//--> //--> //--> //-->
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"
isPartOf:"Journal of political economy"
~isPartOf:"Insurance / Mathematics & economics"
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:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk
Theorie
2,028
Theory
2,028
Portfolio selection
290
Portfolio-Management
290
Risiko
282
USA
213
United States
213
Risk model
179
Risikomodell
178
Risk measure
175
Risikomaß
174
Stochastic process
161
Stochastischer Prozess
161
Risk management
159
Risikomanagement
158
Statistical distribution
148
Statistische Verteilung
148
Mortality
120
Sterblichkeit
120
Probability theory
118
Wahrscheinlichkeitsrechnung
118
Measurement
103
Messung
103
Reinsurance
103
Rückversicherung
103
Lebensversicherung
95
Life insurance
95
Estimation
69
Schätzung
69
Multivariate Verteilung
67
Multivariate distribution
67
Altersvorsorge
60
Retirement provision
60
Insurance
54
Actuarial mathematics
51
Versicherungsmathematik
51
Forecasting model
49
Prognoseverfahren
49
Versicherung
49
more ...
less ...
Online availability
All
Undetermined
148
Type of publication
All
Article
286
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
287
Aufsatz in Zeitschrift
287
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
287
Author
All
Cheung, Eric C. K.
7
Mao, Tiantian
7
Furman, Edward
6
Hu, Taizhong
6
Cai, Jun
5
Cheung, Ka Chun
5
Laeven, Roger J. A.
5
Li, Jinzhu
5
Wang, Ruodu
5
Asimit, Alexandru V.
4
Denuit, Michel
4
Ghossoub, Mario
4
Guillén, Montserrat
4
Loisel, Stéphane
4
Marceau, Etienne
4
Rüschendorf, Ludger
4
Sordo, Miguel A.
4
Tang, Qihe
4
Balbás de la Corte, Alejandro
3
Balbás, Beatriz
3
Bellini, Fabio
3
Boonen, Tim J.
3
Cossette, Hélène
3
De Waegenaere, Anja
3
Dhaene, Jan
3
Goovaerts, Marc J.
3
Heras, Antonio
3
Jiang, Wenjun
3
Kaas, R.
3
Landriault, David
3
Lefevre, Claude
3
Li, Jingyuan
3
Li, Shuanming
3
Lu, ZhiYi
3
Rosazza Gianin, Emanuela
3
Siu, Tak Kuen
3
Su, Jianxi
3
Svindland, Gregor
3
Trufin, Julien
3
Yam, Sheung Chi Phillip
3
more ...
less ...
Published in...
All
Journal of political economy
Insurance / Mathematics & economics
European journal of operational research : EJOR
235
NBER working paper series
203
Working paper / National Bureau of Economic Research, Inc.
180
NBER Working Paper
175
Economics letters
163
Journal of economic theory
140
CESifo working papers
133
Journal of risk and uncertainty : JRU
128
Journal of economic dynamics & control
110
Discussion paper / Centre for Economic Policy Research
106
Journal of banking & finance
97
Management science : journal of the Institute for Operations Research and the Management Sciences
94
Risks : open access journal
88
Journal of economic behavior & organization : JEBO
80
American journal of agricultural economics
73
Theory and decision : an international journal for multidisciplinary advances in decision science
71
Finance research letters
69
Working paper
69
Economic modelling
68
Journal of monetary economics
66
Discussion paper / Tinbergen Institute
60
Discussion papers / CEPR
58
Journal of mathematical economics
58
European economic review : EER
55
Journal of financial economics
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Finance and stochastics
53
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
52
Discussion paper series / IZA
51
Discussion paper
50
Energy economics
50
CESifo Working Paper Series
49
International review of economics & finance : IREF
48
Applied economics
47
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
47
The American economic review
47
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
International economic review
46
Applied economics letters
45
more ...
less ...
Source
All
ECONIS (ZBW)
287
Showing
1
-
50
of
287
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Wijnbergen, Sweder van
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
Saved in:
3
Local evidence and diversity in minipublics
Bardhi, Arjada
;
Bobkova, Nina
- In:
Journal of political economy
131
(
2023
)
9
,
pp. 2451-2508
Persistent link: https://www.econbiz.de/10014339711
Saved in:
4
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
5
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Yuan, Meng
;
Lu, Dawei
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 120-141
Persistent link: https://www.econbiz.de/10014446748
Saved in:
6
Comparing utility derivative premia under additive and multiplicative risks
Heinzel, Christoph
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 23-40
Persistent link: https://www.econbiz.de/10014316660
Saved in:
7
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
8
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
9
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
10
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
11
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
12
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
13
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
14
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:
15
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
16
Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang
;
Zou, Jushen
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 200-221
Persistent link: https://www.econbiz.de/10013264949
Saved in:
17
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
Saved in:
18
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg
;
Cheung, Eric C. K.
;
Liu, Haibo
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
Saved in:
19
Automatic Fatou property of law-invariant risk measures
Chen, Shengzhong
;
Gao, Niushan
;
Leung, Denny H.
;
Li, Lei
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 41-53
Persistent link: https://www.econbiz.de/10013348902
Saved in:
20
Similar risks have similar prices : a useful and exact quantification
Mildenhall, Stephen J.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 203-210
Persistent link: https://www.econbiz.de/10013349010
Saved in:
21
Blockchain mining in pools : analyzing the trade-off between profitability and ruin
Albrecher, Hansjörg
;
Finger, Dina
;
Goffard, Pierre-Olivier
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 313-335
Persistent link: https://www.econbiz.de/10013349056
Saved in:
22
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
23
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:
24
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
25
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
Saved in:
26
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
27
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
28
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
29
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:
30
Economic neutral position : how to best replicate not fully replicable liabilities?
Kunz, Andreas
;
Popp, Markus
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 53-67
Persistent link: https://www.econbiz.de/10012482749
Saved in:
31
Mortality options : the point of view of an insurer
Schmeck, Maren Diane
;
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 98-115
Persistent link: https://www.econbiz.de/10012482759
Saved in:
32
Predictive risk analysis using a collective risk model : choosing between past frequency and aggregate severity information
Oh, Rosy
;
Lee, Youngju
;
Zhu, Dan
;
Ahn, Jae Youn
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 127-139
Persistent link: https://www.econbiz.de/10012482789
Saved in:
33
Transforming public pensions : a mixed scheme with a credit granted by the state
Boado-Penas, M. Carmen
;
Eisenberg, Julia
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012482791
Saved in:
34
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
35
Stochastic orders and multivariate measures of risk contagion
Ortega-Jiménez, P.
;
Sordo, M. A.
;
Suárez-Llorens, A.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 199-207
Persistent link: https://www.econbiz.de/10012482851
Saved in:
36
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
Ghossoub, Mario
;
He, Xue Dong
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 6-22
Persistent link: https://www.econbiz.de/10012793906
Saved in:
37
Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10012793922
Saved in:
38
De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
Kim, Bara
;
Kim, Jeongsim
;
Kim, Jerim
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10012793923
Saved in:
39
Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation
Mohammed, Nawaf
;
Furman, Edward
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 425-436
Persistent link: https://www.econbiz.de/10012793935
Saved in:
40
Multivariate dependence among cyber risks based on L-hop propagation
Da, Gaofeng
;
Xu, Maochao
;
Zhao, Peng
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 525-546
Persistent link: https://www.econbiz.de/10012793951
Saved in:
41
Reinsurance of multiple risks with generic dependence structures
Guerra, Manuel
;
Moura, Alexandra Bugalho de
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012793952
Saved in:
42
Asset classes
Jacquet, Nicolas Laurent
- In:
Journal of political economy
129
(
2021
)
4
,
pp. 1100-1156
Persistent link: https://www.econbiz.de/10012610444
Saved in:
43
The economics of sharing macro-longevity risk
Broeders, Dirk
;
Mehlkopf, Roel
;
Ool, Annick van
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 440-458
Persistent link: https://www.econbiz.de/10012649242
Saved in:
44
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang
;
Zhu, Jinxia
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
Saved in:
45
A decomposition of general premium principles into risk and deviation
Nendel, Max
;
Riedel, Frank
;
Schmeck, Maren Diane
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012622389
Saved in:
46
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
47
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
48
On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward
;
Hackmann, Daniel
;
Kuznetsov, Alexey
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
Saved in:
49
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
50
Optimal retirement with borrowing constraints and forced unemployment risk
Jang, Bong-Gyu
;
Park, Seyoung
;
Zhao, Huainan
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 25-39
Persistent link: https://www.econbiz.de/10012419097
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->