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subject:"Risikomanagement"
subject:"Risk measure"
~accessRights:"restricted"
~person:"Boonen, Tim J."
~person:"Wang, Ruodu"
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Risikomanagement
Risk measure
Risk management
23
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20
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19
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19
Portfolio selection
15
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expected shortfall
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Boonen, Tim J.
Wang, Ruodu
Ivanov, Dmitry
49
Dolgui, Alexandre
22
Li, Jianping
16
Parast, Mahour Mellat
14
Choi, Tsan-Ming
13
Gatzert, Nadine
13
Zhu, Xiaoqian
13
Acharya, Viral V.
12
Broll, Udo
12
Sawik, Tadeusz
12
Wu, Desheng Dash
12
Grima, Simon
11
Hammoudeh, Shawkat
11
Sokolov, Boris
11
Tan, Ken Seng
11
Dionne, Georges
10
Gleißner, Werner
10
Govindan, Kannan
10
Hassan, M. Kabir
10
Li, Johnny Siu-Hang
10
Liu, Shan
10
Olson, David L.
10
Paul, Sanjoy Kumar
10
Clarke, Daniel
9
Fabozzi, Frank J.
9
Gaudenzi, Barbara
9
Hunziker, Stefan
9
Kouvelis, Panos
9
Talluri, Srinivas
9
Blackhurst, Jennifer
8
Durst, Susanne
8
Gunasekaran, Angappa
8
Mensi, Walid
8
Qazi, Abroon
8
Romeike, Frank
8
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Zsidisin, George A.
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European journal of operational research : EJOR
5
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Finance and stochastics
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Astin bulletin : the journal of the International Actuarial Association
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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North American actuarial journal
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1
Bowley vs. Pareto optima in reinsurance contracting
Boonen, Tim J.
;
Ghossoub, Mario
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 382-391
Persistent link: https://www.econbiz.de/10014292989
Saved in:
2
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
3
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:
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
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
6
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
7
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
8
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
9
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
10
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
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