//--> //--> //-->
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:"Scandinavian actuarial journal"
~person:"Brandtner, Mario"
~person:"Riedel, Frank"
~subject:"Risk"
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_exact:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk
Measurement
1
Messung
1
Nonlinearly transformed risk measures
1
Portfolio selection
1
Portfolio-Management
1
Reinsurance
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Rückversicherung
1
Theorie
1
Theory
1
disutility based risk measure
1
optimal reinsurance
1
tail nonlinearly transformed risk measure
1
weighted expected shortfall
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Brandtner, Mario
Riedel, Frank
Cheung, Ka Chun
3
Mao, Tiantian
2
Boonen, Tim J.
1
Cai, Jun
1
Chi, Yichun
1
Coculescu, Delia
1
Delbaen, Freddy
1
Denuit, Michel
1
Devolder, Pierre
1
Dhaene, Jan
1
Glauner, Alexander
1
Herrmann, Klaus J.
1
Hobæk Haff, Ingrid
1
Hofert, Marius
1
Hou, Yanxi
1
Huang, Yuxia
1
Jia, Huameng
1
Junike, Gero
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kürsten, Wolfgang
1
Lebègue, Adrien
1
Ling, Hok Kan
1
Liu, Qing
1
Mailhot, Mélina
1
Navarro, Jorge
1
Papayiannis, G. I.
1
Peng, Liang
1
Puccetti, Giovanni
1
Reinert, Gesine
1
Rischau, Robert
1
Rüschendorf, Ludger
1
Small, Daniel
1
Tan, Ken Seng
1
Tang, Qihe
1
Torrado, Nuria
1
Vanduffel, Steven
1
Wang, Xing
1
Wang, Yinzhi
1
more ...
less ...
Published in...
All
Scandinavian actuarial journal
Journal of banking & finance
3
European journal of operational research : EJOR
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Institute of Mathematical Economics Working Paper
1
Insurance / Mathematics & economics
1
Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena
1
Journal of financial services research : JFSR
1
Journal of mathematical economics
1
Quantitative finance
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Theoretical economics : TE ; an open access journal in economic theory
1
Theoretical economics : TE ; journal of the Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->