//--> //--> //--> //-->
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
~type:"article"
~isPartOf:"Quantitative finance"
~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:"Rentenrechnung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Finanzmathematik
129
Mathematical finance
129
Theorie
31
Theory
31
Risikomodell
30
Risk model
30
Stochastic process
29
Stochastischer Prozess
29
Lebensversicherung
25
Life insurance
25
Option pricing theory
19
Optionspreistheorie
19
Risiko
19
Risk
19
Portfolio selection
17
Portfolio-Management
17
Actuarial mathematics
14
Versicherungsmathematik
14
Mortality
13
Sterblichkeit
13
Private Altersvorsorge
11
Private retirement provision
11
Risikoaversion
10
Risk aversion
10
Altersvorsorge
9
Insolvency
9
Insolvenz
9
Retirement provision
9
Measurement
8
Messung
8
Probability theory
8
Risikomaß
8
Risk measure
8
Wahrscheinlichkeitsrechnung
8
Dividend
7
Dividende
7
Hedging
7
Interest rate
7
Multivariate Verteilung
7
Multivariate distribution
7
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Language
All
English
129
Author
All
Young, Virginia R.
7
Bayraktar, Erhan
4
Delong, Łukasz
3
Jones, Bruce L.
3
Li, Jinzhu
3
Willmot, Gordon E.
3
Asimit, Alexandru V.
2
Badescu, Andrei L.
2
Barigou, Karim
2
Date, Paresh
2
Denuit, Michel
2
Devolder, Pierre
2
Dhaene, Jan
2
Feng, Runhuan
2
Gaillardetz, Patrice
2
Gerber, Hans U.
2
Hainaut, Donatien
2
Kaluszka, Marek
2
Landriault, David
2
Liang, Xiaoqing
2
Marceau, Etienne
2
Pitselis, Georgios
2
Politis, Konstadinos
2
Shiu, Elias S. W.
2
Wang, I. C.
2
Wang, Rongming
2
Zitikis, Ričardas
2
Ahmadi, Seyed Saeed
1
Ahn, Soohan
1
Albrecher, Hansjörg
1
Andrés Sánchez, Jorge de
1
Avanzi, Benjamin
1
Avram, Florin
1
Ayuso, Mercedes
1
Ballotta, Laura
1
Barone, Luca
1
Bee, Marco
1
Bellani, Claudio
1
Borgonovo, Emanuele
1
Boyle, Phelim P.
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
Finance and stochastics
19
Advances on income inequality and concentration measures
17
New developments in financial modelling
14
Choice modelling and the transfer of environmental values
12
Journal of economic dynamics & control
10
Journal of economic surveys
10
Money, measurement and computation
10
Risks : open access journal
10
International journal of theoretical and applied finance
9
The journal of computational finance
9
History of political economy
8
Interfaces : the INFORMS journal on the practice of operations research
8
International journal of financial engineering
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Scandinavian actuarial journal
8
Advances in mathematical economics
7
Journal of economic studies
7
Journal of mathematical economics
7
Journal of mathematical finance
7
Journal of post-Keynesian economics : JPKE
7
The review of Austrian economics
7
Computational economics
6
European journal of operational research : EJOR
6
International review of financial analysis
6
Journal of the history of economic thought
6
Risk management in emerging markets
6
Applied mathematical finance
5
Cambridge journal of economics
5
Journal of business economics : JBE
5
Journal of legal economics
5
Journal of public economics
5
Mathematical methods of operations research
5
Nonlinearity, complexity and randomness in economics : towards algorithmic foundations for economics
5
The European journal of the history of economic thought
5
The economic journal : the journal of the Royal Economic Society
5
The quarterly journal of Austrian economics : the official journal of the Ludwig von Mises Institute
5
Venture capital contracting and the valuation of high-technology firms
5
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
5
more ...
less ...
Source
All
ECONIS (ZBW)
129
Showing
1
-
50
of
129
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
2
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:
3
Mechanics of good trade execution in the framework of linear temporary market impact
Bellani, Claudio
;
Brigo, Damiano
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10012424640
Saved in:
4
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:
5
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:
6
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco
;
Hambuckers, J.
;
Trapin, L.
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Saved in:
7
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
8
Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni
;
Borgonovo, Emanuele
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
Saved in:
9
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:
10
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:
11
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:
12
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
13
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:
14
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
15
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:
16
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
17
Relative Robust Portfolio Optimization with benchmark regret
Simões, Gonçalo
;
McDonald, Mark
;
Williams, Stacy
; …
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1991-2003
Persistent link: https://www.econbiz.de/10012262941
Saved in:
18
The valuation of life contingencies : a symmetrical triangular fuzzy approximation
Andrés Sánchez, Jorge de
;
González-Vila Puchades, Laura
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 83-94
Persistent link: https://www.econbiz.de/10011694385
Saved in:
19
Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan
;
Stassen, Ben
;
Barigou, Karim
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
Saved in:
20
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:
21
Modeling partial Greeks of variable annuities with dependence
Gan, Guojun
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011774791
Saved in:
22
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:
23
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
Saved in:
24
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:
25
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
26
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
Saved in:
27
From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
Saved in:
28
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
Saved in:
29
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
30
Credible risk measures with applications in actuarial sciences and finance
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 373-386
Persistent link: https://www.econbiz.de/10011597330
Saved in:
31
Statutory financial reporting for variable annuity guaranteed death benefits : market practice, mathematical modeling and computation
Feng, Runhuan
;
Huang, Huaxiong
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 54-64
Persistent link: https://www.econbiz.de/10011457152
Saved in:
32
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
33
Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed
;
Gaillardetz, Patrice
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
Saved in:
34
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
35
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
36
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
37
Polynomial extensions of distributions and their applications in actuarial and financial modeling
Li, Hao
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 250-260
Persistent link: https://www.econbiz.de/10010366169
Saved in:
38
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:
39
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
40
On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
Lee, Wing Yan
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010469196
Saved in:
41
Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes
Heilpern, Stanislaw
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 251-257
Persistent link: https://www.econbiz.de/10010470011
Saved in:
42
On iterative premium calculation principles under Cumulative Prospect Theory
Kaluszka, Marek
;
Krzeszowiec, Michał
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 435-440
Persistent link: https://www.econbiz.de/10009763648
Saved in:
43
Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda
;
Rayée, Grégory
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
Saved in:
44
Pricing inflation-linked variable annuities under stochastic interest rates
Tiong, Serena
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 77-86
Persistent link: https://www.econbiz.de/10009718999
Saved in:
45
Optimal commutable annuities to minimize the probability of lifetime ruin
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 200-216
Persistent link: https://www.econbiz.de/10009501685
Saved in:
46
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu
;
Badescu, Andrei L.
;
Stanford, David A.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
Saved in:
47
A note on weighted premium calculation principles
Kaluszka, Marek
;
Laeven, R. J. A.
;
Okolewski, A.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 379-381
Persistent link: https://www.econbiz.de/10009669565
Saved in:
48
Analytical calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 636-648
Persistent link: https://www.econbiz.de/10009683199
Saved in:
49
Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size
Mihálykó, Éva Orbán
;
Mihálykó, Csaba
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 378-383
Persistent link: https://www.econbiz.de/10008989289
Saved in:
50
An application of comonotonicity theory in a stochastic life annuity framework
Liu, Xiaoming
;
Jang, Jisoo
;
Kim, Sun Mee
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 271-279
Persistent link: https://www.econbiz.de/10008989319
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->