//--> //--> //-->
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
~subject:"Control theory"
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
A stochastic volatility model...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Control theory
Theorie
35
Theory
35
Portfolio selection
15
Portfolio-Management
15
Stochastic process
15
Stochastischer Prozess
15
Reinsurance
13
Rückversicherung
11
Insurance
8
Versicherung
8
Kontrolltheorie
7
Dividend
6
Dividende
6
Risikomanagement
6
Risk management
6
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Equilibrium theory
5
Gleichgewichtstheorie
5
Probability theory
5
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Wahrscheinlichkeitsrechnung
5
Game theory
4
Markov chain
4
Markov-Kette
4
Spieltheorie
4
CAPM
3
Correlation
3
Dynamic programming
3
Dynamische Optimierung
3
Hedging
3
Inventory model
3
Korrelation
3
Lagerhaltungsmodell
3
Option pricing theory
3
Optionspreistheorie
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Taksar, Michael I.
5
Evstigneev, Igor V.
2
Schürger, Klaus
2
Zeng, Xudong
2
Eckles, David L.
1
Højgaard, Bjarne
1
Luo, Shangzhen
1
McCarthy, David
1
more ...
less ...
Institution
All
Bonn Graduate School of Economics
1
Published in...
All
Bonn Econ Discussion Papers / BGSE
1
Discussion paper / B
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
North American actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong
;
Luo, Shangzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
Saved in:
2
The theory of optimal stochastic control as applied to insurance underwriting cycles
Eckles, David L.
;
McCarthy, David
;
Zeng, Xudong
- In:
North American actuarial journal
20
(
2016
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10011721395
Saved in:
3
Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I.
-
1999
Persistent link: https://www.econbiz.de/10001421303
Saved in:
4
Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I.
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001488491
Saved in:
5
Optimal risk control for a large corporation in the presence of returns on investments
Højgaard, Bjarne
;
Taksar, Michael I.
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 527-547
Persistent link: https://www.econbiz.de/10001614610
Saved in:
6
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
Saved in:
7
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->