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subject:"Basel Accord"
subject:"Basler Eigenkapitalvereinbarung <2001>"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
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Basel Accord
Basler Eigenkapitalvereinbarung <2001>
Option pricing theory
Risk management
217
Risikomanagement
216
Theorie
156
Theory
156
Risiko
116
Risk
116
Portfolio selection
98
Portfolio-Management
98
Risk measure
94
Risikomaß
93
Risikomodell
67
Risk model
67
Measurement
47
Messung
47
Statistical distribution
35
Statistische Verteilung
35
Reinsurance
33
Rückversicherung
33
Mortality
28
Sterblichkeit
28
Stochastic process
25
Stochastischer Prozess
25
Hedging
23
Multivariate Verteilung
21
Multivariate distribution
21
Lebensversicherung
18
Life insurance
18
Insurance
17
Capital allocation
16
Probability theory
16
Wahrscheinlichkeitsrechnung
16
Versicherung
14
Altersvorsorge
13
Credit risk
13
Kreditrisiko
13
Retirement provision
13
Value-at-Risk
13
Pension fund
12
Pensionskasse
12
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Undetermined
12
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Article
19
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Article in journal
19
Aufsatz in Zeitschrift
19
Language
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English
19
Author
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Peters, Gareth W.
2
Shevchenko, Pavel V.
2
Tsanakas, Andreas
2
Aase Nielsen, Jørgen
1
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Başoğlu, İsmail
1
Boonen, Tim J.
1
Bosserhoff, Frank
1
Brandtner, Mario
1
Budhi Arta Surya
1
Byrnes, Aaron D.
1
Carbonneau, Alexandre
1
Cox, Samuel H.
1
Eckert, Christian
1
Eling, Martin
1
Feng, Runhuan
1
Gatzert, Nadine
1
Haberman, Steven
1
Hadjiliadis, Olympia
1
Hainaut, Donatien
1
Jung, Kwangmin
1
Kim, Eun-Seok
1
Kürsten, Wolfgang
1
Leung, Tim
1
Lin, Yijia
1
Mitra, Sovan
1
Palmowski, Z.
1
Pansera, Jérôme
1
Sak, Halis
1
Sandmann, Klaus
1
Schlögl, Erik
1
Shi, Tianxiang
1
Stadje, Mitja
1
Wüthrich, Mario V.
1
Yi, Bingji
1
Yip, Wendy
1
Young, Mark
1
Zaks, Yaniv
1
Zhang, Hongzhong
1
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Insurance / Mathematics & economics
The journal of operational risk
40
Journal of risk management in financial institutions
31
Journal of banking & finance
23
SpringerLink / Bücher
22
Risiko-Manager
17
European journal of operational research : EJOR
14
Risks : open access journal
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Die Bank
12
International review of financial analysis
11
Journal of risk and financial management : JRFM
11
Discussion paper
10
International journal of theoretical and applied finance
10
Journal of financial regulation and compliance : an international journal
10
Journal of risk
10
Discussion paper / Tinbergen Institute
9
Journal of financial stability
9
The journal of risk model validation
9
Finance research letters
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Journal of banking regulation
8
Economic modelling
7
The European journal of finance
7
The journal of credit risk : published quarterly by Incisive Media
7
Wiley finance series
7
Working papers / Financial Institutions Center
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
IMF working papers
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
Research paper series / Swiss Finance Institute
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Centre for Economic Policy Research
5
Finance and stochastics
5
Gabler Edition Wissenschaft
5
Handbuch ICAAP
5
International Journal of Financial Studies : open access journal
5
International journal of financial engineering
5
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1
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
2
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
3
Risk aggregation in non-life insurance : standard models vs. internal models
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
Saved in:
4
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
5
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
6
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
7
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
8
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
9
Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Eckert, Christian
;
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011694399
Saved in:
10
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
11
Efficient randomized quasi-Monte Carlo methods for portfolio market risk
Sak, Halis
;
Başoğlu, İsmail
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 87-94
Persistent link: https://www.econbiz.de/10011774777
Saved in:
12
Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Haberman, …
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
Saved in:
13
Optimal capital allocation in a hierarchical corporate structure
Zaks, Yaniv
;
Tsanakas, Andreas
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 48-55
Persistent link: https://www.econbiz.de/10010385035
Saved in:
14
Solvency II, regulatory capital, and optimal reinsurance : how good are conditional value-at-risk and spectral risk measures?
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 156-167
Persistent link: https://www.econbiz.de/10010469143
Saved in:
15
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong
;
Leung, Tim
;
Hadjiliadis, Olympia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
Saved in:
16
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
Pansera, Jérôme
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009501707
Saved in:
17
Analytic loss distributional approach models for operational risk from the image-stable doubly stochastic compound processes and implications for capital allocation
Peters, Gareth W.
;
Shevchenko, Pavel V.
;
Young, Mark
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10009404668
Saved in:
18
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
Saved in:
19
Impact of insurance for operational risk : is it worthwhile to insure or be insured for severe losses?
Peters, Gareth W.
;
Byrnes, Aaron D.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 287-303
Persistent link: https://www.econbiz.de/10008989317
Saved in:
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