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source:"econis"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
217
Risk measure
217
Theorie
173
Theory
173
Risk
122
Risiko
121
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
Risikomanagement
93
Risk management
93
Statistical distribution
76
Statistische Verteilung
76
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Estimation theory
24
Schätztheorie
24
Value-at-Risk
24
Ausreißer
22
Multivariate distribution
22
Outliers
22
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
18
Stochastischer Prozess
18
Capital income
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Kapitaleinkommen
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Risk measures
17
Capital allocation
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Value at risk
14
Estimation
12
Insurance
11
Schätzung
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Distortion risk measure
9
Expected Shortfall
9
Multivariate Analyse
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22
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Di Bernardino, Elena
2
Eling, Martin
2
Gijbels, Irène
2
Jung, Kwangmin
2
Yang, Fan
2
Apaydin, Aysen
1
Artís Ortuño, Manuel
1
Bahroui, Zuhair
1
Bartels, Mariana
1
Bolancé, Catalina
1
Chen, Yu
1
Coqueret, Guillaume
1
Cossette, Hélène
1
Cousin, Areski
1
Dhaene, Jan
1
Feng, Xiaoping
1
Fernández-Ponce, J. M.
1
Furman, Edward
1
Herrmann, Klaus
1
Hou, Yanxi
1
Hu, Taizhong
1
Hua, Lei
1
Ivantsova, Anastasia
1
Ji, Liuyan
1
Kemaloglu, Sibel Acik
1
Laeven, Roger J. A.
1
Laniado, Henry
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Lillo, Rosa E.
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Lux, Thibaut
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Mao, Tiantian
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Marri, Fouad
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Mtalai, Itre
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Palacios-Rodríguez, F.
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Papapantoleon, Antonis
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Rodríguez-Griñolo, M. R.
1
Shapiro, Arnold F.
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Shi, Peng
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Su, Jianxi
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Insurance / Mathematics & economics
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Journal of banking & finance
11
Risks : open access journal
11
Economic modelling
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
International review of financial analysis
9
Journal of risk
7
Computational economics
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
European journal of operational research : EJOR
5
Pacific-Basin finance journal
5
Quantitative finance
5
The European journal of finance
5
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Agricultural finance review
3
Applied economics letters
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
Risk management : a journal of risk, crisis and disaster
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Astin bulletin : the journal of the International Actuarial Association
2
CORE discussion paper : DP
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computers & operations research : and their applications to problems of world concern ; an international journal
2
Discussion paper
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1
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
2
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:
3
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
4
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
5
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:
6
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut
;
Papapantoleon, Antonis
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
Saved in:
7
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
8
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
9
Using fuzzy logic to interpret dependent risks
Kemaloglu, Sibel Acik
;
Shapiro, Arnold F.
;
Tank, Fatih
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011825407
Saved in:
10
Copula approaches for modeling cross-sectional dependence of data breach losses
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 167-180
Persistent link: https://www.econbiz.de/10011929865
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