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person:"Gleißner, Werner"
subject:"Theorie"
~person:"Dhaene, Jan"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Gleißner, Werner
Dhaene, Jan
Broll, Udo
31
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18
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15
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13
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12
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9
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7
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7
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7
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7
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6
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6
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2
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1
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
2
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
3
The minimal entropy martingale measure in a market of traded financial and actuarial risks
Dhaene, Jan
;
Stassen, Ben
;
Devolder, Pierre
;
Vellekoop, …
-
2014
Persistent link: https://www.econbiz.de/10010422203
Saved in:
4
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
5
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
6
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Qihe
;
Goovaerts, …
-
2004
Persistent link: https://www.econbiz.de/10002153389
Saved in:
7
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2004
Persistent link: https://www.econbiz.de/10002263701
Saved in:
8
Wertorientierte Analyse der Unternehmensplanung auf Basis des Risikomanagements
Gleißner, Werner
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
4
(
2002
)
7/8
,
pp. 417-427
Persistent link: https://www.econbiz.de/10001677714
Saved in:
9
Moderne Frühwarn- und Prognosesysteme für Unternehmensplanung und Risikomanagement
Gleißner, Werner
;
Füser, Karsten
- In:
Der Betrieb
53
(
2000
)
19
,
pp. 933-941
Persistent link: https://www.econbiz.de/10001475252
Saved in:
10
Risikopolitik und strategische Unternehmensführung
Gleißner, Werner
- In:
Der Betrieb
53
(
2000
)
33
,
pp. 1625-1629
Persistent link: https://www.econbiz.de/10001529782
Saved in:
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