E-LIB Suche - Ergebnisse für: Balter, Anne G.

1

Robust decisions for heterogeneous agents via certainty equ..:

Balter, Anne G. ; Schweizer, Nikolaus
European Journal of Operational Research. 317 (2024) 1 - p. 171-184 , 2024

2

Solving Maxmin Optimization Problems via Population Games:

Balter, Anne G. ; Schumacher, Johannes M. ; Schweizer, Nikolaus
Journal of Optimization Theory and Applications. 201 (2024) 2 - p. 760-789 , 2024

Link: https://doi.org/10.1007/..

3

Comparative risk aversion vs. threshold choice in the Omega..:

Balter, Anne G. ; Chau, Ki Wai ; Schweizer, Nikolaus
Omega. 123 (2024) - p. 102992 , 2024

Link: https://doi.org/10.1016/..

4

The effect of marital status on life expectancy: Is cohabit..:

Balter, Anne G. ; Bjerre, Dorethe S. ; Kallestrup-Lamb, Malene
Journal of Demographic Economics. 89 (2023) 3 - p. 373-394 , 2023

Link: https://doi.org/10.1017/..

5

New insights in capacity investment under uncertainty:

Balter, Anne G. ; Huisman, Kuno J.M. ; Kort, Peter M.
Journal of Economic Dynamics and Control. 144 (2022) - p. 104499 , 2022

Link: https://doi.org/10.1016/..

6

Effects of creative destruction on the size and timing of a..:

Balter, Anne G. ; Huisman, Kuno J.M. ; Kort, Peter M.
International Journal of Production Economics. 252 (2022) - p. 108572 , 2022

Link: https://doi.org/10.1016/..

7

Rabin's calibration theorem revisited:

Balter, Anne G. ; Chau, Ki Wai ; Schweizer, Nikolaus
Economics Letters. 210 (2022) - p. 110166 , 2022

Link: https://doi.org/10.1016/..

8

Macro longevity risk and the choice between annuity product..:

Balter, Anne G. ; Kallestrup-Lamb, Malene ; Rangvid, Jesper
Insurance: Mathematics and Economics. 99 (2021) - p. 355-362 , 2021

Link: https://doi.org/10.1016/..

9

Time-consistency of optimal investment under smooth ambigui..:

Balter, Anne G. ; Mahayni, Antje ; Schweizer, Nikolaus
European Journal of Operational Research. 293 (2021) 2 - p. 643-657 , 2021

Link: https://doi.org/10.1016/..

10

What does a term structure model imply about very long-term..:

Balter, Anne G. ; Pelsser, Antoon ; Schotman, Peter C.
Journal of Empirical Finance. 62 (2021) - p. 202-219 , 2021

Link: https://doi.org/10.1016/..

11

Quantifying ambiguity bounds via time-consistent sets of in..:

Balter, Anne G. ; Pelsser, Antoon
Systems & Control Letters. 149 (2021) - p. 104877 , 2021

Link: https://doi.org/10.1016/..

12

Variability in pension products: a comparison study between..:

Balter, Anne G. ; Kallestrup-Lamb, Malene ; Rangvid, Jesper
Annals of Actuarial Science. 14 (2020) 2 - p. 338-357 , 2020

Link: https://doi.org/10.1017/..

13

Pricing and hedging in incomplete markets with model uncert..:

Balter, Anne G. ; Pelsser, Antoon
European Journal of Operational Research. 282 (2020) 3 - p. 911-925 , 2020

Link: https://doi.org/10.1016/..

14

THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VA..:

Balter, Anne G. ; Werker, Bas J. M.
ASTIN Bulletin. 50 (2019) 1 - p. 131-154 , 2019

Link: https://doi.org/10.1017/..

15

The effect of marital status on life expectancy:Is cohabita..:

Balter, Anne G ; Bjerre, Dorethe S ; Kallestrup-Lamb, Malene
https://pure.au.dk/portal/da/publications/the-effect-of-marital-status-on-life-expectancy(c8ad5308-5500-4e75-9839-7bcad621eaf3).html. , 2023

Link: https://pure.au.dk/porta..