//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
~accessRights:"restricted"
~person:"Liu, Haiyan"
~subject:"Measurement"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Measurement
Risiko
8
Risk
8
Theorie
7
Theory
7
Risikomaß
6
Risk measure
6
Portfolio selection
5
Risikomanagement
4
Risk management
4
Messung
3
Reinsurance
3
Rückversicherung
3
Decision under risk
2
Decision under uncertainty
2
Entscheidung unter Risiko
2
Entscheidung unter Unsicherheit
2
Robust statistics
2
Robustes Verfahren
2
Statistical distribution
2
Statistische Verteilung
2
Value-at-Risk
2
dependence uncertainty
2
ARCH model
1
ARCH-Modell
1
Arrow-Debreu equilibrium
1
Average-inf-convolution
1
Basel Accord
1
Basler Akkord
1
Collective risk model
1
Conditional Value-at-Risk
1
Convex risk measure
1
Distortion risk measure
1
Distributional robust reinsurance
1
Erwartungsbildung
1
Erwartungsnutzen
1
Expectation formation
1
Expected Shortfall
1
Expected utility
1
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Liu, Haiyan
Righi, Marcelo Brutti
17
Wang, Ruodu
15
Mao, Tiantian
9
Müller, Fernanda Maria
9
Furman, Edward
8
Rosazza Gianin, Emanuela
8
Brandtner, Mario
7
Denuit, Michel
7
Huang, Xiaoxia
7
Cai, Jun
6
Eeckhoudt, Louis R.
6
Feinstein, Zachary
6
Munari, Cosimo-Andrea
6
Pichler, Alois
6
Su, Jianxi
6
Wong, Wing Keung
6
Bellini, Fabio
5
Fabozzi, Frank J.
5
Kürsten, Wolfgang
5
Laeven, Roger J. A.
5
Mitra, Sovan
5
Peng, Liang
5
Rudloff, Birgit
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Svindland, Gregor
5
Vanduffel, Steven
5
Zaremba, Adam
5
Boonen, Tim J.
4
Centrone, Francesca
4
Chen, An
4
Chen, Yanhong
4
Chen, Zhiping
4
Cossette, Hélène
4
Gao, Niushan
4
Giglio, Stefano
4
Guillén, Montserrat
4
Hammoudeh, Shawkat
4
Härdle, Wolfgang
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012243394
Saved in:
3
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
4
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
5
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->