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~isPartOf:"Scandinavian actuarial journal"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Theorie"
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Ausreißer
Credit risk
Measurement
Theorie
Risikomaß
31
Risk measure
31
Theory
25
Risiko
18
Risk
18
Portfolio selection
13
Portfolio-Management
13
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12
Statistical distribution
11
Statistische Verteilung
11
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9
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risk measures
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value-at-risk
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expected shortfall
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27
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Cheung, Ka Chun
4
Boonen, Tim J.
2
Dhaene, Jan
2
Mao, Tiantian
2
Peng, Liang
2
Zhang, Yiying
2
Ahn, Jae Youn
1
Brandtner, Mario
1
Cai, Jun
1
Chi, Yichun
1
Chong, Wing Fung
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1
Denuit, Michel
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1
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1
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1
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1
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1
Grün, Bettina
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Hanbali, Hamza
1
Hendriks, Harrie
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
193
Journal of banking & finance
106
European journal of operational research : EJOR
95
Risks : open access journal
81
Journal of risk
59
Finance research letters
42
Economic modelling
40
Quantitative finance
40
Discussion paper / Tinbergen Institute
37
Journal of empirical finance
37
International review of financial analysis
36
International journal of theoretical and applied finance
35
Applied economics
34
The journal of risk model validation
32
International journal of forecasting
31
Finance and stochastics
28
Journal of risk and financial management : JRFM
28
The European journal of finance
27
Computational economics
26
Journal of econometrics
26
SFB 649 discussion paper
26
The journal of operational risk
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
Research paper series / Swiss Finance Institute
24
The journal of credit risk : published quarterly by Incisive Media
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
22
Energy economics
21
Journal of economic dynamics & control
21
Mathematics of operations research
21
Operations research
21
Operations research letters
21
Astin bulletin : the journal of the International Actuarial Association
20
Journal of forecasting
20
Applied economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of financial econometrics
19
SpringerLink / Bücher
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ECONIS (ZBW)
27
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1
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
2
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
3
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
4
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
5
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
6
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
Saved in:
7
Bowley reinsurance with asymmetric information : a first-best solution
Boonen, Tim J.
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 532-551
Persistent link: https://www.econbiz.de/10013370720
Saved in:
8
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
9
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
10
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
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