe Arye
;
Posner, Steven E.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
1
,
pp. 93-128
Persistent link: https://www.econbiz.de/10001601116
Saved in:
10
On the risk of insurance liabilities : debunking some common pitfalls
Briys, Eric
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10001239123
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