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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
The journal of futures markets
331
Energy economics
123
Finance research letters
117
International journal of theoretical and applied finance
115
Journal of banking & finance
113
International review of financial analysis
88
International review of economics & finance : IREF
81
Finance and stochastics
73
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
61
Applied economics
56
Working paper / National Bureau of Economic Research, Inc.
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The review of financial studies
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Applied mathematical finance
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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
The European journal of finance
46
Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
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
33
Swiss Finance Institute Research Paper
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.
;
Siu-Hang Li, Johnny
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
Saved in:
2
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.
;
Zhu, Nan
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
Saved in:
3
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Saved in:
4
Optimal enterprise risk management and decision making with shared and dependent risks
Ai, Jing
;
Brockett, Patrick L.
;
Wang, Tianyang
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
4
,
pp. 1127-1169
Persistent link: https://www.econbiz.de/10011790005
Saved in:
5
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Saved in:
6
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
Saved in:
7
Natural hedging strategies for life insurers : impact of product design and risk measure
Wong, Andy
;
Sherris, Michael
;
Stevens, Ralph
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 153-175
Persistent link: https://www.econbiz.de/10011658198
Saved in:
8
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:
9
Dynamic risk management : investment, capital structure, and hedging in the presence of financial frictions
Amaya, Diego
;
Gauthier, Geneviève
;
Léautier, …
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
2
,
pp. 359-399
Persistent link: https://www.econbiz.de/10011392996
Saved in:
10
Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach
Chang, Carolyn C. W.
;
Chang, Jack S. K.
;
Wen, Min Ming
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 199-217
Persistent link: https://www.econbiz.de/10010340225
Saved in:
11
Robust hedging of longevity risk
Cairns, Andrew J. G.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 621-648
Persistent link: https://www.econbiz.de/10010127211
Saved in:
12
Managing capital market and longevity risks in a defined benefit pension plan
Cox, Samuel H.
;
Lin, Yijia
;
Tian, Ruilin
;
Yu, Jifeng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 585-619
Persistent link: https://www.econbiz.de/10010127212
Saved in:
13
A new premium principle for equity-indexed annuities
Gaillardetz, Patrice
;
Lakhmiri, Joe Youssef
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
1
,
pp. 245-265
Persistent link: https://www.econbiz.de/10009130074
Saved in:
14
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:
15
An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Wang, Jennifer L.
;
Huang, H. C.
;
Yang, Sharon S.
;
Tsai, …
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 473-497
Persistent link: https://www.econbiz.de/10003981547
Saved in:
16
On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang
;
Hardy, Mary Rosalyn
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
Saved in:
17
Pricing and hedging of discrete dynamic guaranteed funds
Tse, Wai-man
;
Chang, Eric Chieh
;
Li, Leong Kwan
;
Mok, …
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
1
,
pp. 167-192
Persistent link: https://www.econbiz.de/10003686792
Saved in:
18
Handling weather related risks through the financial markets : considerations of credit risk, basis risk, and hedging
Golden, Linda L.
;
Wang, Mulong
;
Yang, Chuanhou
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 319-346
Persistent link: https://www.econbiz.de/10003483845
Saved in:
19
Robustly hedging variable annuities with guarantees under jump and volatility risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
Saved in:
20
Heavy-tailed behavior of commodity price distribution and optimal hedging demand
Jin, Hyun Joung
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
4
,
pp. 863-881
Persistent link: https://www.econbiz.de/10003599408
Saved in:
21
To hedge or not to hedge : managing demographic risk in life insurance companies
Gründl, Helmut
;
Post, Thomas
;
Schulze, Roman N.
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
1
,
pp. 19-41
Persistent link: https://www.econbiz.de/10003302388
Saved in:
22
Longevity bonds : financial engineering, valuation, and hedging
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
MacMinn, …
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
4
,
pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
Saved in:
23
Moral hazard, basis risk, and gap insurance
Doherty, Neil A.
;
Richter, Andreas
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 9-24
Persistent link: https://www.econbiz.de/10001671233
Saved in:
24
Pricing default-risky CAT bonds with moral hazard and basis risk
Lee, Jin-ping
;
Yu, Min-Teh
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001671236
Saved in:
25
Derivatives and corporate risk management : participation and volume decisions in the insurance industry
Cummins, John David
;
Phillips, Richard D.
;
Smith, …
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
1
,
pp. 51-92
Persistent link: https://www.econbiz.de/10001601111
Saved in:
26
Survivor bonds : helping to hedge mortality risk
Blake, David
;
Burrows, William
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
2
,
pp. 339-348
Persistent link: https://www.econbiz.de/10001609522
Saved in:
27
Basis risk with PCS catastrophe insurance derivative contracts
Harrington, Scott
;
Niehaus, Greg
- In:
The journal of risk and insurance : the journal of the …
66
(
1999
)
1
,
pp. 49-82
Persistent link: https://www.econbiz.de/10001378980
Saved in:
28
Determinants of corporate hedging behavior : evidence from the life insurance industry
Colquitt, L. Lee
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
4
,
pp. 649-671
Persistent link: https://www.econbiz.de/10001239125
Saved in:
29
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:
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