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~person:"Cai, Jun"
~person:"Guillén, Montserrat"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Prognoseverfahren
Risk
Risikomaß
23
Risk measure
23
Risiko
14
Theorie
13
Theory
13
Risikomanagement
12
Risk management
12
Measurement
11
Messung
11
Portfolio selection
11
Portfolio-Management
11
Statistical distribution
4
Statistische Verteilung
4
Ausreißer
3
Börsenkurs
3
Decision under risk
3
Entscheidung unter Risiko
3
Estimation theory
3
Outliers
3
Regression analysis
3
Regressionsanalyse
3
Reinsurance
3
Rückversicherung
3
Schätztheorie
3
Share price
3
Automobile insurance
2
Bank risk
2
Bankrisiko
2
Capital allocation
2
Capital income
2
Coherent risk measure
2
Credit risk
2
Distortion risk measure
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Kfz-Versicherung
2
Kreditrisiko
2
Mortality
2
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Undetermined
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Article
16
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Article in journal
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16
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English
16
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Cai, Jun
Guillén, Montserrat
Wang, Ruodu
20
Righi, Marcelo Brutti
19
Mao, Tiantian
12
Rosazza Gianin, Emanuela
12
Gerlach, Richard
10
Müller, Fernanda Maria
10
Brandtner, Mario
9
McAleer, Michael
9
Rüschendorf, Ludger
9
Balbás de la Corte, Alejandro
8
Bellini, Fabio
8
Cheung, Ka Chun
8
Furman, Edward
8
Pichler, Alois
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Gupta, Rangan
7
Kürsten, Wolfgang
7
Laeven, Roger J. A.
7
Puccetti, Giovanni
7
Rudloff, Birgit
7
Stoja, Evarist
7
Taylor, James W.
7
Weiß, Gregor
7
Balbás, Beatriz
6
Embrechts, Paul
6
Liu, Haiyan
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Polanski, Arnold
6
Rösch, Daniel
6
Wang, Chao
6
Xu, Huifu
6
Bernardi, Mauro
5
Bäuerle, Nicole
5
Chen, Zhiping
5
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Insurance / Mathematics & economics
7
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Finance and stochastics
1
Journal of empirical finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Scandinavian actuarial journal
1
The journal of operational risk
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ECONIS (ZBW)
16
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1
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:
2
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
3
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
4
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
5
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
6
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
7
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
8
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
9
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
10
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
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