//--> //--> //--> //-->
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:"Stochastic process"
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 risk-based approach for asse...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
64
Theory
64
Option pricing theory
45
Optionspreistheorie
45
Markov chain
42
Markov-Kette
40
Portfolio selection
39
Portfolio-Management
39
Stochastischer Prozess
38
Risiko
23
Risk
23
Reinsurance
17
Rückversicherung
16
Volatility
14
Volatilität
14
Hedging
12
Esscher transform
11
Option trading
11
Optionsgeschäft
11
Regime-switching
11
Risikomodell
11
Risk model
11
Risikomanagement
10
Risk management
10
Derivat
9
Derivative
9
Risikomaß
9
Risk measure
9
ARCH model
8
ARCH-Modell
8
China
8
Credit risk
8
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Kreditrisiko
8
Lebensversicherung
8
Life insurance
8
Analysis
7
Game theory
7
more ...
less ...
Online availability
All
Undetermined
15
Free
5
CC license
2
Type of publication
All
Article
36
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Arbeitspapier
1
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Festschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
38
Author
All
Siu, Tak Kuen
30
Shen, Yang
15
Elliott, Robert J.
11
Ching, Wai Ki
5
Zeng, Yan
4
Chan, Leunglung
3
Zhu, Dong-Mei
3
Lu, Jiejun
2
Yang, Hailiang
2
Cohen, Samuel N.
1
Ewald, Christian-Olivier
1
Fard, Farzad Alavi
1
Feng, Yang
1
Gu, Jiawen
1
Huang, Xin
1
Lau, John W.
1
Li, Danping
1
Li, Xun
1
Lin, Xiang
1
Lv, Chen
1
Madan, Dilip B.
1
Muravey, Dmitry
1
Nawar, Roy
1
Shang, Han Lin
1
Sherris, Michael
1
Wang, Wenyuan
1
Wu, Zhenyu
1
Yang, Qing-Qing
1
Zhang, Chunhong
1
Zhang, Lianmin
1
Zhang, Xin
1
Zhu, Jinxia
1
Zou, Bin
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
8
Economic modelling
3
Annals of finance
2
International journal of theoretical and applied finance
2
Operations research letters
2
Risks : open access journal
2
Advances in statistics, probability and actuarial science
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series
1
Energy economics
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Innovative quick response programs in logistics and supply chain management
1
Insurance : mathematics and economics
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
Scandinavian actuarial journal
1
The European journal of finance
1
The journal of derivatives : JOD
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
2
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Operations research letters
41
(
2013
)
2
,
pp. 180-187
Persistent link: https://www.econbiz.de/10009727702
Saved in:
3
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
4
Longevity bond pricing under stochastic interest rate and mortality with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 114-123
Persistent link: https://www.econbiz.de/10009718990
Saved in:
5
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
6
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
7
Optimal investment and consumption in a continuous-time co-integration model
Shen, Yang
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 501-530
Persistent link: https://www.econbiz.de/10011845245
Saved in:
8
Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang
;
Siu, Tak Kuen
;
Zhu, Jinxia
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 148-164
Persistent link: https://www.econbiz.de/10015066799
Saved in:
9
Improving revenue management : a real option approach
Ching, Wai Ki
;
Li, Xun
;
Siu, Tak Kuen
;
Wu, Zhenyu
- In:
Innovative quick response programs in logistics and …
,
(pp. 122-139)
.
2010
Persistent link: https://www.econbiz.de/10003951779
Saved in:
10
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->