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:"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
Life insurance contracts with...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
94
Option pricing theory
39
Optionspreistheorie
39
Life insurance
22
Lebensversicherung
21
Option trading
21
Optionsgeschäft
21
Yield curve
21
Zinsstruktur
21
Volatility
19
Volatilität
19
Denmark
18
Dänemark
18
Stochastic process
17
Stochastischer Prozess
17
Monte Carlo simulation
14
Estimation theory
13
Schätztheorie
13
Time series analysis
13
Zeitreihenanalyse
13
CAPM
12
Monte-Carlo-Simulation
12
Estimation
11
Schätzung
11
ARCH model
10
ARCH-Modell
10
USA
9
United States
9
Statistical test
8
Statistischer Test
8
Capital income
7
Cointegration
7
Derivat
7
Derivative
7
Interest rate
7
Kapitaleinkommen
7
Kointegration
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
85
Article
9
Type of publication (narrower categories)
All
Graue Literatur
73
Non-commercial literature
73
Arbeitspapier
72
Working Paper
72
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
94
Author
All
Løchte Jørgensen, Peter
20
Grosen, Anders
10
Barndorff-Nielsen, Ole E.
8
Jørgensen, Peter Løchte
7
Christensen, Bent Jesper
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Gatzert, Nadine
3
Jensen, Bjarke
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Bohnert, Alexander
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Giovanni, Domenico de
2
Hansen, Asbjorn T.
2
Hansen, Asbjørn Trolle
2
Hansen, Peter Reinhard
2
Jessen, Pernille
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
DeGiovanni, Domenico
1
Grasselli, M.R.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
68
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Working paper
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
AFV-skrifter
1
Applied mathematical finance
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Review of derivatives research
1
The Geneva papers on risk and insurance theory
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working papers / Finance Research Group, Department of Business Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
94
Showing
1
-
10
of
94
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
2
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates
Løchte Jørgensen, Peter
- In:
Journal of banking & finance
97
(
2018
),
pp. 219-237
Persistent link: https://www.econbiz.de/10011967351
Saved in:
3
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal
Hansen, Asbjørn Trolle
;
Løchte Jørgensen, Peter
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001517425
Saved in:
4
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001455773
Saved in:
5
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
-
2000
Persistent link: https://www.econbiz.de/10001456701
Saved in:
6
The valuation of interest rate guarantees : an application of American option pricing theory
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1995
Persistent link: https://www.econbiz.de/10000918087
Saved in:
7
Valuation of early exercisable interest rate guarantees
Grosen, Anders
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
3
,
pp. 481-503
Persistent link: https://www.econbiz.de/10001229768
Saved in:
8
American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001238753
Saved in:
9
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001375327
Saved in:
10
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
- In:
The Geneva papers on risk and insurance theory
26
(
2001
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10001600977
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
