//--> //--> //--> //-->
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"
~subject:"Finanzmathematik"
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
Finanzmathematik
Stochastic process
378
Stochastischer Prozess
378
Theorie
202
Theory
202
Portfolio selection
90
Portfolio-Management
90
Option pricing theory
73
Optionspreistheorie
73
Volatility
62
Volatilität
62
Risk
60
Risiko
57
Mortality
37
Sterblichkeit
37
Risikomodell
36
Risk model
36
Lebensversicherung
35
Life insurance
35
Control theory
31
Kontrolltheorie
31
Reinsurance
31
Rückversicherung
31
Probability theory
29
Wahrscheinlichkeitsrechnung
29
Mathematical finance
27
Dividend
26
Dividende
26
Markov chain
26
Markov-Kette
26
Risikomanagement
25
Risk management
25
Interest rate
24
Zins
24
Stochastic volatility
23
Estimation theory
22
Schätztheorie
22
Actuarial mathematics
21
Pension fund
21
Pensionskasse
21
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Young, Virginia R.
3
Bayraktar, Erhan
2
Delong, Łukasz
2
Ahmadi, Seyed Saeed
1
Chen, Li
1
Clare, Andrew D.
1
Deelstra, Griselda
1
Denuit, Michel
1
Devolder, Pierre
1
Fontana, Claudio
1
Fu, Ke-ang
1
Gaillardetz, Patrice
1
Gerrard, Russell
1
Goudenège, Ludovic
1
Haberman, Steven
1
Hainaut, Donatien
1
Hu, Xueying
1
Jang, Chul
1
Ji, Ronglin
1
Jin, Can
1
Jumarie, Guy
1
Kim, So-Yeun
1
Kyprianou, Andreas E.
1
Landriault, David
1
Li, Bin
1
Li, Danping
1
Li, Jinzhu
1
Li, Shuanming
1
Liang, Xiaoqing
1
Lin, Luyao
1
Lkabous, Mohamed Amine
1
Loeffen, R.
1
Lu, Yi
1
Ludkovski, Michael
1
Luo, Xiaolin
1
Molent, Andrea
1
Ng, Cheuk Yin Andrew
1
Owadally, Iqbal
1
Palmowski, Z.
1
Parker, Gary
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Economics letters
Finance and stochastics
8
Lecture notes in economics and mathematical systems : LNEMS
8
Chapman & Hall/CRC financial mathematics series
7
Universitext
7
Springer finance
5
Advanced series on statistical science & applied probability
4
International journal of financial engineering
4
Risks : open access journal
4
SFB 649 discussion paper
4
SpringerLink / Bücher
4
A Chapman & Hall book
3
ASTIN bulletin : the journal of the International Actuarial Association
3
European journal of operational research : EJOR
3
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Scandinavian actuarial journal
3
Springer Texts in Business and Economics
3
Advanced Series on Statistical Science and Applied Probability Ser.
2
Annals of finance
2
Applications of mathematics : stochastic modelling and applied probability
2
Applied mathematical finance
2
Astin bulletin : the journal of the International Actuarial Association
2
CESifo working papers
2
Chapman and Hall/CRC Financial Mathematics Ser
2
De Gruyter graduate
2
De Gruyter studies in mathematics
2
Journal of mathematical finance
2
Journal of risk and financial management : JRFM
2
Lehrbuch
2
Mathematics of operations research
2
Optimization in insurance and finance set
2
Quantitative finance
2
Springer Finance
2
Springer finance / Textbook
2
Stochastic modelling and applied probability
2
Studienbücher Wirtschaftsmathematik
2
Studium
2
The Wiley Finance Ser
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
Saved in:
3
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
4
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
5
Dynamic risk measures for processes via backward stochastic differential equations
Ji, Ronglin
;
Shi, Xuejun
;
Wang, Shijie
;
Zhou, Jinming
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 43-50
Persistent link: https://www.econbiz.de/10012058682
Saved in:
6
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
7
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
8
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
9
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
10
On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->