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  • Search: subject:"Multidimensional risk"
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Year of publication
Subject
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Risiko 8 Risk 8 Multidimensional risk 7 Risikomanagement 7 Risk management 7 Theorie 6 Theory 6 Risikomaß 4 Risk measure 4 Capital income 3 Identification 3 Kapitaleinkommen 3 Multidimensional risk-sharing 3 Multidimensional value at risk 3 Multivariate Analyse 3 Multivariate analysis 3 Restrictions 3 Statistical distribution 3 Statistische Verteilung 3 ruin probability 3 Actuarial mathematics 2 Dependence in risk 2 Distributional characteristics 2 Extreme risk assessment 2 Forecast 2 Forecasting model 2 High frequency returns 2 Patient 2 Portfolio selection 2 Portfolio-Management 2 Probability theory 2 Prognose 2 Prognoseverfahren 2 Risikomodell 2 Risk model 2 Technology adoption 2 Telemedicine 2 Trust transfer 2 Versicherungsmathematik 2 Volatility 2
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Online availability
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Free 7 Undetermined 6 CC license 1
Type of publication
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Article 12 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 12 Undetermined 3
Author
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Polanski, Arnold 4 Stoja, Evarist 4 Aloqeili, M. 2 Burnecki, Krzysztof 2 Carlier, Guillaume 2 Ekeland, Ivar 2 Hartwig, Sophie 2 Kuen, Leonie 2 Schewe, Gerhard 2 Schürmann, Fiona 2 Teuerle, Marek A. 2 Westmattelmann, Daniel 2 Wilkowska, Aleksandra 2 Alencar, Marcelo Hazin 1 Almeida, Adiel Teixeira de 1 Aloqeili, Marwan 1 Bang, Seungbeom 1 Carlier, G. 1 Cojocaru, Ionica 1 Ekeland, I. 1 Ferreira, Rodrigo José Pires 1 Garcez, Thalles Vitelli 1 Kim, Tae-hwan 1 Kim, Woohwan 1 Kim, Youngmin 1 Loisel, Stéphane 1 Tzafrir, Shay 1 Tzafrir, Shay S. 1
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Institution
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HAL 1 Université Paris-Dauphine (Paris IX) 1
Published in...
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Economic Theory 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Economics Papers from University Paris Dauphine 1 Electronic Markets 1 Electronic markets : EM ; the international journal of electronic commerce and business media 1 Global finance journal 1 IMA journal of management mathematics 1 International journal of forecasting 1 Journal of International Money and Finance 1 Journal of international money and finance 1 Post-Print / HAL 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 Staff working papers / Bank of England 1
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Source
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ECONIS (ZBW) 9 RePEc 4 EconStor 2
Showing 1 - 10 of 15
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Trust transfer effects and associated risks in telemedicine adoption
Kuen, Leonie; Schürmann, Fiona; Westmattelmann, Daniel; … - In: Electronic Markets 33 (2023) 1
Telemedicine has the potential to address considerable challenges in the efficient provision of health care services. However, this will not be realized until a high acceptance rate among patients is achieved. We address the research gap that arises from the need to explore the interplay of...
Persistent link: https://www.econbiz.de/10015210336
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Trust transfer effects and associated risks in telemedicine adoption
Kuen, Leonie; Schürmann, Fiona; Westmattelmann, Daniel; … - In: Electronic markets : EM ; the international journal of … 33 (2023) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014327167
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Ruin probability for the insurer-reinsurer model for exponential claims: A probabilistic approach
Burnecki, Krzysztof; Teuerle, Marek A.; Wilkowska, … - In: Risks 9 (2021) 5, pp. 1-10
In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line. Such a contract reduces the insurer's exposure to the...
Persistent link: https://www.econbiz.de/10013200754
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Ruin probability for the insurer-reinsurer model for exponential claims : a probabilistic approach
Burnecki, Krzysztof; Teuerle, Marek A.; Wilkowska, … - In: Risks : open access journal 9 (2021) 5, pp. 1-10
In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line. Such a contract reduces the insurer's exposure to the...
Persistent link: https://www.econbiz.de/10012508823
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - 2017
Persistent link: https://www.econbiz.de/10011669462
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Restrictions and identification in a multidimensional risk-sharing problem
Aloqeili, M.; Carlier, Guillaume; Ekeland, Ivar - Université Paris-Dauphine (Paris IX) - 2014
We consider H expected utility maximizers that have to share a risky aggregate multivariate endowment X∈RN and address the following two questions: does efficient risk-sharing imply restrictions on the form of individual consumptions as a function of X ? Can one identify the individual utility...
Persistent link: https://www.econbiz.de/10011073574
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Multi-dimensional portfolio risk and its diversification : a note
Kim, Woohwan; Kim, Youngmin; Kim, Tae-hwan; Bang, Seungbeom - In: Global finance journal 35 (2018), pp. 147-156
Persistent link: https://www.econbiz.de/10012124807
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A systematic literature review of multicriteria and multi-objective models applied in risk management
Almeida, Adiel Teixeira de; Alencar, Marcelo Hazin; … - In: IMA journal of management mathematics 28 (2017) 2, pp. 153-184
Persistent link: https://www.econbiz.de/10011723254
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Ruin probabilities in multivariate risk models with periodic common shock
Cojocaru, Ionica - In: Scandinavian actuarial journal (2017) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 33 (2017) 4, pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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