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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~subject:"Basel Accord"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Risikomaß
52
Risk measure
52
Theorie
23
Theory
23
Portfolio selection
20
Portfolio-Management
20
Basler Akkord
17
Statistical distribution
13
Statistische Verteilung
13
Forecasting model
12
Prognoseverfahren
12
Risiko
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Risk
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Estimation
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Ausreißer
5
Bank risk
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Bankrisiko
5
Outliers
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risk measures
5
Multivariate Analyse
4
Multivariate analysis
4
Reinsurance
4
Rückversicherung
4
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4
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8
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English
23
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McAleer, Michael
15
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Allen, David E.
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Afonso, Lourdes B.
1
Boonen, Tim J.
1
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
Feng, Runhuan
1
Floryszczak, A.
1
Furman, Edward
1
Hürlimann, Werner
1
Lévy Véhel, Jacques
1
Majri, M.
1
Powell, Robert
1
Privault, Nicolas
1
Real, Pedro Corte
1
Robert, Christian Yann
1
Santos, Paulo Araújo
1
Singh, Abhay Kumar
1
Su, Jianxi
1
Therond, Pierre-E.
1
Volkmer, Hans W.
1
Wei, Xiao
1
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Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Insurance / Mathematics & economics
111
Journal of banking & finance
38
Journal of risk
36
Risks : open access journal
35
European journal of operational research : EJOR
31
Mathematics of operations research
19
International journal of theoretical and applied finance
18
Finance and stochastics
17
Mathematics and financial economics
17
The journal of operational risk
17
Finance research letters
15
Quantitative finance
15
The journal of risk model validation
14
Discussion paper / Tinbergen Institute
13
Journal of risk management in financial institutions
13
Research paper series / Swiss Finance Institute
12
Scandinavian actuarial journal
12
International review of financial analysis
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Working paper
11
Operations research
10
Economic modelling
9
Journal of forecasting
9
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Operations research letters
8
The journal of credit risk : published quarterly by Incisive Media
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Journal of financial stability
7
Journal of international financial markets, institutions & money
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Applied economics
6
Applied economics letters
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ECONIS (ZBW)
23
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1
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
3
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
4
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
5
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
7
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
8
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
9
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
10
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
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