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subject:"Schätztheorie"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Monte Carlo simulation"
~subject:"Portfolio selection"
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Schätztheorie
Monte Carlo simulation
Portfolio selection
Theorie
1,601
Theory
1,601
Portfolio-Management
296
Risk
265
Risiko
260
Risk model
183
Risikomodell
182
Stochastic process
181
Stochastischer Prozess
181
Risk measure
178
Risikomaß
177
Risk management
158
Risikomanagement
157
Estimation theory
155
Statistical distribution
149
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149
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138
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138
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103
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103
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95
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95
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72
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72
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69
Markov chain
63
Markov-Kette
63
Altersvorsorge
58
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58
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54
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53
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53
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157
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1
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469
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Robert, Christian P.
26
Gouriéroux, Christian
24
Zakoïan, Jean-Michel
12
Francq, Christian
11
Liang, Zongxia
11
Guégan, Dominique
10
Zeng, Yan
10
Li, Zhongfei
9
Monfort, Alain
8
Fermanian, Jean-David
7
Jasiak, Joann
7
Comte, Fabienne
6
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Berred, Alexandre M.
5
Casella, George
5
Darolles, Serge
5
Delecroix, Michel
5
Guan, Guohui
5
Guerre, Emmanuel
5
Hristache, Marian
5
Li, Danping
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Touzi, Nizar
5
Wang, Ruodu
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Chen, Ping
4
Chopin, Nicolas
4
Dhaene, Jan
4
Furman, Edward
4
Landsman, Zinoviy
4
Lardjane, Salim
4
Patilea, Valentin
4
Rüschendorf, Ludger
4
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Insurance / Mathematics & economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
498
Journal of econometrics
460
European journal of operational research : EJOR
306
Econometric theory
293
Working paper / National Bureau of Economic Research, Inc.
279
Journal of banking & finance
260
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
252
NBER working paper series
242
Journal of economic dynamics & control
220
Finance research letters
192
NBER Working Paper
191
Discussion paper / Tinbergen Institute
187
Finance and stochastics
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
170
Econometric reviews
166
International journal of theoretical and applied finance
160
Journal of applied econometrics
158
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Quantitative finance
138
The review of economics and statistics
133
Discussion paper / Center for Economic Research, Tilburg University
131
Research paper series / Swiss Finance Institute
124
Applied economics
122
Management science : journal of the Institute for Operations Research and the Management Sciences
122
Discussion paper / Centre for Economic Policy Research
120
The journal of finance : the journal of the American Finance Association
118
The review of financial studies
118
Journal of empirical finance
117
Risks : open access journal
115
Economic modelling
113
Oxford bulletin of economics and statistics
110
Journal of financial economics
107
Working paper
107
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
101
The journal of portfolio management : a publication of Institutional Investor
100
Computational economics
97
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
93
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ECONIS (ZBW)
477
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477
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
3
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:
4
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
5
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:
6
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
7
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
8
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:
9
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
Saved in:
10
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
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