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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Basler Akkord"
~subject:"Risk"
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Basler Akkord
Risk
Risikomaß
69
Risk measure
69
Theorie
46
Theory
46
Portfolio selection
29
Portfolio-Management
29
Risiko
27
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risk measures
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value at risk
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Chen, Yanhong
2
Hu, Yijun
2
Rudloff, Birgit
2
Afonso, Lourdes B.
1
Amini, Hamed
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Centrone, Francesca
1
Chi, Yichun
1
Cont, Rama
1
Denuit, Michel
1
Feng, Runhuan
1
Floryszczak, A.
1
Framstad, Nils Chr.
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1
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Jokhadze, Valeriane
1
Kalyvas, Lampros
1
Kim, Young Shin
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1
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Lin, Sheldon
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Astin bulletin : the journal of the International Actuarial Association
International journal of theoretical and applied finance
Insurance / Mathematics & economics
129
Journal of banking & finance
63
European journal of operational research : EJOR
54
Risks : open access journal
54
Finance research letters
37
Journal of risk
36
Quantitative finance
28
Economic modelling
23
International review of financial analysis
22
Mathematics of operations research
22
Discussion paper / Tinbergen Institute
21
Energy economics
20
Finance and stochastics
20
Journal of risk management in financial institutions
19
Scandinavian actuarial journal
18
Mathematics and financial economics
17
Operations research
17
International review of economics & finance : IREF
16
Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Econometric Institute research papers
15
The journal of operational risk
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The journal of risk model validation
14
Journal of international financial markets, institutions & money
13
Journal of risk and financial management : JRFM
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Computational economics
12
Journal of mathematical finance
12
Journal of empirical finance
11
The journal of credit risk : published quarterly by Incisive Media
11
Working paper
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Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of forecasting
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ECONIS (ZBW)
31
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1
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
4
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
8
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
9
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:
10
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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