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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Multivariate distribution"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Multivariate distribution
Prognoseverfahren
Risk
Risk measure
218
Risikomaß
217
Theorie
174
Theory
174
Risiko
122
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
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94
Risk management
94
Statistical distribution
76
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76
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33
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32
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24
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Multivariate Verteilung
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Outliers
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Stochastischer Prozess
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15
Value at risk
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Mao, Tiantian
7
Furman, Edward
6
Hu, Taizhong
5
Tang, Qihe
5
Wang, Ruodu
5
Asimit, Alexandru V.
4
Cheung, Ka Chun
4
Cossette, Hélène
4
Guillén, Montserrat
4
Su, Jianxi
4
Yang, Fan
4
Bellini, Fabio
3
Cai, Jun
3
Dhaene, Jan
3
Eling, Martin
3
Hua, Lei
3
Laeven, Roger J. A.
3
Ling, Chengxiu
3
Marceau, Etienne
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sordo, Miguel A.
3
Tan, Ken Seng
3
Wang, Xing
3
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Belles-Sampera, Jaume
2
Bignozzi, Valeria
2
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2
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2
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2
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2
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2
Joe, Harry
2
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2
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2
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2
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2
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Insurance / Mathematics & economics
Risks : open access journal
68
Journal of banking & finance
66
European journal of operational research : EJOR
61
Finance research letters
54
International journal of forecasting
48
Journal of risk
41
Energy economics
38
Quantitative finance
38
International review of financial analysis
36
Economic modelling
33
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
32
Applied economics
31
Journal of risk and financial management : JRFM
27
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Computational economics
22
Finance and stochastics
22
International review of economics & finance : IREF
21
Mathematics of operations research
21
Scandinavian actuarial journal
20
The journal of risk model validation
20
Pacific-Basin finance journal
19
The European journal of finance
19
International journal of theoretical and applied finance
18
Journal of financial econometrics
17
Mathematics and financial economics
17
Operations research
17
Applied economics letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of mathematical finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of economic dynamics & control
14
Journal of international financial markets, institutions & money
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Astin bulletin : the journal of the International Actuarial Association
13
Journal of econometrics
13
Journal of risk management in financial institutions
13
Research in international business and finance
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ECONIS (ZBW)
140
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1
Stochastic orders and multivariate measures of risk contagion
Ortega-Jiménez, P.
;
Sordo, M. A.
;
Suárez-Llorens, A.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 199-207
Persistent link: https://www.econbiz.de/10012482851
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
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
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