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Hedging
68
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Life insurance
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Li, Johnny Siu-Hang
8
Liu, Yanxin
4
Sherris, Michael
4
Dhaene, Jan
3
MacMinn, Richard D.
3
Regis, Luca
3
Wong, Hoi Ying
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Ziveyi, Jonathan
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Barigou, Karim
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Ceci, Claudia
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Chen, Ze
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Chiu, Mei Choi
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Colaneri, Katia
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Delong, Łukasz
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Lin, Tzuling
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Luciano, Elisa
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Insurance / Mathematics & economics
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,923
The journal of futures markets
518
Energy economics
451
NBER working paper series
165
Finance research letters
164
Journal of banking & finance
164
Working paper / National Bureau of Economic Research, Inc.
156
IMF working papers
149
Applied economics
137
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
136
NBER Working Paper
136
International review of financial analysis
133
Economic modelling
130
International journal of theoretical and applied finance
128
International review of economics & finance : IREF
124
Working paper
124
CESifo working papers
115
American journal of agricultural economics
113
Journal of economic dynamics & control
108
Intereconomics : review of European economic policy
107
Discussion paper / Centre for Economic Policy Research
94
Mineral economics : raw materials report
94
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
87
Journal of international money and finance
84
International Journal of Energy Economics and Policy : IJEEP
83
Applied economics letters
78
Resource and energy economics
78
IMF working paper
77
Policy research working paper : WPS
77
Finance and stochastics
75
Resources policy
74
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
73
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
72
The North American journal of economics and finance : a journal of financial economics studies
72
Research in international business and finance
71
The energy journal
69
Journal of commodity markets
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Discussion paper / Tinbergen Institute
67
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ECONIS (ZBW)
68
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1
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
2
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
3
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
4
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
5
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
6
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
7
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:
8
Time-consistent longevity hedging with long-range dependence
Wang, Ling
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
Saved in:
9
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
10
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
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