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Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
36
Life insurance
36
Portfolio selection
34
Portfolio-Management
34
Volatility
26
Volatilität
26
Hedging
21
Finanzmathematik
19
Mathematical finance
19
Mortality
15
Option trading
15
Optionsgeschäft
15
Risk
15
Sterblichkeit
15
Derivat
14
Derivative
14
Interest rate
14
Risiko
14
Zins
14
Private Altersvorsorge
13
Private retirement provision
13
Risikomanagement
12
Risk management
12
Dividend
11
Dividende
11
Lévy process
11
Risikomodell
10
Risk model
10
Variable annuities
10
Credit risk
9
Kreditrisiko
9
Markov chain
9
Markov-Kette
9
Stochastic volatility
9
Theorie
9
Theory
9
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English
151
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Shen, Yang
6
Pelsser, Antoon André Jean
5
Siu, Tak Kuen
5
Ziveyi, Jonathan
5
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Palmowski, Zbigniew
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
Wong, Hoi Ying
3
Yamazaki, Kazutoshi
3
Zeng, Yan
3
Bo, Lijun
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hao, Xuemiao
2
Kang, Boda
2
Landriault, David
2
Li, Bin
2
Li, Xuan
2
Li, Zhongfei
2
Liang, Zongxia
2
Lin, X. Sheldon
2
Melʹnikov, Aleksandr V.
2
Palmowski, Z.
2
Plat, Richard
2
Pérez, José-Luis
2
Schmeiser, Hato
2
Sherris, Michael
2
Shimizu, Yasutaka
2
Trottier, Denis-Alexandre
2
Wang, Yongjin
2
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
554
The journal of futures markets
542
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
Journal of financial economics
183
Finance research letters
173
Journal of economic dynamics & control
169
European journal of operational research : EJOR
155
The review of financial studies
155
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
120
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Journal of econometrics
84
Applied economics
83
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
151
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21
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:
22
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:
23
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:
24
Options on tontines : an innovative way of combining tontines and annuities
Chen, An
;
Rach, Manuel
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 182-192
Persistent link: https://www.econbiz.de/10012133527
Saved in:
25
Option
pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
Saved in:
26
European
option
pricing with market frictions, regime switches and model uncertainty
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 233-250
Persistent link: https://www.econbiz.de/10014466214
Saved in:
27
A capital allocation based on a solvency exchange
option
Kim, Joseph H. T.
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 357-366
Persistent link: https://www.econbiz.de/10009517628
Saved in:
28
Pricing perpetual American catastrophe put options : a penalty function approach
Lin, X. Sheldon
;
Wang, Tao
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 287-295
Persistent link: https://www.econbiz.de/10009517636
Saved in:
29
Analytical approximations for prices of swap rate dependent embedded options in insurance products
Plat, Richard
;
Pelsser, Antoon André Jean
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10009517653
Saved in:
30
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
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