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subject:"Portfolio-Management"
~person:"Liu, Haiyan"
~subject:"Measurement"
~type_genre:"Aufsatz in Zeitschrift"
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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
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Robust statistics
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Robustes Verfahren
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Statistical distribution
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Statistische Verteilung
2
Value-at-Risk
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dependence uncertainty
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ARCH model
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ARCH-Modell
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Arrow-Debreu equilibrium
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Average-inf-convolution
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Basler Akkord
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Convex risk measure
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Distortion risk measure
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Distributional robust reinsurance
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Erwartungsbildung
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Aufsatz in Zeitschrift
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Liu, Haiyan
Righi, Marcelo Brutti
18
Wang, Ruodu
17
Rosazza Gianin, Emanuela
15
Huang, Xiaoxia
12
Wong, Wing Keung
12
Gollier, Christian
11
Mao, Tiantian
11
Eeckhoudt, Louis R.
10
Furman, Edward
10
Laeven, Roger J. A.
10
Brandtner, Mario
9
Denuit, Michel
9
Fabozzi, Frank J.
9
Müller, Fernanda Maria
9
Bali, Turan G.
8
Bellini, Fabio
8
Kakushadze, Zura
8
Munari, Cosimo-Andrea
8
Rüschendorf, Ludger
8
Satchell, Stephen
8
Guillén, Montserrat
7
Kürsten, Wolfgang
7
Pichler, Alois
7
Rudloff, Birgit
7
Siu, Tak Kuen
7
Tang, Qihe
7
Vanduffel, Steven
7
Balbás de la Corte, Alejandro
6
Cai, Jun
6
Cakici, Nusret
6
Chen, Zhiping
6
Csóka, Péter
6
Dhaene, Jan
6
Feinstein, Zachary
6
Frittelli, Marco
6
Hammoudeh, Shawkat
6
Luo, Yulei
6
Riedel, Frank
6
Rösch, Daniel
6
Su, Jianxi
6
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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
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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
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:
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