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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Working papers"
~subject:"Derivative"
~subject:"Risikomaß"
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Search: subject_exact:"Risiko des Betriebs"
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Derivative
Risikomaß
Risikomanagement
242
Risk management
242
Theorie
166
Theory
166
Risiko
124
Risk
124
Portfolio selection
106
Portfolio-Management
106
Risk measure
105
Risikomodell
68
Risk model
68
Measurement
47
Messung
47
Statistical distribution
36
Statistische Verteilung
36
Reinsurance
32
Rückversicherung
32
Hedging
28
Mortality
28
Sterblichkeit
28
Stochastic process
26
Stochastischer Prozess
26
Multivariate Verteilung
21
Multivariate distribution
21
Insurance
18
Lebensversicherung
18
Life insurance
18
Capital allocation
16
Probability theory
16
Wahrscheinlichkeitsrechnung
16
Versicherung
15
Value-at-Risk
14
Altersvorsorge
13
Credit risk
13
Kreditrisiko
13
Retirement provision
13
Estimation
12
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12
Pensionskasse
12
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100
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110
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1
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Mao, Tiantian
6
Cossette, Hélène
4
Hu, Taizhong
4
Tan, Ken Seng
4
Wang, Ruodu
4
Billio, Monica
3
Cai, Jun
3
Cheung, Ka Chun
3
Chi, Yichun
3
Dhaene, Jan
3
Frattarolo, Lorenzo
3
Ling, Chengxiu
3
Marceau, Etienne
3
Pelizzon, Loriana
3
Tang, Qihe
3
Yang, Fan
3
Boonen, Tim J.
2
Caporin, Massimiliano
2
Chlebus, Marcin
2
Cui, Wei
2
Eling, Martin
2
Furman, Edward
2
Jung, Kwangmin
2
Laeven, Roger J. A.
2
Liu, Fangda
2
Peng, Liang
2
Peng, Zuoxiang
2
Rüschendorf, Ludger
2
Shen, Qingjie
2
Wang, Xing
2
Wang, Ying
2
Wei, Yunran
2
Weng, Chengguo
2
Zhang, Yiying
2
Adan, Ivo
1
Afonso, António
1
Apaydin, Aysen
1
Asimit, Alexandru
1
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
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Insurance / Mathematics & economics
Working papers
Journal of banking & finance
65
Risks : open access journal
55
European journal of operational research : EJOR
45
Journal of risk
42
Energy economics
40
Finance research letters
31
Economic modelling
28
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of operational risk
27
Journal of risk management in financial institutions
26
International review of financial analysis
22
Quantitative finance
22
International journal of theoretical and applied finance
21
The journal of risk model validation
21
Applied economics
20
International review of economics & finance : IREF
20
The European journal of finance
18
Journal of risk and financial management : JRFM
17
SpringerLink / Bücher
16
Journal of empirical finance
14
Finance and stochastics
13
Journal of econometrics
13
Journal of financial stability
13
Research paper series / Swiss Finance Institute
13
The journal of credit risk : published quarterly by Incisive Media
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Agricultural finance review
12
Discussion paper / Tinbergen Institute
12
The journal of futures markets
12
International journal of forecasting
11
International journal of risk assessment and management : IJRAM
11
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Research in international business and finance
11
Schriftenreihe Finanzmanagement
11
Computational economics
10
International journal of financial engineering
10
Pacific-Basin finance journal
10
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ECONIS (ZBW)
111
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1
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
2
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
3
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Systemic risk: a network approach
Hasse, Jean-Baptiste
-
2020
Persistent link: https://www.econbiz.de/10012387222
Saved in:
9
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
10
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
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