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  • Search: subject:"Compound Poisson"
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Year of publication
Subject
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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
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Online availability
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Undetermined 117 Free 39 CC license 4
Type of publication
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Article 153 Book / Working Paper 25
Type of publication (narrower categories)
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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
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Language
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English 105 Undetermined 70 German 2 French 1
Author
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 86 RePEc 83 EconStor 6 BASE 2 Other ZBW resources 1
Showing 61 - 70 of 178
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Inference for heavy-tailed and multiple-threshold double autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 318-333
Persistent link: https://www.econbiz.de/10011704205
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Inventory control with and without deliveries in several pieces
Larsen, Christian - In: OR spectrum : quantitative approaches in management 39 (2017) 2, pp. 607-622
Persistent link: https://www.econbiz.de/10011707164
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Purchasing casualty insurance to avoid lifetime ruin
Young, Virginia R. - In: Insurance / Mathematics & economics 77 (2017), pp. 133-142
Persistent link: https://www.econbiz.de/10011783935
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Berry-Esseen bounds for compound-Poisson loss percentiles
Feng, Frank Yulin; Powers, Michael R.; Xiao, Rui'an; … - In: Scandinavian actuarial journal (2017) 6, pp. 519-534
Persistent link: https://www.econbiz.de/10011848453
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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Laplacian risk management
Madan, Dilip B.; Wang, King - In: Finance research letters 22 (2017), pp. 202-210
Persistent link: https://www.econbiz.de/10011808157
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Compound Poisson demand with price-dependent intensity for fast moving items : price optimisation and parameters estimation
Kitaeva, Anna V.; Zukovskaja, Alexandra O.; Zmeev, Oleg A. - In: International journal of production research 55 (2017) 13/14, pp. 4153-4163
Persistent link: https://www.econbiz.de/10011671665
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Short‐term stock price prediction based on limit order book dynamics
An, Yang; Chan, Ngai Hang - In: Journal of forecasting 36 (2017) 5, pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
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A Modern View on Merton's Jump-Diffusion Model
Cheang, Gerald; Chiarella, Carl - Finance Discipline Group, Business School - 2011
Merton has provided a formula for the price of a European call option on a single stock where the stock price process contains a continuous Poisson jump component, in addition to a continuous log-normally distributed component. In Merton's analysis, the jump-risk is not priced. Thus the...
Persistent link: https://www.econbiz.de/10008800576
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Exact analysis of divergent inventory systems with time-based shipment consolidation and compound Poisson demand
Stenius, Olof; Karaarslan, Ayşe Gönül; Marklund, Johan; … - In: Operations research 64 (2016) 4, pp. 906-921
Persistent link: https://www.econbiz.de/10011538562
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