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subject:"Basel Accord"
~person:"Chen, Zhiping"
~subject:"Risiko"
~type_genre:"Article in journal"
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Basel Accord
Risiko
Risikomanagement
6
Risk management
6
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
Risk
5
Risikomaß
4
Risk measure
4
Measurement
3
Messung
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Multi-period risk measure
2
Distributionally robust optimization
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Dynamic portfolio selection
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Dynamic programming
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Dynamische Optimierung
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Generalized convex multi-period risk measure
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Investitionsentscheidung
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Investment analysis
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Investment decision
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Markov chain
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Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
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Multi-period investment decision
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Nichtlineare Regression
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Nonlinear regression
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Regime switching
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Reinsurance
1
Robust statistics
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Robustes Verfahren
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Rückversicherung
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Scenario tree
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Scenario tree generation approach
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Article in journal
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English
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Chen, Zhiping
Wang, Ruodu
17
Mao, Tiantian
10
Li, Jianping
9
Cai, Jun
8
Embrechts, Paul
8
Boonen, Tim J.
7
Jacobs, Michael <Jr.>
7
Li, Johnny Siu-Hang
7
McAleer, Michael
7
McConnell, Patrick
7
Qazi, Abroon
7
Righi, Marcelo Brutti
7
Rösch, Daniel
7
Rüschendorf, Ludger
7
Sherris, Michael
7
Zhu, Xiaoqian
7
Balbás de la Corte, Alejandro
6
Guillén, Montserrat
6
Kakushadze, Zura
6
Mitra, Sovan
6
Puccetti, Giovanni
6
Van Vuuren, Gary
6
Asimit, Alexandru V.
5
Brandtner, Mario
5
Broll, Udo
5
Cossette, Hélène
5
Furman, Edward
5
Gatzert, Nadine
5
Ghadge, Abhijeet
5
Ji, Qiang
5
Migueis, Marco
5
Naeem, Muhammad Abubakr
5
Prorokowski, Lukasz
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Shevchenko, Pavel V.
5
Stoja, Evarist
5
Tan, Ken Seng
5
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Published in...
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China finance review international
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
OR spectrum : quantitative approaches in management
1
Top : transactions in operations research
1
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ECONIS (ZBW)
5
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1
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
2
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
3
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : transactions in operations research
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
4
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
Saved in:
5
Tail nonlinearly transformed risk measure and its application
Chen, Zhiping
;
Li Yang
;
Xu, Daobao
;
Hu, Qianhui
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 817-860
Persistent link: https://www.econbiz.de/10009631526
Saved in:
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