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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Risikomaß"
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Basel Accord
Measurement
Risikomaß
Risk measure
23
Theorie
19
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Risiko
11
Risk
11
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9
Statistische Verteilung
9
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Boonen, Tim J.
2
Chi, Yichun
2
Furman, Edward
2
Su, Jianxi
2
Tan, Ken Seng
2
Afonso, Lourdes B.
1
Asimit, Alexandru V.
1
Cai, Jun
1
Castillo, Joan del
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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:
4
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
Saved in:
5
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
6
Systemic risk : an asymptotic evaluation
Asimit, Alexandru V.
;
Li, Jinzhu
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 673-698
Persistent link: https://www.econbiz.de/10011875678
Saved in:
7
Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.
;
Choy, S. T. B.
;
Makov, U. E.
;
Landsman, Z.
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 871-904
Persistent link: https://www.econbiz.de/10011875920
Saved in:
8
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
9
A Neyman-Pearson perspective on optimal reinsurance with constraints
Lo, Ambrose
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 467-499
Persistent link: https://www.econbiz.de/10011729606
Saved in:
10
The full tails gamma distribution applied to model extreme values
Castillo, Joan del
;
Daoudi, Jalila
;
Serra, Isabel
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 895-917
Persistent link: https://www.econbiz.de/10011763681
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