//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"IMA journal of management mathematics"
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
Optimal reinsurance pricing, r...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Theorie
3
Theory
3
Time consistency
3
Zeitkonsistenz
3
Measurement
2
Messung
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Decision under risk
1
Dynamic programming
1
Dynamische Optimierung
1
Entscheidung unter Risiko
1
Game theory
1
Hamilton-Jacobi-Bellman equation
1
Markov chain
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Reinsurance
1
Rückversicherung
1
Spieltheorie
1
Stackelberg game
1
Time
1
Zeit
1
chance constraints
1
concentration investment
1
conditional risk measure
1
dynamic programming
1
generalized convex risk measure
1
mean-variance
1
multi-period risk meausre
1
multiperiod portfolio selection
1
optimal investment policy
1
portfolio selection
1
regime switching
1
reinsurance contract
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Chen, Zhiping
4
Liu, Jia
2
Consigli, Giorgio
1
Li Yang
1
Li, Gang
1
Wang, Tao
1
Yang, Peng
1
Zhang, Feng
1
more ...
less ...
Published in...
All
IMA journal of management mathematics
Carleton economic papers
26
Finance research letters
12
Economic modelling
10
Energy economics
10
OR spectrum : quantitative approaches in management
9
Frontiers of economics in China : selected publications from Chinese universities
8
International journal of production research
8
Journal of banking & finance
8
Journal of economic dynamics & control
6
Mathematical methods of operations research
6
The Canadian journal of economics
6
China economic review : an international journal
5
Insurance
5
International journal of production economics
5
Omega : the international journal of management science
5
Transportation research / E : an international journal
5
Working paper series
5
Economic research
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
International journal of finance & economics : IJFE
4
International journal of industrial organization
4
International review of economics & finance : IREF
4
International review of financial analysis
4
International transactions in operational research : a journal of the International Federation of Operational Research Societies
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Review of international economics
4
The European Physical Journal B - Condensed Matter and Complex Systems
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Carleton Economic Papers
3
Carleton economic papers : CEP
3
Chinese management studies
3
Computational Statistics
3
Economics letters
3
Insurance : mathematics and economics
3
Journal of Asian economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer
Wang, Tao
;
Chen, Zhiping
;
Yang, Peng
- In:
IMA journal of management mathematics
35
(
2024
)
4
,
pp. 651-692
Persistent link: https://www.econbiz.de/10015333085
Saved in:
2
Time consistency and time consistent generalized convex multistage risk measures
Li Yang
;
Chen, Zhiping
;
Zhang, Feng
- In:
IMA journal of management mathematics
27
(
2016
)
3
,
pp. 419-437
Persistent link: https://www.econbiz.de/10011593272
Saved in:
3
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
4
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->