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subject:"Bankrisiko"
subject:"Theorie"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Josa-Fombellida, Ricardo"
~person:"Mao, Tiantian"
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Josa-Fombellida, Ricardo
Mao, Tiantian
Cossette, Hélène
5
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5
Tan, Ken Seng
5
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4
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
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:
2
Time consistent pension funding in a defined benefit pension plan with non-constant discounting
Josa-Fombellida, Ricardo
;
Navas, Jorge
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 142-153
Persistent link: https://www.econbiz.de/10012419190
Saved in:
3
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Josa-Fombellida, Ricardo
;
López-Casado, Paula
; …
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 73-86
Persistent link: https://www.econbiz.de/10011929838
Saved in:
4
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
5
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
6
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
7
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
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