Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Generalized shortfall risk measure"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Generalized shortfall risk measure
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Asymptotic expansions
1
Ausreißer
1
Cumulative prospect theory
1
Distortion risk measure
1
Estimation
1
Estimation theory
1
Extreme value statistics
1
Heavy tails
1
Insurance premium-based shortfall risk measure
1
Outliers
1
Prospect Theory
1
Prospect theory
1
Risikomodell
1
Risk model
1
Schätztheorie
1
Statistical distribution
1
Statistical robustness
1
Statistical theory
1
Statistische Methodenlehre
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mao, Tiantian
1
Stupfler, Gilles
1
Xu, Huifu
1
Yang, Fan
1
Zhang, Sainan
1
Published in...
All
Computational management science
1
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Zhang, Sainan
;
Xu, Huifu
- In:
Computational management science
19
(
2022
)
4
,
pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
