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subject:"Germany"
subject:"Theory"
~isPartOf:"The European journal of finance"
~isPartOf:"Scandinavian actuarial journal"
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156
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116
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114
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78
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42
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ECONIS (ZBW)
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Soft splicing model : bridging the gap between composite modeland finite mixture model
Fung, Tsz Chai
;
Jeong, Himchan
;
Tzougas, George
- In:
Scandinavian actuarial journal
2024
(
2024
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014520104
Saved in:
3
Actuarial pricing with financial methods
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
Saved in:
4
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
5
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
6
Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.
;
Gridin, V. N.
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
Saved in:
7
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
8
Is corporate hedging always beneficial? : a theoretical and empirical analysis
Ahmed, Hany
;
Fairchild, Richard
;
Guney, Yilmaz
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1746-1780
Persistent link: https://www.econbiz.de/10012314651
Saved in:
9
Commitment, agency costs and dynamic capital structure
Li, Yuan
;
Yang, Jinqiang
;
Zhao, Siqi
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1708-1727
Persistent link: https://www.econbiz.de/10013532258
Saved in:
10
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
11
Backtesting lambda value at risk
Corbetta, Jacopo
;
Peri, Ilaria
- In:
The European journal of finance
24
(
2018
)
13
,
pp. 1075-1087
Persistent link: https://www.econbiz.de/10012258870
Saved in:
12
Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah
;
Takhedmit, Baya
;
Ouazine, Sofiane
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
Saved in:
13
Bond portfolio management under Solvency II regulation
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
The European journal of finance
27
(
2021
)
9
,
pp. 857-879
Persistent link: https://www.econbiz.de/10012516137
Saved in:
14
Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models
Hillairet, Caroline
;
Lopez, Olivier
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 671-694
Persistent link: https://www.econbiz.de/10012653667
Saved in:
15
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
16
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Lefevre, Claude
;
Loisel, Stéphane
;
Montesinos, Pierre
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012588355
Saved in:
17
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
18
Random LGD adjustments in the Vasicek credit risk model
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1856-1875
Persistent link: https://www.econbiz.de/10012314661
Saved in:
19
Cohort and value-based multi-country longevity risk management
Sherris, Michael
;
Xu, Yajing
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
2020
(
2020
)
7
,
pp. 650-676
Persistent link: https://www.econbiz.de/10012313720
Saved in:
20
On a discrete-time risk model with time-dependent claims and impulsive dividend payments
Lianzeng, Zhang
;
Liu, He
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 736-753
Persistent link: https://www.econbiz.de/10012313732
Saved in:
21
Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy
;
Levy, Haim
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
Saved in:
22
Extending composite loss models using a general framework of advanced computational tools
Grün, Bettina
;
Miljkovic, Tatjana
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 642-660
Persistent link: https://www.econbiz.de/10012194987
Saved in:
23
Multivariate Cox Hidden Markov models with an application to operational risk
Fung, Tsz Chai
;
Badescu, Andrei L.
;
Lin, X. Sheldon
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 686-710
Persistent link: https://www.econbiz.de/10012194991
Saved in:
24
Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
Miziuła, Patryk
;
Solnický, Radek
- In:
Scandinavian actuarial journal
(
2018
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10011880808
Saved in:
25
Determinants and value of enterprise risk management : empirical evidence from Germany
Lechner, Philipp
;
Gatzert, Nadine
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 867-887
Persistent link: https://www.econbiz.de/10012244418
Saved in:
26
Modeling severity risk under PD-LGD correlation
Han, Chulwoo
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
Saved in:
27
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:
28
Drawdown analysis for the renewal insurance risk process
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
Saved in:
29
Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre
;
Lebègue, Adrien
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
Saved in:
30
How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie
;
Hong, Yi
;
Tao, Juan
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 909-940
Persistent link: https://www.econbiz.de/10011715223
Saved in:
31
Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas
;
Nomikos, Nikos K.
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 548-574
Persistent link: https://www.econbiz.de/10011301233
Saved in:
32
Transparency, idiosyncratic risk, and convertible bonds
Lin, Yi-Mien
;
Chao, Chin-Fang
;
Liu, Chih-Liang
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 80-103
Persistent link: https://www.econbiz.de/10010462197
Saved in:
33
On risk management determinants : what really matters?
Dionne, Georges
;
Triki, Thouraya
- In:
The European journal of finance
19
(
2013
)
1/2
,
pp. 145-164
Persistent link: https://www.econbiz.de/10009733283
Saved in:
34
From Markowitz to modern risk management
Alexander, Gordon J.
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
Saved in:
35
Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra
;
Embrechts, Paul
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003924421
Saved in:
36
Risk and return of reinsurance contracts under copula models
Eling, Martin
;
Toplek, Denis
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 751-775
Persistent link: https://www.econbiz.de/10003924431
Saved in:
37
Special issue: Copulae and multivariate probability distributions in finance
Dias, Alexandra
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003924434
Saved in:
38
Could nonlinear dynamics contribute to intra-day risk management?
Darbellay, Georges A.
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 311-324
Persistent link: https://www.econbiz.de/10001236101
Saved in:
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