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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~subject:"Conditional value at risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Conditional value at risk
Measurement
Risikomaß
33
Risk measure
33
Theorie
26
Theory
26
Risiko
17
Risk
17
Portfolio selection
15
Portfolio-Management
15
Messung
13
Risikomanagement
13
Risk management
13
Statistical distribution
11
Statistische Verteilung
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risk measures
7
Ausreißer
4
Multivariate Analyse
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Multivariate analysis
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Outliers
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Reinsurance
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Rückversicherung
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Value-at-Risk
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value-at-risk
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Bank risk
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Bankrisiko
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Basel Accord
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Basler Akkord
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Estimation theory
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Multivariate Verteilung
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Multivariate distribution
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Probability theory
3
Risikomodell
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Risk model
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
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Wahrscheinlichkeitsrechnung
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distortion risk measures
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risk measure
3
value at risk
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15
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Chi, Yichun
2
Wang, Ruodu
2
Boonen, Tim J.
1
Cai, Jun
1
Chen, Xinxiang
1
Chen, Yuyu
1
Coache, Anthony
1
Coculescu, Delia
1
Feng, Runhuan
1
Furman, Edward
1
Gao, Niushan
1
Herdegen, Martin
1
Hürlimann, Werner
1
Jaimungal, Sebastian
1
Khan, Nazem
1
Lin, Sheldon
1
Liu, Haiyan
1
Liu, Peng
1
Liu, Yang
1
Privault, Nicolas
1
Robert, Christian Yann
1
Rochet, Jean-Charles
1
Su, Jianxi
1
Tan, Ken Seng
1
Therond, Pierre-E.
1
Volkmer, Hans W.
1
Wang, Wei
1
Wei, Xiao
1
Xanthos, Foivos
1
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Astin bulletin : the journal of the International Actuarial Association
Mathematical finance : an international journal of mathematics, statistics and financial economics
Insurance / Mathematics & economics
106
European journal of operational research : EJOR
32
Risks : open access journal
28
Journal of risk
25
Journal of banking & finance
23
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
15
Finance research letters
14
International journal of theoretical and applied finance
14
Scandinavian actuarial journal
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
International review of financial analysis
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Economic modelling
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
The journal of operational risk
7
Applied economics letters
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Journal of forecasting
5
Journal of mathematical finance
5
Computational management science
4
Energy economics
4
INFORMS journal on computing : JOC
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Preference robust distortion risk measure and its application
Wang, Wei
;
Xu, Huifu
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 389-434
Persistent link: https://www.econbiz.de/10014278678
Saved in:
2
Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin
;
Khan, Nazem
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Saved in:
3
Reinforcement learning with dynamic convex risk measures
Coache, Anthony
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10014514792
Saved in:
4
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
5
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:
6
On the c-property and w*-representations of risk measures
Gao, Niushan
;
Xanthos, Foivos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 748-754
Persistent link: https://www.econbiz.de/10011969087
Saved in:
7
Shareholder risk measures
Coculescu, Delia
;
Rochet, Jean-Charles
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10011969146
Saved in:
8
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
9
The design of an optimal retrospective rating plan
Chen, Xinxiang
;
Chi, Yichun
;
Tan, Ken Seng
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10011485141
Saved in:
10
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
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