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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of operational risk"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Ausreißer
44
Outliers
44
Risikomaß
31
Risk measure
31
Statistical distribution
29
Statistische Verteilung
29
Theorie
25
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Nichtparametrisches Verfahren
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Nonparametric statistics
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operational risk
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Induktive Statistik
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Loss
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Statistical inference
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Tail dependence
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Verlust
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value-at-risk (VaR)
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Hou, Yanxi
2
Abbate, Donato
1
Artís Ortuño, Manuel
1
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1
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1
Chen, Yu
1
Dutang, Christophe
1
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1
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1
Peng, Liang
1
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1
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Tan, Ken Seng
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1
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Yang, Jingping
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Insurance / Mathematics & economics
The journal of operational risk
Discussion paper / Center for Economic Research, Tilburg University
5
Applied economics
4
International review of financial analysis
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
3
ASTIN bulletin : the journal of the International Actuarial Association
2
CentER Discussion Paper Series
2
Computational economics
2
Economic modelling
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Finance research letters
2
International journal of managerial and financial accounting
2
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Quantitative finance and economics
2
SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper series in economics
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30th anniversary edition
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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1
Astin bulletin : the journal of the International Actuarial Association
1
Birkbeck working papers in economics and finance : BWPEF
1
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1
Computational Statistics and Data Analysis, Forthcoming
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European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
2
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
3
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
4
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut
;
Papapantoleon, Antonis
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
Saved in:
5
Tail dependence in small samples : from theory to practice
Lavaud, Sophie
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 15-49
Persistent link: https://www.econbiz.de/10011848897
Saved in:
6
On a bivariate copula with both upper and lower full-range tail dependence
Hua, Lei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 94-104
Persistent link: https://www.econbiz.de/10011702049
Saved in:
7
Tail dependence of the Gaussian copula revisited
Furman, Edward
;
Kuznetsov, Alexey
;
Su, Jianxi
;
Zitikis, …
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 97-103
Persistent link: https://www.econbiz.de/10011530927
Saved in:
8
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
9
Quantifying the risk using copulae with nonparametric marginals
Bolancé, Catalina
;
Bahroui, Zuhair
;
Artís Ortuño, Manuel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010437637
Saved in:
10
Distorted mix method for constructing copulas with tail dependence
Li, Lujun
;
Yuen, K. C.
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010402723
Saved in:
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