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
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
Modeling credit value adjustme...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
30
Theory
30
Risiko
22
Risk
22
Risikomanagement
17
Risk management
17
Risk model
16
Risikomodell
15
Lebensversicherung
14
Life insurance
14
Insurance
9
Measurement
9
Messung
9
Risikomaß
9
Risk measure
9
Stochastic process
9
Stochastischer Prozess
9
Versicherung
9
Option pricing theory
8
Optionspreistheorie
8
Private Altersvorsorge
8
Private retirement provision
8
Finanzmathematik
7
Mathematical finance
7
Hedging
6
Variable annuity guaranteed benefit
6
Decentralization
5
Dezentralisierung
4
Mortality
4
Risk measures
4
Sterblichkeit
4
conditional tail expectation
4
risk measures
4
value at risk
4
Altersvorsorge
3
Asian option
3
Markov renewal equation
3
Portfolio selection
3
Portfolio-Management
3
Retirement provision
3
more ...
less ...
Online availability
All
Free
24
Undetermined
23
Type of publication
All
Article
38
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
49
Undetermined
14
Author
All
Feng, Runhuan
62
Volkmer, Hans W.
10
Jing, Xiaochen
6
Chen, Ze
5
Dhaene, Jan
5
Zhang, Ning
5
Abdikerimova, Samal
4
Liu, Ming
4
Shimizu, Yasutaka
4
Volkmer, Hans
4
Boonen, Tim J.
2
Cheung, Eric C. K.
2
Cheung, Eric C.K.
2
Chong, Wing Fung
2
Cui, Zhenyu
2
Li, Hong
2
MacKay, Anne
2
Wei, Li
2
Yang, Tianyu
2
Zhao, Jiaqi
2
Chen, Xiaowei
1
Dacorogna, Michel M.
1
Gan, Guojun
1
Hamedani, G. G.
1
Hu, Wentao
1
Huang, Huaxiong
1
Jiang, Pingping
1
Jin, Longhao
1
Kuznetsov, Alexey
1
Laeven, Roger J. A.
1
Li, Johnny Siu-Hang
1
Li, Mao
1
Li, Peng
1
Lin, X. Sheldon
1
Mao, Yu
1
Olivieri, Annamaria
1
Yang, Fenghao
1
Yi, Bingji
1
Zhang, Linfeng
1
Zhang, Shuaiqi
1
more ...
less ...
Institution
All
arXiv.org
2
Tinbergen Instituut
1
Published in...
All
Insurance / Mathematics & economics
17
Insurance: Mathematics and Economics
6
Scandinavian actuarial journal
3
Insurance : mathematics and economics
2
North American actuarial journal
2
Papers / arXiv.org
2
AFI
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
CICIRM10th（2020/2021
1
Chapman & Hall/CRC financial mathematics series
1
Discussion paper / Tinbergen Institute
1
European Financial Management Association Annual Meeting 2021
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Insurance Mathematic and Economics Congress 2021
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
Risk and decision analysis
1
The journal of risk & insurance
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
RePEc
9
OLC EcoSci
6
EconStor
1
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 636-648
Persistent link: https://www.econbiz.de/10009683199
Saved in:
2
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
3
An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 127-149
Persistent link: https://www.econbiz.de/10011485899
Saved in:
4
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
5
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
Feng, Runhuan
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 304-313
Persistent link: https://www.econbiz.de/10008989314
Saved in:
6
On the total operating costs up to default in a renewal risk model
Feng, Runhuan
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 305-314
Persistent link: https://www.econbiz.de/10009517563
Saved in:
7
A comparative study of risk measures for guaranteed minimum maturity benefits by a PDE method
Feng, Runhuan
- In:
North American actuarial journal
18
(
2014
)
4
,
pp. 445-461
Persistent link: https://www.econbiz.de/10011338987
Saved in:
8
An introduction to computational risk management of equity-linked insurance
Feng, Runhuan
-
2018
Persistent link: https://www.econbiz.de/10011843606
Saved in:
9
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
10
Coping with longevity via hedging : fair dynamic valuation of variable annuities
Chen, Ze
;
Feng, Runhuan
;
Li, Hong
;
Yang, Tianyu
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 154-169
Persistent link: https://www.econbiz.de/10015066964
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
