//--> //--> //-->
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:"Risk"
~person:"Aven, Terje"
~person:"Puccetti, Giovanni"
~type_genre:"Aufsatz in Zeitschrift"
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 management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk
Risikomanagement
9
Risk management
9
Risiko
7
Risikomaß
7
Risk measure
7
Theorie
7
Theory
7
Value-at-Risk
3
Aggregation
2
Bank risk
2
Bankrisiko
2
Operational Risk
2
Portfolio selection
2
Portfolio-Management
2
Positive dependence
2
Risk aggregation
2
Statistical distribution
2
Statistische Verteilung
2
expected shortfall
2
(T)VaR bounds
1
ARCH model
1
ARCH-Modell
1
Basel 3.5
1
Basel Accord
1
Basler Akkord
1
Cluster analysis
1
Clusteranalyse
1
Convex risk measures
1
Copula
1
Credit risk
1
Decision under uncertainty
1
Dependence uncertainty
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Financial services
1
Finanzdienstleistung
1
Forecasting model
1
Foundation
1
Foundational issues
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
7
Case study
1
Fallstudie
1
Language
All
English
7
Author
All
Aven, Terje
Puccetti, Giovanni
Wang, Ruodu
16
Mao, Tiantian
10
Cai, Jun
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
Righi, Marcelo Brutti
7
Sherris, Michael
7
Balbás de la Corte, Alejandro
6
Guillén, Montserrat
6
Kakushadze, Zura
6
Li, Jianping
6
Rüschendorf, Ludger
6
Boonen, Tim J.
5
Broll, Udo
5
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Mitra, Sovan
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Stoja, Evarist
5
Tan, Ken Seng
5
Turvey, Calum Greig
5
Van Vuuren, Gary
5
Zhu, Xiaoqian
5
Asimit, Alexandru V.
4
Balbás, Beatriz
4
Bhansali, Vineer
4
Brandtner, Mario
4
Chaudhry, Sajid M.
4
Cheng, T. C. E.
4
Cheung, Ka Chun
4
Csóka, Péter
4
Denuit, Michel
4
Etienne, Alain
4
Gleißner, Werner
4
more ...
less ...
Published in...
All
Journal of banking & finance
2
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
Risk management : a journal of risk, crisis and disaster
1
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
2
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
3
Risk assessment and risk management : review of recent advances on their foundation
Aven, Terje
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011477325
Saved in:
4
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
5
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
6
An integrated framework for decision support on risk and uncertainty
Aven, Terje
- In:
Risk management : a journal of risk, crisis and disaster
12
(
2010
)
4
,
pp. 285-300
Persistent link: https://www.econbiz.de/10008736774
Saved in:
7
Bounds for functions of dependent risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10003380013
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->