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subject:"Bank risk"
subject:"Risikomaß"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Bank risk
Risikomaß
Option pricing theory
Risk management
217
Risikomanagement
216
Theorie
156
Theory
156
Risiko
116
Risk
116
Portfolio selection
98
Portfolio-Management
98
Risk measure
94
Risikomodell
67
Risk model
67
Measurement
47
Messung
47
Statistical distribution
35
Statistische Verteilung
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Reinsurance
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Rückversicherung
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Mortality
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28
Stochastic process
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Stochastischer Prozess
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Hedging
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Multivariate Verteilung
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Lebensversicherung
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Life insurance
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Insurance
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Capital allocation
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Probability theory
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Versicherung
14
Altersvorsorge
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Credit risk
13
Kreditrisiko
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Retirement provision
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Aufsatz in Zeitschrift
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104
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English
104
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Mao, Tiantian
6
Cossette, Hélène
4
Hu, Taizhong
4
Tan, Ken Seng
4
Wang, Ruodu
4
Cai, Jun
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Ling, Chengxiu
3
Marceau, Etienne
3
Tang, Qihe
3
Yang, Fan
3
Boonen, Tim J.
2
Chi, Yichun
2
Cui, Wei
2
Eling, Martin
2
Furman, Edward
2
Jung, Kwangmin
2
Laeven, Roger J. A.
2
Liu, Fangda
2
Peng, Liang
2
Peng, Zuoxiang
2
Rüschendorf, Ludger
2
Shen, Qingjie
2
Stadje, Mitja
2
Wang, Xing
2
Wang, Ying
2
Wei, Yunran
2
Weng, Chengguo
2
Zhang, Yiying
2
Aase Nielsen, Jørgen
1
Adan, Ivo
1
Apaydin, Aysen
1
Asimit, Alexandru
1
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Barrio, Eustasio del
1
Başoğlu, İsmail
1
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Insurance / Mathematics & economics
Journal of banking & finance
98
The journal of operational risk
95
Journal of risk management in financial institutions
89
Risks : open access journal
65
European journal of operational research : EJOR
51
Journal of risk
46
Finance research letters
40
International review of financial analysis
37
Journal of risk and financial management : JRFM
32
The North American journal of economics and finance : a journal of financial economics studies
32
Economic modelling
31
Energy economics
29
Risiko-Manager
29
The journal of risk model validation
27
Journal of financial stability
26
Quantitative finance
23
Applied economics
19
International journal of theoretical and applied finance
18
Journal of international financial markets, institutions & money
18
International journal of finance & economics : IJFE
17
International review of economics & finance : IREF
17
International journal of economics and financial issues : IJEFI
16
The European journal of finance
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Finance and stochastics
14
Journal of banking regulation
14
Pacific-Basin finance journal
14
Research in international business and finance
14
Applied economics letters
13
Journal of econometrics
13
Journal of empirical finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
International journal of forecasting
12
International journal of risk assessment and management : IJRAM
12
The journal of credit risk : published quarterly by Incisive Media
12
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
11
Computational economics
11
Die Bank
11
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ECONIS (ZBW)
104
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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
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
3
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
4
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
5
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
6
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:
7
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
8
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
9
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
10
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
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