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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of mathematical finance"
~subject:"Risk measure"
~subject:"Versicherung"
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Risk measure
Versicherung
Risk management
233
Risikomanagement
232
Theorie
166
Theory
166
Risiko
124
Risk
124
Portfolio selection
104
Portfolio-Management
104
Risikomaß
102
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69
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69
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50
Messung
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Statistical distribution
36
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24
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Kreditrisiko
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Mao, Tiantian
6
Cossette, Hélène
4
Hu, Taizhong
4
Tan, Ken Seng
4
Wang, Ruodu
4
Cai, Jun
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Ling, Chengxiu
3
Marceau, Etienne
3
Shevchenko, Pavel V.
3
Tang, Qihe
3
Yang, Fan
3
Asimit, Alexandru V.
2
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Chi, Yichun
2
Cui, Wei
2
Eckert, Christian
2
Eling, Martin
2
Furman, Edward
2
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2
Haberman, Steven
2
Heras, Antonio
2
Jung, Kwangmin
2
Laeven, Roger J. A.
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Liu, Fangda
2
Peng, Liang
2
Peng, Zuoxiang
2
Peters, Gareth W.
2
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Shen, Qingjie
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Wang, Xing
2
Wang, Ying
2
Wei, Yunran
2
Weng, Chengguo
2
Zhang, Yiying
2
Adan, Ivo
1
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Insurance / Mathematics & economics
Journal of mathematical finance
Risks : open access journal
61
Journal of banking & finance
55
European journal of operational research : EJOR
42
Journal of risk
40
Journal of risk management in financial institutions
31
The journal of operational risk
29
Economic modelling
28
Finance research letters
28
Energy economics
25
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
24
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
21
Discussion paper / Tinbergen Institute
18
International review of financial analysis
18
Journal of risk and financial management : JRFM
18
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
18
Quantitative finance
17
The European journal of finance
16
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
16
International journal of theoretical and applied finance
15
SpringerLink / Bücher
15
The journal of risk and insurance : the journal of the American Risk and Insurance Association
15
Applied economics
14
International review of economics & finance : IREF
14
International journal of risk assessment and management : IJRAM
13
Journal of empirical finance
13
Research paper series / Swiss Finance Institute
13
Working papers
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Risiko-Manager
11
Computational economics
10
Journal of international financial markets, institutions & money
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Pacific-Basin finance journal
10
Research in international business and finance
10
Scandinavian actuarial journal
10
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ECONIS (ZBW)
112
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1
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
2
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:
3
Empirical tail
risk
management
with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
4
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:
5
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
6
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:
7
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:
8
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:
9
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
10
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
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