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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
70
Theory
70
Option pricing theory
46
Optionspreistheorie
46
Portfolio selection
43
Portfolio-Management
43
Markov chain
42
Stochastic process
42
Markov-Kette
40
Risiko
23
Risk
23
Reinsurance
21
Rückversicherung
20
China
17
Hedging
15
Volatility
15
Volatilität
15
Esscher transform
11
Option trading
11
Optionsgeschäft
11
Risikomodell
11
Risk model
11
Derivat
10
Derivative
10
Dividend
10
Regime-switching
10
Risikomanagement
10
Risk management
10
Dividende
9
Game theory
9
Lebensversicherung
9
Life insurance
9
Risikomaß
9
Risk measure
9
Spieltheorie
9
Time consistency
9
Zeitkonsistenz
9
ARCH model
8
ARCH-Modell
8
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Undetermined
18
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5
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Article
40
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2
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39
Aufsatz in Zeitschrift
39
Arbeitspapier
1
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English
42
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Siu, Tak Kuen
30
Shen, Yang
15
Elliott, Robert J.
11
Ching, Wai Ki
5
Zeng, Yan
4
Chan, Leunglung
3
Wang, Rongming
3
Zhu, Dong-Mei
3
Lu, Jiejun
2
Qian, Linyi
2
Wei, Jiaqin
2
Yang, Hailiang
2
Cohen, Samuel N.
1
Ewald, Christian-Olivier
1
Fan, Kun
1
Fard, Farzad Alavi
1
Feng, Yang
1
Gu, Jiawen
1
Huang, Xin
1
Jin, Zhuo
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
Tang, Yincai
1
Wang, Hao
1
Wang, Wei
1
Wang, Wenyuan
1
Wu, Zhenyu
1
Yang, Qing-Qing
1
Zhang, Chunhong
1
Zhang, Lianmin
1
Zhang, Nan
1
Zhang, Xin
1
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Insurance / Mathematics & economics
12
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
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ECONIS (ZBW)
42
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42
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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
Stochastic differential reinsurance games with capital injections
Zhang, Nan
;
Jin, Zhuo
;
Qian, Linyi
;
Fan, Kun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 7-18
Persistent link: https://www.econbiz.de/10012105353
Saved in:
9
Valuation of equity-indexed annuity under stochastic mortality and interest rate
Qian, Linyi
;
Wang, Wei
;
Wang, Rongming
;
Tang, Yincai
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 123-129
Persistent link: https://www.econbiz.de/10008654268
Saved in:
10
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
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