//--> //--> //--> //-->
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 & economics"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Statistical distribution
Risikomaß
217
Risk measure
217
Theorie
173
Theory
173
Risk
122
Risiko
121
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
Risikomanagement
93
Risk management
93
Statistische Verteilung
76
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Estimation theory
24
Schätztheorie
24
Value-at-Risk
24
Ausreißer
22
Multivariate Verteilung
22
Multivariate distribution
22
Outliers
22
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
18
Stochastischer Prozess
18
Capital income
17
Risk measures
17
Capital allocation
15
Value at risk
14
Estimation
12
Insurance
11
Schätzung
11
Distortion risk measure
9
Expected Shortfall
9
Multivariate Analyse
9
more ...
less ...
Online availability
All
Undetermined
58
Type of publication
All
Article
79
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Language
All
English
79
Author
All
Mao, Tiantian
5
Furman, Edward
4
Landsman, Zinoviy
4
Su, Jianxi
4
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Ling, Chengxiu
3
Yang, Fan
3
Beirlant, Jan
2
Cossette, Hélène
2
Di Bernardino, Elena
2
Eling, Martin
2
Gijbels, Irène
2
Goegebeur, Yuri
2
Joe, Harry
2
Kim, Joseph H. T.
2
Li, Jinzhu
2
Marceau, Etienne
2
Peng, Zuoxiang
2
Qin, Jing
2
Shushi, Tomer
2
Sordo, Miguel A.
2
Tan, Ken Seng
2
Wang, Xing
2
Yao, Jing
2
Yuan, Zhongyi
2
Abdelli, Jihane
1
Abu Bakar, S. A.
1
Adan, Ivo
1
Ahn, Jae Youn
1
Ahn, Soohan
1
Antonio, Katrien
1
Apaydin, Aysen
1
Artís Ortuño, Manuel
1
Asimit, Alexandru
1
Bagnato, Luca
1
Bahroui, Zuhair
1
Barczy, Mátyás
1
Barrio, Eustasio del
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
40
Finance research letters
30
International journal of forecasting
29
International review of financial analysis
29
Journal of risk
26
Risks : open access journal
26
The North American journal of economics and finance : a journal of financial economics studies
25
Discussion paper / Tinbergen Institute
24
Applied economics
20
Journal of empirical finance
20
Economic modelling
19
Journal of econometrics
19
The journal of operational risk
19
Energy economics
18
Quantitative finance
17
Journal of financial econometrics
15
Journal of risk and financial management : JRFM
15
The journal of risk model validation
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of forecasting
14
International review of economics & finance : IREF
13
Research in international business and finance
12
Research paper series / Swiss Finance Institute
12
SFB 649 discussion paper
12
Working papers
12
Computational economics
11
European journal of operational research : EJOR
11
Scandinavian actuarial journal
11
Swiss Finance Institute Research Paper
11
The European journal of finance
11
Astin bulletin : the journal of the International Actuarial Association
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international financial markets, institutions & money
9
Pacific-Basin finance journal
9
Journal of financial economics
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
8
Working paper
8
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
2
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
3
Asymptotic results on marginal expected shortfalls for dependent risks
Li, Jinzhu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 146-168
Persistent link: https://www.econbiz.de/10013271968
Saved in:
4
Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants
Gribkova, N. V.
;
Su, J.
;
Zitikis, R.
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 199-222
Persistent link: https://www.econbiz.de/10013471211
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->