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subject:"Risikomaß"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Risk model"
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Search: subject_exact:"Markowitz-Theorie"
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Risikomaß
Risk model
Portfolio selection
56
Portfolio-Management
56
Theorie
36
Theory
36
Risiko
22
Risk
22
Stochastic process
16
Stochastischer Prozess
16
Risikomanagement
14
Risikomodell
14
Risk management
14
Risk measure
13
Probability theory
12
Reinsurance
12
Rückversicherung
12
Wahrscheinlichkeitsrechnung
12
Lebensversicherung
9
Life insurance
9
Dividend
8
Dividende
8
Option pricing theory
7
Optionspreistheorie
7
ruin probability
7
Control theory
6
Hedging
6
Kontrolltheorie
6
Measurement
6
Messung
6
Mortality
6
Sterblichkeit
6
Mathematical programming
5
Mathematische Optimierung
5
stochastic control
5
Capital income
4
Kapitaleinkommen
4
Private Altersvorsorge
4
Private retirement provision
4
Statistical distribution
4
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3
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Article
27
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27
Aufsatz in Zeitschrift
27
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English
27
Author
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Mao, Tiantian
2
Vanduffel, Steven
2
Abbas, Karim
1
Bai, Long
1
Bergel, Agnieszka I.
1
Bernard, Carole
1
Brandtner, Mario
1
Bäuerle, Nicole
1
Cai, Jun
1
Cheung, Eric C. K.
1
Cheurfa, Fatah
1
Chi, Yichun
1
Coculescu, Delia
1
Cojocaru, Ionica
1
Colaneri, Katia
1
Constantinescu, Corina
1
Czarna, Irmina
1
De Rosa, Clemente
1
De Vecchi, Corrado
1
Delbaen, Freddy
1
Delsing, G.
1
Devolder, Pierre
1
Dong, Yinghui
1
Eisenberg, Julia
1
Escobar, Marcos
1
Fan, Yahui
1
Han, Xia
1
Huang, Yuxia
1
Jasnovidov, Grigori
1
Jia, Huameng
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kürsten, Wolfgang
1
Lebègue, Adrien
1
Leimcke, Gregor
1
Li, Jackie
1
Liang, Zhibin
1
Luciano, Elisa
1
Lv, Wenxin
1
Mandjes, Michel
1
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Published in...
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Scandinavian actuarial journal
Insurance / Mathematics & economics
143
Journal of banking & finance
78
European journal of operational research : EJOR
64
Risks : open access journal
60
Journal of risk
58
Finance research letters
49
Quantitative finance
41
Economic modelling
32
International review of financial analysis
32
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
21
Journal of economic dynamics & control
20
The European journal of finance
20
The journal of risk model validation
20
Computational economics
19
Journal of empirical finance
19
Research paper series / Swiss Finance Institute
19
Finance and stochastics
18
Research in international business and finance
18
Operations research
17
The journal of asset management
17
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
International journal of forecasting
14
Astin bulletin : the journal of the International Actuarial Association
13
Econometric Institute research papers
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Working paper
13
The journal of credit risk : published quarterly by Incisive Media
12
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
11
Energy economics
11
Journal of forecasting
11
Journal of mathematical finance
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
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ECONIS (ZBW)
27
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1
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:
2
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:
3
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:
4
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:
5
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang
;
Fan, Yahui
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 361-382
Persistent link: https://www.econbiz.de/10014520551
Saved in:
6
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:
7
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:
8
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.
;
Zhang, Zhimin
- In:
Scandinavian actuarial journal
2021
(
2021
)
9
,
pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
Saved in:
9
Market pricing of longevity-linked securities
Tang, Sixian
;
Li, Jackie
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
Saved in:
10
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
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