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subject:"Strategisches Management"
subject:"Supply chain"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Mao, Tiantian"
~subject:"Portfolio selection"
~subject:"Theorie"
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Strategisches Management
Supply chain
Portfolio selection
Theorie
Risiko
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Risikomaß
6
Risk
6
Risk management
6
Risk measure
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Portfolio-Management
5
Theory
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Statistical distribution
4
Statistische Verteilung
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Messung
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Capital income
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Aggregation
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Capital allocation
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Choquet integral
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Distributional robust reinsurance
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Estimation
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Estimation theory
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Extreme value statistics
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FGM copula
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Generalized GlueVaR
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Generalized shortfall risk measure
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Mao, Tiantian
Cossette, Hélène
6
Marceau, Etienne
5
Tan, Ken Seng
5
Tang, Qihe
5
Cai, Jun
4
Cheung, Ka Chun
4
Chi, Yichun
4
Dhaene, Jan
4
Feng, Runhuan
4
Gatzert, Nadine
4
Hu, Taizhong
4
Laeven, Roger J. A.
4
Wang, Ruodu
4
Yang, Fan
4
Asimit, Alexandru V.
3
Boonen, Tim J.
3
Denuit, Michel
3
Furman, Edward
3
Landriault, David
3
Peters, Gareth W.
3
Shevchenko, Pavel V.
3
Tsanakas, Andreas
3
Zhang, Yiying
3
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Chen Zhou
2
Chiu, Mei Choi
2
Cox, Samuel H.
2
Cui, Wei
2
Feng, Mingbin
2
Guillén, Montserrat
2
Haberman, Steven
2
Heras, Antonio
2
Jevtić, Petar
2
Josa-Fombellida, Ricardo
2
Kuznetsov, Alexey
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2
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Insurance / Mathematics & economics
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematics of operations research
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
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ECONIS (ZBW)
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
3
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
4
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
5
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
6
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
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