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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Life insurance"
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Life insurance
Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
36
Portfolio selection
34
Portfolio-Management
34
Volatility
26
Volatilität
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Finanzmathematik
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Zins
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Risikomanagement
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Risk management
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Dividende
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Lévy process
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Risikomodell
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Risk model
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Variable annuities
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Kreditrisiko
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Feng, Runhuan
3
Ziveyi, Jonathan
3
Deelstra, Griselda
2
Melʹnikov, Aleksandr V.
2
Schmeiser, Hato
2
Shen, Yang
2
Sherris, Michael
2
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1
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Insurance / Mathematics & economics
Scandinavian actuarial journal
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Risks : open access journal
5
Astin bulletin : the journal of the International Actuarial Association
4
Discussion paper / The Pensions Institute, Cass Business School, City University
3
International journal of theoretical and applied finance
3
Risk and decision analysis
3
The Geneva papers on risk and insurance theory
3
Working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Decisions in economics and finance : a journal of applied mathematics
2
Discussion paper / B
2
International journal of financial markets and derivatives
2
Mathematics and financial economics
2
North American actuarial journal
2
Quantitative financial risk management
2
Special issue on insurance and financial risk management
2
Theoretical economics letters
2
Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in financial planning and forecasting
1
Applied economics letters
1
Applied mathematical finance
1
Argumenta oeconomica
1
Bonn Econ Discussion Papers / BGSE
1
Cogent economics & finance
1
Computational economics
1
Contributions to Management Science
1
DNB working paper
1
Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg
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Diskussionspapier / Wirtschaftswissenschaftliche Dokumentation, Technische Universität Berlin
1
Economic and environmental studies : a journal for sustainable development ; E&ES
1
Economic modelling
1
Essays on current topics in life insurance
1
Finance Research Group Working Papers
1
Finance and stochastics
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ECONIS (ZBW)
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1
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
2
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
3
Fourier based methods for the management of complex life insurance products
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
Saved in:
4
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
5
Nonlinear reserving and multiple contract modifications in life insurance
Christiansen, Marcus C.
;
Djehiche, Boualem
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 187-195
Persistent link: https://www.econbiz.de/10012294123
Saved in:
6
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
7
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
Saved in:
8
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
9
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
10
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
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