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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Scandinavian actuarial journal"
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Risikomaß
52
Risk measure
52
Theorie
37
Theory
37
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21
Risk
21
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18
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18
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Cheung, Ka Chun
4
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Scandinavian actuarial journal
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
111
Risks : open access journal
107
Finance research letters
93
Economic modelling
69
Energy economics
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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54
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Journal of risk and financial management : JRFM
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International journal of theoretical and applied finance
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The journal of operational risk
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Journal of econometrics
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The European journal of finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Applied economics letters
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Finance and stochastics
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Econometric Institute research papers
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Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
2
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:
3
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
4
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
5
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:
6
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
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
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:
9
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
10
Bowley reinsurance with asymmetric information : a first-best solution
Boonen, Tim J.
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 532-551
Persistent link: https://www.econbiz.de/10013370720
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