//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Economics letters"
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stochastischer Prozess"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
459
Stochastischer Prozess
459
Theorie
243
Theory
243
Portfolio selection
97
Portfolio-Management
97
Option pricing theory
90
Optionspreistheorie
90
Volatility
82
Volatilität
82
Risk
62
Risiko
59
Markov chain
37
Markov-Kette
37
Mortality
37
Sterblichkeit
37
Risikomodell
36
Risk model
36
Time series analysis
36
Zeitreihenanalyse
36
Estimation
35
Estimation theory
35
Lebensversicherung
35
Life insurance
35
Schätztheorie
35
Control theory
33
Kontrolltheorie
33
Schätzung
33
Stochastic volatility
33
Reinsurance
32
Rückversicherung
32
Interest rate
29
Probability theory
29
Wahrscheinlichkeitsrechnung
29
Zins
29
Finanzmathematik
28
Mathematical finance
28
Dividend
27
Dividende
27
Risikomanagement
27
more ...
less ...
Online availability
All
Undetermined
235
Type of publication
All
Article
459
Type of publication (narrower categories)
All
Article in journal
458
Aufsatz in Zeitschrift
458
Language
All
English
459
Author
All
Liang, Zongxia
11
Hainaut, Donatien
9
Siu, Tak Kuen
8
Young, Virginia R.
8
Guan, Guohui
7
Shen, Yang
7
Avanzi, Benjamin
6
Wong, Hoi Ying
6
Bayraktar, Erhan
5
Li, Zhongfei
5
Wong, Bernard
5
Yang, Hailiang
5
Zeng, Yan
5
Landriault, David
4
Li, Xiaohu
4
Weng, Chengguo
4
Yamazaki, Kazutoshi
4
Yoon, Gawon
4
Zhuo, Jin
4
Cai, Jun
3
Chen, Ping
3
Chiu, Mei Choi
3
Delong, Łukasz
3
Eisenberg, Julia
3
Hu, Yijun
3
Li, Bin
3
Li, Shuanming
3
Loisel, Stéphane
3
Lu, Yi
3
Pelsser, Antoon André Jean
3
Pérez, José-Luis
3
Shevchenko, Pavel V.
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Wong, Wing Keung
3
Xiao, Wei-lin
3
Zhang, Zhimin
3
Zhou, Ming
3
Balakrishnan, Narayanaswamy
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Economics letters
Economic modelling
European journal of operational research : EJOR
623
International journal of theoretical and applied finance
324
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
168
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
126
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Econometric reviews
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Energy economics
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Mathematical methods of operations research
77
Computational Management Science : CMS
73
Finance research letters
72
Journal of banking & finance
71
Journal of economic theory
71
Working paper
69
Annals of finance
68
Omega : the international journal of management science
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
459
Showing
1
-
10
of
459
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
2
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Learning and cross-country correlations in a multi-country DSGE model
Audzei, Volha
- In:
Economic modelling
120
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014384002
Saved in:
5
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
6
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
7
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
8
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
9
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
10
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->