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subject:"Bank risk"
subject:"Risikomaß"
~accessRights:"restricted"
~person:"Mao, Tiantian"
~person:"Raviv, Alon"
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Bank risk
Risikomaß
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11
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9
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9
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7
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Mao, Tiantian
Raviv, Alon
Wang, Ruodu
14
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13
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11
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7
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7
Hammoudeh, Shawkat
7
Brajovic Bratanovic, Sonja
6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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Insurance / Mathematics & economics
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2
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1
Economics letters
1
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
11
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Banks' risk taking and creditors' bargaining power
Heller, Yuval
;
Peleg Lazar, Sharon
;
Raviv, Alon
- In:
The journal of corporate finance : contracting, …
74
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013366529
Saved in:
3
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
4
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
5
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
6
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
7
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
8
A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval
;
Peleg-Lazar, Sharon
;
Raviv, Alon
- In:
Economics letters
181
(
2019
),
pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
Saved in:
9
The risk spiral : the effects of bank capital and diversification on risk taking
Peleg Lazar, Sharon
;
Raviv, Alon
- In:
International review of financial analysis
65
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012208875
Saved in:
10
Bank risk dynamics where assets are risky debt claims
Peleg-Lazar, Sharon
;
Raviv, Alon
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 3-31
Persistent link: https://www.econbiz.de/10011713413
Saved in:
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