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:"Mathematical methods of operations research"
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
Optimality of the threshold di...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Common shock
2
Portfolio selection
2
Portfolio-Management
2
Schock
2
Shock
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Efficient frontier
1
Financial market
1
Finanzmarkt
1
Hamilton-Jacobi-Bellmann equation
1
Investment
1
Jump-diffusion process
1
Markov chain
1
Markov-Kette
1
Mean-variance criterion
1
Mean–variance criterion
1
Optimalinvestment-reinsurance strategy
1
Proportional reinsurance
1
Regime-switching
1
Reinsurance
1
Rückversicherung
1
Stochastic control
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bi, Junna
2
Liang, Zhibin
2
Yuen, Kam Chuen
2
Zhang, Caibin
1
Published in...
All
Mathematical methods of operations research
Papers / arXiv.org
9
Insurance / Mathematics & economics
8
Scandinavian actuarial journal
4
Statistics & Probability Letters
4
Insurance: Mathematics and Economics
3
Astin bulletin : the journal of the International Actuarial Association
2
Computational Statistics & Data Analysis
2
Risks
2
Risks : open access journal
2
Economic modelling
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
International journal of financial engineering
1
Journal of Time Series Analysis
1
Journal of mathematical finance
1
Quantitative finance and economics
1
Risk and decision analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
2
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
