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~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
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Estimation theory
Kapitaleinkommen
Messung
Risikomaß
114
Risk measure
114
Theorie
89
Theory
89
Portfolio selection
63
Portfolio-Management
63
Risiko
54
Risk
54
Risikomanagement
40
Risk management
40
Mathematical programming
31
Mathematische Optimierung
31
Measurement
31
Stochastic process
29
Stochastischer Prozess
29
Risikoaversion
13
Risk aversion
13
Robust statistics
12
Robustes Verfahren
12
Conditional value-at-risk
11
Experiment
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic programming
11
Portfolio optimization
10
Decision under risk
9
Entscheidung unter Risiko
9
Simulation
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Finance
8
Risk analysis
8
Credit risk
7
Kreditrisiko
7
Risk measures
7
Bank risk
6
Bankrisiko
6
Coherent risk measures
6
Dynamic programming
6
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28
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2
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Article
38
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38
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38
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English
Author
All
Boonen, Tim J.
2
Brandtner, Mario
2
Jiang, Wenjun
2
Kürsten, Wolfgang
2
Rischau, Robert
2
Rosazza Gianin, Emanuela
2
Bahramgiri, Mohsen
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Bellini, Fabio
1
Benati, Stefano
1
Cai, Jun
1
Capiński, Maciej
1
Centrone, Francesca
1
Chen, Chun-hung
1
Chen, Pengzhan
1
Chen, Zhiping
1
Chiou, Wan-jiun Paul
1
Cillo, Alessandra
1
De Lara, Michel
1
Delquié, Philippe
1
Dickson, Alex
1
Ekici, Şule Önsel
1
Eshghi, Kourosh
1
Eskandarzadeh, Saman
1
Fissler, Tobias
1
Fulga, Cristinca
1
Goh, Joel Weiqiang
1
Heras, Antonio
1
Hu, Jian-Qiang
1
Hu, Taizhong
1
Kanamori, Takafumi
1
Laeven, Roger J. A.
1
Lazar, Emese
1
Leclère, Vincent
1
Lee, Jinwook
1
Lee, Yong Woong
1
Lim, Kian-Guan
1
Liu, Fangda
1
Liu, Jia
1
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European journal of operational research : EJOR
Insurance / Mathematics & economics
125
Journal of risk
50
Journal of banking & finance
43
Finance research letters
42
Risks : open access journal
40
Quantitative finance
28
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of risk model validation
24
Journal of econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Mathematics of operations research
19
Finance and stochastics
18
International journal of theoretical and applied finance
18
Mathematics and financial economics
18
Applied economics
17
Journal of empirical finance
17
Journal of forecasting
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
16
International journal of forecasting
16
Journal of financial econometrics
16
Computational economics
15
Energy economics
15
International review of economics & finance : IREF
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Research in international business and finance
15
Research paper series / Swiss Finance Institute
14
Scandinavian actuarial journal
14
Journal of mathematical finance
12
The journal of operational risk
12
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Operations research
11
Operations research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economic modelling
10
Journal of international financial markets, institutions & money
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The European journal of finance
10
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ECONIS (ZBW)
38
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1
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
2
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun
;
Liu, Fangda
;
Yin, Mingren
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
Saved in:
3
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
4
Kernel quantile estimators for nested simulation with application to portfolio
value-at-risk
measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
5
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
6
A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
Saved in:
7
Sensitivity measures based on scoring functions
Fissler, Tobias
;
Pesenti, Silvana M.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1408-1423
Persistent link: https://www.econbiz.de/10014282998
Saved in:
8
Efficient estimation of a risk measure requiring two-stage simulation optimization
Wang, Tianxiang
;
Xu, Jie
;
Hu, Jian-Qiang
;
Chen, Chun-hung
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1355-1365
Persistent link: https://www.econbiz.de/10013498797
Saved in:
9
Adjusted Rényi entropic
value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
10
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
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