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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematics and financial economics"
~subject:"Life insurance"
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Life insurance
Option pricing theory
183
Optionspreistheorie
183
Stochastic process
82
Stochastischer Prozess
82
Portfolio selection
46
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46
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40
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Feng, Runhuan
3
Melʹnikov, Aleksandr V.
3
Ziveyi, Jonathan
3
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2
Glazyrina, Anna
2
Schmeiser, Hato
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Insurance / Mathematics & economics
Mathematics and financial 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
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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
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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International journal of financial markets and derivatives
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North American actuarial journal
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Quantitative financial risk management
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Special issue on insurance and financial risk management
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Theoretical economics letters
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Advanced mathematical methods for finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in financial planning and forecasting
1
Applied economics letters
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Argumenta oeconomica
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Bonn Econ Discussion Papers / BGSE
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Cogent economics & finance
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Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg
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Diskussionspapier / Wirtschaftswissenschaftliche Dokumentation, Technische Universität Berlin
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Economic and environmental studies : a journal for sustainable development ; E&ES
1
Economic modelling
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Essays on current topics in life insurance
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Finance Research Group Working Papers
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Finance and stochastics
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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
Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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