EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Compound Poisson"
Narrow search

Narrow search

Year of publication
Subject
All
Stochastic process 67 Stochastischer Prozess 67 Theorie 48 Theory 48 Compound Poisson process 32 Risikomodell 23 Risk model 23 Risiko 22 Risk 22 compound Poisson process 20 Option pricing theory 17 Optionspreistheorie 17 Probability theory 17 Wahrscheinlichkeitsrechnung 17 Compound Poisson 15 Actuarial mathematics 14 Versicherungsmathematik 14 Inventory model 13 Finanzmathematik 12 Lagerhaltungsmodell 12 Lagermanagement 12 Mathematical finance 12 Warehouse management 12 Estimation theory 11 Reinsurance 11 Rückversicherung 11 Schätztheorie 11 Risikomanagement 10 Risk management 10 Volatility 9 Volatilität 9 Compound Poisson distribution 8 Compound Poisson risk model 8 Dividend 8 Dividende 8 Portfolio selection 8 Portfolio-Management 8 compound Poisson processes 8 Statistical distribution 7 Statistische Verteilung 7
more ... less ...
Online availability
All
Undetermined 117 Free 39 CC license 4
Type of publication
All
Article 153 Book / Working Paper 25
Type of publication (narrower categories)
All
Article in journal 82 Aufsatz in Zeitschrift 82 Article 4 Aufsatz im Buch 2 Book section 2 Graue Literatur 2 Non-commercial literature 2 Conference paper 1 Congress Report 1 Hochschulschrift 1 Konferenzbeitrag 1 Research Report 1 Working Paper 1
more ... less ...
Language
All
English 105 Undetermined 70 German 2 French 1
Author
All
Cheung, Eric C. K. 8 Li, Dong 5 Ling, Shiqing 5 Bayraktar, Erhan 4 Chiarella, Carl 4 Gapeev, Pavel V. 4 Jacobs, Kris 4 Liang, Zhibin 4 Ornthanalai, Chayawat 4 Yu, Ping 4 Burnecki, Krzysztof 3 Giuricich, Mario Nicoló 3 Itoh, Yuki 3 Liu, Haibo 3 Loisel, Stéphane 3 Yuen, Kam Chuen 3 Zhang, Zhimin 3 Zhou, Ming 3 Aven, Terje 2 Azcue, Pablo 2 Babai, M. Zied 2 Bai, Lihua 2 Boxma, Onno 2 Cai, Jun 2 Cavaliere, Giuseppe 2 Cheang, Gerald 2 Cheang, Gerald H. L. 2 Chiang, Chi 2 Christoffersen, Peter 2 Christoffersen, Peter F. 2 Ebrahimi, Nader 2 Fan, Yuguang 2 Gao, Guangyuan 2 Georgiev, Iliyan 2 Griffin, Philip S. 2 Hainaut, Donatien 2 Heilpern, Stanislaw 2 Ishitani, Kensuke 2 Jensen, Uwe 2 Knobloch, Ralf 2
more ... less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Finance Discipline Group, Business School 3 HAL 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Econometric Society 1 Facoltà di Economia, Università degli Studi dell'Insubria 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Graduate School of Economics, Hitotsubashi University 1 International Centre for Economic Research (ICER) 1 London School of Economics (LSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
more ... less ...
Published in...
All
Insurance / Mathematics & economics 12 Scandinavian actuarial journal 9 Insurance: Mathematics and Economics 7 Risks : open access journal 6 Statistics & Probability Letters 6 Annals of the Institute of Statistical Mathematics 5 Asia-Pacific Financial Markets 5 Astin bulletin : the journal of the International Actuarial Association 4 Computational Statistics 4 European journal of operational research : EJOR 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Management Science 4 Mathematical Methods of Operations Research 4 SFB 649 Discussion Papers 4 Insurance : mathematics and economics 3 Journal of forecasting 3 Metrika 3 Research Paper Series / Finance Discipline Group, Business School 3 Risks 3 Applied mathematical finance 2 Forschung am ivwKöln 2 International journal of production economics 2 International journal of production research 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 Journal of econometrics 2 Journal of financial economics 2 Mathematics of operations research 2 Operations research 2 Post-Print / HAL 2 Quaderni di Dipartimento 2 Statistical Inference for Stochastic Processes 2 Stochastic Processes and their Applications 2 Annals of Faculty of Economics 1 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Annals of operations research ; volume 302, number 1 (July 2021) 1 Applied Mathematical Finance 1 Asia-Pacific financial markets 1 CIRANO Working Papers 1 Computational Management Science : CMS 1
more ... less ...
Source
All
ECONIS (ZBW) 86 RePEc 83 EconStor 6 BASE 2 Other ZBW resources 1
Showing 21 - 30 of 178
Cover Image
Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260
Persistent link: https://www.econbiz.de/10012137937
Saved in:
Cover Image
Robust compound Poisson parameter estimation for inventory control
Prak, Dennis; Teunter, Ruud H.; Babai, M. Zied; Boylan, … - In: Omega : the international journal of management science 104 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012648550
Saved in:
Cover Image
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo; Cufaro Petroni, Nicola - In: Applied mathematical finance 28 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
Cover Image
Compound Poisson models for weighted networks with applications in finance
Gandy, Axel; Veraart, Luitgard A. M. - In: Mathematics and financial economics 15 (2021) 1, pp. 131-153
Persistent link: https://www.econbiz.de/10012433634
Saved in:
Cover Image
Catastrophic risks and the pricing of catastrophe equity put options
Arnone, Massimo; Bianchi, Michele Leonardo; Quaranta, … - In: Computational management science 18 (2021) 2, pp. 213-237
Persistent link: https://www.econbiz.de/10012543401
Saved in:
Cover Image
Robust newsvendor problems with compound Poisson demands
Ninh, Anh - 2021
Persistent link: https://www.econbiz.de/10012605954
Saved in:
Cover Image
Rationing policies in a spare parts inventory system with customers differentiation
Kouki, Chaaben; Larsen, Christian - In: International journal of production research 59 (2021) 20, pp. 6270-6290
Persistent link: https://www.econbiz.de/10012652729
Saved in:
Cover Image
Threshold regression with a threshold boundary
Yu, Ping; Fan, Xiaodong - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 953-971
Persistent link: https://www.econbiz.de/10012653206
Saved in:
Cover Image
Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 406-424
Persistent link: https://www.econbiz.de/10012793934
Saved in:
Cover Image
Pricing climate-related risks in the bond market
Agliardi, Elettra; Agliardi, Rossella - In: Journal of financial stability 54 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012794081
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...