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Insurance / Mathematics & economics
International journal of theoretical and applied finance
20
The journal of futures markets
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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International Journal of Theoretical and Applied Finance (IJTAF)
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Physica A: Statistical Mechanics and its Applications
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Finance and Stochastics
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Review of Derivatives Research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Financial Innovation
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Insurance: Mathematics and Economics
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Interest rate modelling after the financial crisis
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VIX-linked fees for GMWBs via explicit solution simulation methods
Kouritzin, Michael A.
;
MacKay, Anne
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011904577
Saved in:
2
Optimal reinsurance and investment problem for an insurer with counterparty risk
Zhu, Huiming
;
Deng, Chao
;
Yue, Shengjie
;
Deng, Yingchun
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 242-254
Persistent link: https://www.econbiz.de/10010515877
Saved in:
3
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
Zhao, Hui
;
Rong, Ximin
;
Zhao, Yonggan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 504-514
Persistent link: https://www.econbiz.de/10010227974
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