//--> //--> //-->
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
subject:"Portfolio-Management"
~isPartOf:"Insurance / Mathematics & economics"
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_exact:"Optionspreismodell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
35
Life insurance
35
Portfolio selection
31
Volatility
26
Volatilität
26
Hedging
21
Finanzmathematik
17
Mathematical finance
17
Option trading
15
Optionsgeschäft
15
Derivat
14
Derivative
14
Interest rate
14
Mortality
14
Risk
14
Sterblichkeit
14
Zins
14
Private Altersvorsorge
13
Private retirement provision
13
Risiko
13
Lévy process
11
Risikomanagement
11
Risk management
11
Dividend
10
Dividende
10
Variable annuities
10
Markov chain
9
Markov-Kette
9
Risikomodell
9
Risk model
9
Stochastic volatility
9
Altersvorsorge
8
Retirement provision
8
Credit risk
7
Kreditrisiko
7
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Dhaene, Jan
2
Melʹnikov, Aleksandr V.
2
Zeng, Yan
2
Aase Nielsen, Jørgen
1
Andersson, Patrik
1
Barigou, Karim
1
Başoğlu, İsmail
1
Bo, Lijun
1
Bosserhoff, Frank
1
Cao, Jingyi
1
Carbonneau, Alexandre
1
Casalini, Riccardo
1
Chen, Bingzheng
1
Chen, Ze
1
Consiglio, Andrea
1
Cox, Samuel H.
1
Delong, Łukasz
1
Eryilmaz, Serkan
1
Feng, Runhuan
1
Fu, Ke-ang
1
Fusai, Gianluca
1
Gambaro, Anna Maria
1
Gebizlioglu, O. L.
1
Ghilarducci, Alessandro
1
Glazyrina, Anna
1
Guan, Guohui
1
Hadjiliadis, Olympia
1
Hardy, Mary Rosalyn
1
Hernández, Camilo
1
Junca, Mauricio
1
Kim, Joseph H. T.
1
Lagerås, Andreas N.
1
Landriault, David
1
Laurence, Peter
1
Leung, Tim
1
Li, Bin
1
Li, Danping
1
Li, Zhong
1
Li, Zhongfei
1
Liang, Zongxia
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
International journal of theoretical and applied finance
33
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Finance and stochastics
20
Quantitative finance
18
Applied mathematical finance
14
International journal of financial engineering
14
European journal of operational research : EJOR
13
Journal of mathematical finance
12
Journal of banking & finance
11
Mathematics and financial economics
10
Research paper series / Swiss Finance Institute
10
Journal of risk and financial management : JRFM
9
International review of financial analysis
8
SpringerLink / Bücher
8
The journal of computational finance
8
Finance research letters
7
Mathematical methods of operations research
7
Review of derivatives research
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Risk and decision analysis
6
Chapman & Hall/CRC financial mathematics series
5
Computational Management Science : CMS
5
Economic modelling
5
Journal of financial economics
5
Operations research letters
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Springer Texts in Business and Economics
5
The European journal of finance
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Annals of finance
4
Applied economics letters
4
Asia-Pacific financial markets
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
31
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
4
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen
;
Sendova, Kristina P.
;
Li, Zhong
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
Saved in:
5
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
6
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi
;
Landriault, David
;
Li, Bin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
Saved in:
7
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
8
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
9
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
10
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
11
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo
;
Junca, Mauricio
;
Moreno-Franco, Harold
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
Saved in:
12
On optimal periodic dividend strategies for Lévy risk processes
Noba, Kei
;
Pérez, José-Luis
;
Yamazaki, Kazutoshi
; …
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 29-44
Persistent link: https://www.econbiz.de/10011872906
Saved in:
13
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
14
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
15
Efficient randomized quasi-Monte Carlo methods for portfolio market risk
Sak, Halis
;
Başoğlu, İsmail
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 87-94
Persistent link: https://www.econbiz.de/10011774777
Saved in:
16
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:
17
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
18
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
19
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
20
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
21
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
22
Optimal bond portfolios with fixed time to maturity
Andersson, Patrik
;
Lagerås, Andreas N.
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 429-438
Persistent link: https://www.econbiz.de/10010195912
Saved in:
23
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong
;
Leung, Tim
;
Hadjiliadis, Olympia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
Saved in:
24
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun
;
Wen, Yuzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 769-773
Persistent link: https://www.econbiz.de/10010227876
Saved in:
25
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
26
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
27
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
Saved in:
28
Modeling of claim exceedances over random thresholds for related insurance portfolios
Eryilmaz, Serkan
;
Gebizlioglu, O. L.
;
Tank, Fatih
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 496-500
Persistent link: https://www.econbiz.de/10009404677
Saved in:
29
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain
;
Planchet, Frédéric
;
Thérond, …
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10008989359
Saved in:
30
A capital allocation based on a solvency exchange option
Kim, Joseph H. T.
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 357-366
Persistent link: https://www.econbiz.de/10009517628
Saved in:
31
Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
Laurence, Peter
;
Wang, Tai-ho
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10009517661
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->