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:"Nutzenfunktion"
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
Estimation and pricing under l...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nutzenfunktion
Stochastic process
13
Stochastischer Prozess
13
Volatility
10
Volatilität
10
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Portfolio selection
8
Portfolio-Management
7
Reinsurance
5
Rückversicherung
5
Stochastic volatility
5
Estimation
4
Mispricing
4
Risikoaversion
4
Risk aversion
4
Robust control
4
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Finanzmathematik
3
Insurance
3
Schätzung
3
Time series analysis
3
Utility maximization
3
Versicherung
3
Zeitreihenanalyse
3
Agency theory
2
Dynamic programming
2
Dynamische Optimierung
2
Financial Engineering
2
Financial engineering
2
Long memory
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical finance
2
Model ambiguity
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
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
Gu, Ailing
2
Viens, Frederi G.
2
Yao, Haixiang
1
Yi, Bo
1
Published in...
All
Insurance / Mathematics & economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
Gu, Ailing
;
Viens, Frederi G.
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 235-249
Persistent link: https://www.econbiz.de/10011694708
Saved in:
2
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
