//--> //--> //--> //-->
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
~language:"eng"
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
Risk-minimization for life ins...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
36
Theory
35
Stochastic process
20
Stochastischer Prozess
20
Optionspreistheorie
13
Hedging
12
Option pricing theory
12
Volatility
12
Volatilität
12
Martingal
10
Martingale
10
Derivat
9
Derivative
9
Unvollkommener Markt
7
Yield curve
7
Zinsstruktur
7
Portfolio selection
6
Portfolio-Management
6
Risiko
6
Risk
6
Incomplete market
5
Actuarial mathematics
4
CAPM
4
Credit risk
4
Financial crisis
4
Finanzkrise
4
Interest rate
4
Kreditrisiko
4
Versicherungsmathematik
4
Zins
4
Arbitrage
3
Bewertung
3
Bubbles
3
Financial market
3
Finanzmarkt
3
Lebensversicherung
3
Life insurance
3
Liquidity
3
Liquidität
3
Measurement
3
more ...
less ...
Online availability
All
Free
32
Undetermined
10
CC license
1
Type of publication
All
Article
41
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Working Paper
9
Arbeitspapier
6
Article
6
Graue Literatur
5
Non-commercial literature
5
Hochschulschrift
3
Thesis
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Undetermined
39
German
1
Author
All
Biagini, Francesca
39
Rheinländer, Thorsten
23
Mazzon, Andrea
6
Meyer-Brandis, Thilo
6
Gnoatto, Alessandro
5
Härtel, Maximilian
5
Schweizer, Martin
5
Björk, Tomas
4
Frittelli, Marco
4
Cretarola, Alessandra
3
Fouque, Jean-Pierre
3
Fryzlewicz, Piotr
3
Gonon, Lukas
3
Groll, Andreas
3
Huber, Tobias
3
Pham, Huyên
3
Reitsam, Thomas
3
Schreiber, Irene
3
Valenzuela, Marcela
3
Widenmann, Jan
3
Zer, Ilknur
3
Alòs, Elisa
2
Bondi, Alessandro
2
Jaspersen, Johannes G.
2
Klüppelberg, Claudia
2
Luo, Xiaolin
2
Müller, Gernot
2
Nedelcu, Sorin
2
Perkkiö, Ari-Pekka
2
Platen, Eckhard
2
Radojic̆ić, Dragana
2
Wagner, Niklas F.
2
Arandjelović, Aleksandar
1
Belomestny, Denis
1
Botero, Camila
1
Bregman, Julia
1
Chen, Zhanyu
1
Doldi, Alessandro
1
Fouque, Jean‐Pierre
1
Fuschini, Serena
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Published in...
All
Finance and stochastics
6
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Discussion papers of interdisciplinary research project 373
2
Finance and Stochastics
2
Insurance / Mathematics & economics
2
Journal of Risk and Insurance
2
Mathematical Finance
2
Mathematics and financial economics
2
Risks
2
Risks : open access journal
2
SFB 373 Discussion Paper
2
SSE/EFI Working Paper Series in Economics and Finance
2
Advanced mathematical methods for finance
1
Advanced series on statistical science & applied probability
1
Annals of finance
1
Asia-Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and economics discussion series
1
Frontiers of mathematical finance : FMF
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
International review of financial analysis
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Munich Risk and Insurance Center Working Paper 33
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
SSE EFI working paper series in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working Paper
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
EconStor
9
Other ZBW resources
2
USB Cologne (business full texts)
1
RePEc
1
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 399-413
Persistent link: https://www.econbiz.de/10002946727
Saved in:
2
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
3
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
4
Optimal Martingale measures and their applications in mathematical finance
Rheinländer, Thorsten
-
1999
-
Als Ms. gedr
Persistent link: https://www.econbiz.de/10001410774
Saved in:
5
A stochastic version of Zeeman's market model
Rheinländer, Thorsten
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652265
Saved in:
6
Hedging derivatives
Rheinländer, Thorsten
;
Sexton, Jenny
-
2011
Persistent link: https://www.econbiz.de/10009233654
Saved in:
7
Utility indifference hedging with exponential additive processes
Rheinländer, Thorsten
;
Steiger, Gallus
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10009237119
Saved in:
8
Pricing energy, weather and emission derivatives under future information
Hess, Markus
-
2013
Persistent link: https://www.econbiz.de/10010254908
Saved in:
9
Consistent factor models for temperature markets
Hell, Philipp
;
Meyer-Brandis, Thilo
;
Rheinländer, Thorsten
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009624466
Saved in:
10
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
-
1997
Persistent link: https://www.econbiz.de/10009632600
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->