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~subject:"Zeitkonsistenz"
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Zeitkonsistenz
Theorie
70
Theory
70
Option pricing theory
46
Optionspreistheorie
46
Portfolio selection
43
Portfolio-Management
43
Markov chain
42
Stochastic process
42
Stochastischer Prozess
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
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Derivat
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Derivative
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Dividend
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Regime-switching
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Risikomanagement
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Risk management
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Dividende
9
Game theory
9
Lebensversicherung
9
Life insurance
9
Risikomaß
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Risk measure
9
Spieltheorie
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English
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Wang, Rongming
4
Shen, Yang
3
Siu, Tak Kuen
3
Wei, Jiaqin
3
Lv, Chen
2
Wang, Hao
2
Zhao, Qian
2
Ching, Wai Ki
1
Gu, Jia-Wen
1
Hu, Shujie
1
Su, Jianxi
1
Wang, Ning
1
Yang, Hailiang
1
Yu, Feng-Hui
1
Zhu, Dong-Mei
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Zhu, Jinxia
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Zou, Bin
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Insurance / Mathematics & economics
6
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Mathematical methods of operations research : ZOR
1
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ECONIS (ZBW)
9
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1
Life-cycle planning with CEV model and time-inconsistent preferences
Wang, Hao
;
Hu, Shujie
;
Siu, Tak Kuen
;
Wang, Rongming
; …
- In:
International review of economics & finance : IREF
96
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015203035
Saved in:
2
On dividend strategies with non-exponential discounting
Zhao, Qian
;
Wei, Jiaqin
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 1-13
Persistent link: https://www.econbiz.de/10010437647
Saved in:
3
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
Saved in:
4
Exponential utility maximization for an insurer with time-inconsistent preferences
Zhao, Qian
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 89-104
Persistent link: https://www.econbiz.de/10011597189
Saved in:
5
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 66-80
Persistent link: https://www.econbiz.de/10012239478
Saved in:
6
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
7
A continuous-time theory of reinsurance chains
Lv, Chen
;
Shen, Yang
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
Saved in:
8
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Lv, Chen
;
Shen, Yang
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 120-137
Persistent link: https://www.econbiz.de/10012105527
Saved in:
9
Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang
;
Zou, Bin
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
Saved in:
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