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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
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Option pricing theory
22
Optionspreistheorie
22
Theorie
14
Theory
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5
Versicherung
5
Lebensversicherung
4
Life insurance
4
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1988-1992
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Broeders, Dirk
2
Kau, James B.
2
Keenan, Donald C.
2
Schmeiser, Hato
2
Aase, Knut K.
1
Allen, Franklin
1
Balbás de la Corte, Alejandro
1
Briys, Eric
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
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Chen, An
1
Consiglio, Andrea
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De Schepper, Ann
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Dhaene, Jan
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Giovanni, Domenico De
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Goovaerts, Marc J.
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Grosen, Anders
1
Gründl, Helmut
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Hamada, Mahmoud
1
Jarrow, Robert A.
1
Kaas, R.
1
Kim, Taewon
1
Kélani, Abdou
1
Lucia, Julio J.
1
Løchte Jørgensen, Peter
1
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Myers, Stewart C.
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Pennacchi, George G.
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Quittard-Pinon, François
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
22
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1
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
Saved in:
2
Pension benefit security : a comparison of solvency requirements, a pension guarantee fund, and sponsor support
Broeders, Dirk
;
Chen, An
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
2
,
pp. 239-272
Persistent link: https://www.econbiz.de/10009777292
Saved in:
3
Under what conditions is an insurance guaranty fund beneficial for policyholders?
Rymaszewski, Przemysław
;
Schmeiser, Hato
;
Wagner, Joël
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
3
,
pp. 785-815
Persistent link: https://www.econbiz.de/10009616219
Saved in:
4
Pricing the option to surrender in incomplete markets
Consiglio, Andrea
;
Giovanni, Domenico De
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
Saved in:
5
Valuation of contingent pension liabilities and guarantees under sponsor default risk
Broeders, Dirk
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 911-934
Persistent link: https://www.econbiz.de/10008798288
Saved in:
6
CAPM and option pricing with elliptically contoured distributions
Hamada, Mahmoud
;
Valdez, Emiliano
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10003713589
Saved in:
7
Capital allocation for insurance companies : what good is it?
Gründl, Helmut
;
Schmeiser, Hato
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 301-317
Persistent link: https://www.econbiz.de/10003483840
Saved in:
8
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
9
A Markov model for the pricing of catastrophe insurance futures and spreads
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001601107
Saved in:
10
The Titanic option : valuation of the guaranteed minimum death benefit in variable annuities and mutual funds
Milevsky, Moshe Arye
;
Posner, Steven E.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
1
,
pp. 93-128
Persistent link: https://www.econbiz.de/10001601116
Saved in:
11
Capital allocation for insurance companies
Myers, Stewart C.
;
Read, James A.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
4
,
pp. 545-580
Persistent link: https://www.econbiz.de/10001705985
Saved in:
12
Liability distributions for mortgage insurance
Kau, James B.
;
Keenan, Donald C.
;
Kim, Taewon
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
3
,
pp. 475-488
Persistent link: https://www.econbiz.de/10001648335
Saved in:
13
The equivalence between state contingent tax policy and options and forwards : an application to investing the Social Security trust fund in equities
Smetters, Kent A.
- In:
The journal of risk and insurance : the journal of the …
67
(
2000
)
3
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001530425
Saved in:
14
How financial theory applies to catastrophe-linked derivatives : an empirical test of several pricing models
Balbás de la Corte, Alejandro
;
Rodríguez Longarela, Iñaki
- In:
The journal of risk and insurance : the journal of the …
66
(
1999
)
4
,
pp. 551-582
Persistent link: https://www.econbiz.de/10001485802
Saved in:
15
Financing pricing of insurance in the multiple-line insurance company
Phillips, Richard D.
;
Cummins, John David
;
Allen, Franklin
- In:
The journal of risk and insurance : the journal of the …
65
(
1998
)
4
,
pp. 597-636
Persistent link: https://www.econbiz.de/10001431845
Saved in:
16
The value of guarantees on pension fund returns
Pennacchi, George G.
- In:
The journal of risk and insurance : the journal of the …
66
(
1999
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10001471397
Saved in:
17
On the risk of insurance liabilities : debunking some common pitfalls
Briys, Eric
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10001239123
Saved in:
18
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
19
Valuation of early exercisable interest rate guarantees
Grosen, Anders
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
3
,
pp. 481-503
Persistent link: https://www.econbiz.de/10001229768
Saved in:
20
The impact of firm risk on property-liability insurance prices
Sommer, David W.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
3
,
pp. 501-514
Persistent link: https://www.econbiz.de/10001205908
Saved in:
21
An option-theoretic model of catastrophes applied to mortgage insurance
Kau, James B.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10001335130
Saved in:
22
Pricing catastrophe insurance futures call spreads : a randamized operational time approach
Chang, Carolyn C. W.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001335132
Saved in:
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