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Search: subject_exact:"Hedging"
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Hedging
68
Mortality
35
Sterblichkeit
35
Lebensversicherung
26
Life insurance
26
Theorie
26
Theory
26
Risikomanagement
23
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Finanzmathematik
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68
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Li, Johnny Siu-Hang
8
Liu, Yanxin
4
Sherris, Michael
4
Dhaene, Jan
3
MacMinn, Richard D.
3
Regis, Luca
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
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Barigou, Karim
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Ceci, Claudia
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Chen, Ze
2
Chiu, Mei Choi
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Colaneri, Katia
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Cretarola, Alessandra
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Delong, Łukasz
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Feng, Runhuan
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Ignatieva, Ekaterina
2
Li, Jackie
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Lin, Tzuling
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Loisel, Stéphane
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Luciano, Elisa
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Melʹnikov, Aleksandr V.
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Wang, Ling
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Weng, Chengguo
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Young, Virginia R.
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Zhou, Kenneth Q.
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Balasooriya, Uditha
1
Bayraktar, Erhan
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Chan, Wai-Sum
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Chen, Bingzheng
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Insurance / Mathematics & economics
The journal of futures markets
331
IMF Working Papers
161
Energy economics
124
Finance research letters
117
International journal of theoretical and applied finance
115
Journal of banking & finance
113
International review of financial analysis
89
International review of economics & finance : IREF
81
Finance and stochastics
73
IMF Staff Country Reports
71
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
62
Applied economics
57
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
54
The review of financial studies
54
Applied mathematical finance
51
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of economic dynamics & control
49
The journal of finance : the journal of the American Finance Association
49
European journal of operational research : EJOR
46
Managerial Finance
46
The European journal of finance
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Research in international business and finance
44
NBER Working Paper
43
Quantitative finance
42
Research paper series / Swiss Finance Institute
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Journal of international financial markets, institutions & money
38
Risks : open access journal
38
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
68
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1
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:
2
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
3
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
4
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
5
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:
6
Time-consistent longevity hedging with long-range dependence
Wang, Ling
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
Saved in:
7
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
8
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
Saved in:
9
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Börger, Matthias
;
Freimann, Arne
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 309-326
Persistent link: https://www.econbiz.de/10012649235
Saved in:
10
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
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