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type_genre:"Article in journal"
~person:"Mao, Tiantian"
~person:"Quiggin, John C."
~type_genre:"Article"
~type_genre:"Rezension"
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Risiko
33
Risk
33
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24
Theory
24
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12
Risk measure
12
Portfolio selection
11
Portfolio-Management
11
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Mao, Tiantian
Quiggin, John C.
Gupta, Rangan
91
Viscusi, W. Kip
48
Eeckhoudt, Louis R.
42
Gollier, Christian
40
Bahmani-Oskooee, Mohsen
28
Demirer, Rıza
28
Chavas, Jean-Paul
27
Lee, Chien-chiang
27
Gozgor, Giray
25
Hammoudeh, Shawkat
25
Balcilar, Mehmet
24
Wang, Ruodu
24
Wong, Wing Keung
23
Wohar, Mark E.
22
Kit, Pong Wong
21
Chiang, Thomas C.
20
Demir, Ender
20
Denuit, Michel
19
Righi, Marcelo Brutti
19
Tiwari, Aviral Kumar
19
Weber, Martin
19
Balli, Faruk
18
Hammitt, James K.
18
Shogren, Jason F.
18
Yin, Libo
18
Bali, Turan G.
17
Epstein, Larry G.
17
Ji, Qiang
17
Menegatti, Mario
17
Salisu, Afees A.
17
Alghalith, Moawia
16
Schlesinger, Harris
16
Turvey, Calum Greig
16
Boonen, Tim J.
15
Broll, Udo
15
Dequech, David
15
Ma, Feng
15
Nguyen Phuc Canh
15
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Insurance / Mathematics & economics
8
Journal of risk and uncertainty : JRU
5
ASTIN bulletin : the journal of the International Actuarial Association
2
Journal of economic theory
2
Journal of mathematical economics
2
Scandinavian actuarial journal
2
European review of agricultural economics : ERAE
1
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1
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1
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The Australian journal of agricultural and resource economics
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Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
33
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33
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1
Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory
Quiggin, John C.
- In:
Theory and decision : an international journal for …
92
(
2022
)
3/4
,
pp. 717-729
Persistent link: https://www.econbiz.de/10013192430
Saved in:
2
Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
Saved in:
3
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:
4
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
5
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:
6
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
7
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:
8
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
Saved in:
9
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
10
Antipodean agricultural and resource economics at 60 : risk and uncertainty
Quiggin, John C.
;
Anderson, Jock R.
- In:
The Australian journal of agricultural and resource …
60
(
2016
)
4
,
pp. 535-549
Persistent link: https://www.econbiz.de/10011674129
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