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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
~subject:"Risiko"
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Risiko
Messung
186
Measurement
167
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125
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125
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122
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122
Risk
113
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72
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Laeven, Roger J. A.
5
Rosazza Gianin, Emanuela
5
Bellini, Fabio
4
Furman, Edward
4
Mao, Tiantian
4
Wang, Ruodu
4
Zitikis, Ričardas
4
Cheung, Ka Chun
3
Goovaerts, Marc J.
3
Guillén, Montserrat
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Hu, Taizhong
3
Kaas, R.
3
Svindland, Gregor
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Tang, Qihe
3
Trufin, Julien
3
Wang, Xing
3
Asimit, Alexandru V.
2
Badescu, Alexandru M.
2
Belles-Sampera, Jaume
2
Bignozzi, Valeria
2
Brandtner, Mario
2
Breuer, Thomas
2
Cai, Jun
2
Cossette, Hélène
2
Csóka, Péter
2
Herings, Peter Jean-Jacques
2
Jiang, Wenjun
2
Landsman, Zinoviy
2
Li, Jinzhu
2
Ling, Chengxiu
2
Lu, ZhiYi
2
Marceau, Etienne
2
Peng, Liang
2
Pitera, Marcin
2
Rüschendorf, Ludger
2
Santolino, Miguel
2
Schmidt, Thorsten
2
Shen, Qingjie
2
Sordo, M. A.
2
Sordo, Miguel A.
2
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Insurance / Mathematics & economics
Journal of banking & finance
Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung
Finance and stochastics
30
European journal of operational research : EJOR
26
Risks : open access journal
23
Mathematics and financial economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Mathematics of operations research
17
Finance research letters
15
Journal of risk
15
International journal of theoretical and applied finance
14
Quantitative finance
12
International review of financial analysis
11
Scandinavian actuarial journal
11
Research paper series / Swiss Finance Institute
10
Discussion paper / Tinbergen Institute
8
Journal of mathematical finance
8
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8
Europäische Hochschulschriften / 5
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER working paper series
7
Operations research
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
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Working paper
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Advances in mathematical economics
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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Economics letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of economic dynamics & control
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NBER Working Paper
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
5
Operations research letters
5
Swiss Finance Institute Research Paper
5
The journal of portfolio management : JPM
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ECONIS (ZBW)
113
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
3
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
4
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
Saved in:
5
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
6
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
7
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
8
Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang
;
Zou, Jushen
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 200-221
Persistent link: https://www.econbiz.de/10013264949
Saved in:
9
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
10
Automatic Fatou property of law-invariant risk measures
Chen, Shengzhong
;
Gao, Niushan
;
Leung, Denny H.
;
Li, Lei
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 41-53
Persistent link: https://www.econbiz.de/10013348902
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