//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance: Mathematics and Economics"
~isPartOf:"The journal of operational risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"value at risk"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
48
Risk measure
48
Operational risk
37
Operationelles Risiko
37
Risikomanagement
28
Risk management
28
Statistical distribution
20
Statistische Verteilung
20
Theorie
20
Theory
20
Bank risk
17
Bankrisiko
17
Basel Accord
13
Basler Akkord
13
Loss
13
Verlust
13
Value-at-Risk
10
value-at-risk (VaR)
10
Ausreißer
9
Outliers
9
operational risk
9
Value at risk
8
Financial services
7
Finanzdienstleistung
7
Measurement
7
Messung
7
Optimal reinsurance
6
Value-at-risk
6
Estimation theory
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risk
5
Schätztheorie
5
Wahrscheinlichkeitsrechnung
5
Conditional tail expectation
4
Conditional value at risk
4
Risiko
4
Risk measures
4
loss distribution
4
more ...
less ...
Online availability
All
Undetermined
60
Free
2
Type of publication
All
Article
84
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Language
All
English
49
Undetermined
37
Author
All
Chi, Yichun
4
Asimit, Alexandru V.
3
Cheung, Ka Chun
3
Guégan, Dominique
3
Hassani, Bertrand K.
3
Badescu, Alexandru M.
2
Cossette, Hélène
2
Farkas, Walter
2
Gao, Lijun
2
Goovaerts, Marc J.
2
Guillén, Montserrat
2
Gzyl, Henryk
2
Laeven, Roger J.A.
2
Li, Jianping
2
Lo, Ambrose
2
Mitic, Peter
2
Piacenza, Fabio
2
Prieto, Faustino
2
Puccetti, Giovanni
2
Tang, Qihe
2
Weng, Chengguo
2
Zhu, Xiaoqian
2
Abbate, Donato
1
Adan, I.J.B.F.
1
Agostini, Alessandra
1
Ahn, Jae Youn
1
Artís, Manuel
1
Arunachalam, Viswanathan
1
Badescu, Andrei L.
1
Bahraoui, Zuhair
1
Bakker, Arjan
1
Bardoscia, Marco
1
Bazzarello, Davide
1
Bee, Marco
1
Belles-Sampera, Jaume
1
Bellini, Fabio
1
Bellotti, Roberto
1
Benito, Sonia
1
Bignozzi, Valeria
1
Bojić, Borislav
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
The journal of operational risk
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
117
Finance research letters
115
Risks : open access journal
108
Energy economics
76
International review of financial analysis
75
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
MPRA Paper
61
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
56
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
Journal of forecasting
44
International review of economics & finance : IREF
42
Journal of econometrics
42
Computational economics
41
The European journal of finance
38
Research in international business and finance
37
Risks
37
Tinbergen Institute Discussion Papers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of Risk and Financial Management
34
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
33
Applied economics letters
32
Working papers
32
more ...
less ...
Source
All
ECONIS (ZBW)
48
RePEc
37
USB Cologne (business full texts)
1
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
3
Credible
value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
4
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
5
Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.
;
Ly, Cheng
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
Saved in:
6
Evaluation of backtesting on risk models based on data envelopment analysis
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 51-79
Persistent link: https://www.econbiz.de/10014546256
Saved in:
7
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
8
Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat
;
Bouaddi, Mohammed
;
Karim, Talha
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
Saved in:
9
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
10
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong
;
Gonpot, Preethee Nunkoo
; …
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->