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  • Search: subject:"variance principle"
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Year of publication
Subject
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variance principle 22 Varianz 21 Portfolio Selection 3 Variance Principle 3 Variance principle 3 Aktienoption 2 Armut 2 Bayesian Robustness 2 Capital injection 2 Capital-Asset-Pricing-Modell 2 Distributionstheorie 2 Dividend payment 2 Fixed costs 2 Kovarianz <Stochastik> 2 Lebensstandard 2 Leistungsmessung 2 Living standard 2 Metropolis-Hastings algorithm 2 PRICE VARIABILITY 2 Proportional reinsurance 2 Reinsurance 2 Risikomanagement 2 Rückversicherung 2 Salvage value 2 Spieltheorie 2 Variabilität 2 Variance reduction 2 Volatilität 2 Zero-Variance principle 2 covariance structure 2 distribution 2 poverty 2 ARCH-Prozess 1 Ablehnung 1 Aktienanleihe 1 Aktienrendite 1 Bayes 1 Bayes Premium 1 Bootstrap-Statistik 1 Cluster-Analyse 1
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Online availability
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Free 12 Undetermined 4
Type of publication
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Book / Working Paper 23 Article 7
Subcategories
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Article in journal 6 Working paper 3
Language
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English 23 Undetermined 4 German 3
Author
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Muller, Christophe 2 Møller, Thomas 2 Paolo, Tenconi 2 Wang, Rongming 2 Yang, Hailiang 2 Yao, Dingjun 2 Agustín, Hernández-Bastida 1 Albrecht, Peter 1 Antonietta, Mira 1 Belomestny, Denis 1 Branger, Nicole 1 Brenner, Steffen 1 Bunke, Olaf 1 Czichowsky, Christoph 1 Dario, Bressanini 1 Detlefsen, Kai 1 Droge, Bernd 1 Eberl, Markus 1 FERNÁNDEZ-SÁNCHEZ, Mª PILAR 1 Fernández-Sánchez, M.P. 1 Gagliardini, Patrick 1 GÓMEZ-DÉNIZ, EMILIO 1 Gómez Déniz, E. 1 Gómez-Deniz, E. 1 HERNÁNDEZ-BASTIDA, AGUSTIN 1 Hernández Bastida, A. 1 Härdle, Wolfgang 1 Kim, Tae-Hwan 1 Konstantopoulos, Spyros 1 Ledoit, Olivier 1 Lee-Scheller, Young-Sook 1 Lv, Chen 1 Maier, Helmut 1 Malamud, Semyon 1 Michou, Maria 1 Milstein, Grigori N. 1 Mitschke-Collande, Daniel 1 Morone, Andrea 1 Mouselli, Sulaiman 1 Newbold, Paul 1
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Institution
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Institut für Schweizerisches Bankwesen <Zürich> 3 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 3 University <Nottingham> / Department of Economics 3 Facoltà di Economia, Università degli Studi dell'Insubria 2 National Centre of Competence in Research - Financial Valuation and Risk Management 2 Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1 Forschungsinstitut zur Zukunft der Arbeit <Bonn> 1 Leontief-Institut für Wirtschaftsanalyse 1 Manchester Business School 1 Max-Planck-Institut für Ökonomik <Jena> - Abteilung für Strategische Interaktion 1 National Centre of Competence in Research North South <Bern> 1 Swiss National Centre of Competence in Research North South <Bern> 1 Universität <Berlin, Humboldt-Universität> / Institut für Mathematik und Naturwissenschaften II 1 Universität <München> / Fakultät für Betriebswirtschaft 1 Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung 1
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Published in...
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FINRISK Working Paper Series 3 The University of Nottingham / School of Economics - discussion papers 3 Discussion Paper 2 Diskussionspapier 2 Economics and Quantitative Methods 2 Estudios de Economía Aplicada 2 Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere 2 Working Paper 2 Der Aktuar; (2002) 1 1 Economic Modelling 1 Economic modelling 1 FEG Working Paper Series 1 Finance and Stochastics 1 Humboldt-Universität zu Berlin - Institut für Management - Discussion Papers ; 2001, 9 1 Humboldt-Universität zu Berlin - Institut für Management - Publikationen 1 Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers 1 IZA Discussion Paper No. 3178 (2007) 1 IZA Discussion Papers 1 Institut für Schweizerisches Bankwesen Zürich - Working Paper Series 1 Insurance 1 LMU München - Fakultät für Betriebswirtschaft: Working Paper Reihe 1 Leontief-Institut für Wirtschaftsanalyse 1 Manchester Business School - Research - Working Papers 1 Mannheimer Vorträge zur Risikotheorie, Portfolio Management und Versicherungswirtschaft 1 Max-Planck-Institut für Ökonomik <Jena> - Abteilung für Strategische Interaktion - Papers on Strategic Interaction 1 No. 559 (2008) 1 SFB 649 Discussion Paper 1 Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung - Working Papers 1 Universität Mannheim - Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft - Mannheimer Manuskripte 1 Universität Zürich - Department of Banking and Financt - Publications 1 Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers 1 Werkstatthefte aus Statistik und Ökonometrie, Reihe Wissenstransfer 1 Working Paper ; 2006-06 1 Working Paper No. 525 (2009) 1 Working Paper No. 661 1 Working Paper No. 664 1 actuaries.org - publications 1
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Source
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USB Cologne (business full texts) 21 RePEc 7 ECONIS (ZBW) 2
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A continuous-time theory of reinsurance chains
Lv, Chen; Shen, Yang; Su, Jianxi - 2020
Persistent link: https://www.econbiz.de/10012419263
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Variance risk, financial intermediation, and thecross-section of expected option returns
Schürhoff, Norman; Ziegler, Alexandre - 2011
Persistent link: https://www.econbiz.de/10009354100
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Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - 2014
. The reinsurance premium is assumed to be calculated via the variance principle instead of the expected value principle …
Persistent link: https://www.econbiz.de/10010744004
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Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - 2014
Article
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On the Information Content of the Fama and French Factors in the UK
Mouselli, Sulaiman; Michou, Maria; Stark, Andrew - 2008
Persistent link: https://www.econbiz.de/10005870637
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A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo
HERNÁNDEZ-BASTIDA, AGUSTIN; FERNÁNDEZ-SÁNCHEZ, Mª PILAR - 2011
Persistent link: https://www.econbiz.de/10009149013
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Zero variance in Markov chain Monte Carlo with an application to credit risk estimation
Paolo, Tenconi - 2008
We propose a general purpose variance reduction technique for Markov Chain Monte Carlo estimators based on the Zero-Variance … principle introduced in the physics literature by Assaraf and Caarel ( 1999). The potential of the new idea is illustrated with …
Persistent link: https://www.econbiz.de/10005771909
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BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL; THE VARIANCE PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA-GAMMA DISTRIBUTIONS
Agustín, Hernández-Bastida; Fernández-Sánchez, M.P.; … - 2007
Persistent link: https://www.econbiz.de/10005455473
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Direkte Bestimmung der Maximum-Likelihood Schätzungen für Erwartungswert und Varianz durch algebraische Zerlegung der Fisherschen Likelihoodfunktion
Maier, Helmut - 2010
Persistent link: https://www.econbiz.de/10008911515
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Robust Performance Hypothesis Testing with theVariance
Ledoit, Olivier; Wolf, Michael - 2010
Persistent link: https://www.econbiz.de/10009486993
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A Comment on Variance Decomposition andNesting Effects in Two- and Three-Level Designs
Konstantopoulos, Spyros - 2007
Persistent link: https://www.econbiz.de/10005861372
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