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Stochastic process
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McAleer, Michael
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46
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Yu, Jun
43
Asai, Manabu
40
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Linton, Oliver
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Shephard, Neil G.
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Gao, Jiti
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Härdle, Wolfgang
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Zhang, Qing
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Račev, Svetlozar T.
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Stein, Jerome L.
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Kleijnen, Jack P. C.
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Lucas, André
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Carr, Peter
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National Bureau of Economic Research
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Springer International Publishing
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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European journal of operational research : EJOR
714
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
335
Journal of econometrics
282
Finance and stochastics
245
Operations research
213
Quantitative finance
210
Mathematics of operations research
207
Operations research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
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Journal of economic dynamics & control
154
Risks : open access journal
152
Applied mathematical finance
142
Discussion paper / Tinbergen Institute
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Computational economics
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International journal of production economics
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Economics letters
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The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Finance research letters
105
Journal of mathematical finance
105
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Econometric reviews
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Energy economics
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Mathematical methods of operations research
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International journal of financial engineering
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INFORMS journal on computing : JOC
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Omega : the international journal of management science
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Annals of finance
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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Economic modelling
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Journal of banking & finance
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Journal of economic theory
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Computational Management Science : CMS
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Transportation research / E : an international journal
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Scandinavian actuarial journal
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ECONIS (ZBW)
19,030
RePEc
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Other ZBW resources
2
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1
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1
Fractional
risk
process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
2
Risk
measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
3
On s-convex bounds for Beta-unimodal distributions with applications to basis
risk
assessment
Lefevre, Claude
;
Loisel, Stéphane
;
Montesinos, Pierre
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012588355
Saved in:
4
Ranking the extreme claim amounts in dependent individual
risk
models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
5
Interplay of insurance and financial risks in a stochastic environment
Tang, Qihe
;
Yang, Yang
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 432-451
Persistent link: https://www.econbiz.de/10012194959
Saved in:
6
Multidimensional dynamic
risk
measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
7
Entropy based
risk
measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
8
Epi-regularization of
risk
measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
9
A
risk
model with renewal shot-noise Cox process
Dassios, Angelos
;
Jang, Jiwook
;
Zhao, Hongbiao
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 55-65
Persistent link: https://www.econbiz.de/10011422868
Saved in:
10
Ruin probabilities in multivariate
risk
models with periodic common shock
Cojocaru, Ionica
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
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