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  • Search: subject:"Risk modeling"
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Year of publication
Subject
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Risk management 35 Risikomanagement 32 Theorie 32 Theory 32 risk modeling 30 Credit risk 28 Kreditrisiko 22 Risk modeling 21 Risiko 20 Risk 20 Portfolio selection 16 Portfolio-Management 16 credit risk modeling 16 Risikomaß 15 Risk measure 15 Bank risk 14 Bankrisiko 14 Basel Accord 14 Basler Akkord 14 risk management 13 market risk 12 Risikomodell 11 Risk model 11 capital requirements 11 applications 10 credit risk 10 risk assessment 10 Credit risk modeling 9 Forecasting model 9 Prognoseverfahren 9 financial systems 9 risk profile 9 Insolvency 8 Insolvenz 8 Operational risk 8 Operationelles Risiko 8 risk analysis 8 Credit Risk Modeling 7 accounting standards 7 banking systems 7
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Online availability
All
Free 54 Undetermined 48 CC license 6
Type of publication
All
Article 69 Book / Working Paper 43 Other 1
Type of publication (narrower categories)
All
Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 11 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 4 Article 4 Aufsatzsammlung 2 Conference paper 2 Konferenzbeitrag 2 Forschungsbericht 1 Hochschulschrift 1 conceptual-paper 1 research-article 1 review-article 1
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Language
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English 72 Undetermined 40 German 1
Author
All
Xiao, Tim 10 Baesens, Bart 4 Claeskens, Gerda 4 Dirick, Lore 4 Bertsch, Valentin 3 Keles, Dogan 3 Kraft, Emil 3 Russo, Marianna 3 Ammari, Mustapha 2 Bellotti, Tony 2 Chan-Lau, Jorge A. 2 Chang, Carolyn C. W. 2 Cremers, Heinz 2 Farmer, J. Doyne 2 Feng, Yalan 2 Heinrich, Torsten 2 Hentze, Rainald 2 Khare, Shree 2 Kliestik, Tomas 2 Kovacova, Maria 2 Lakhnati, Ghizlane 2 Lang, Michael 2 Li, Jianping 2 Nawaz, Faisal 2 Qayyum, Abdul 2 Roy, Keven 2 Sabuco, Juan 2 Schweizer, Denis 2 Valaskova, Katarina 2 Xu, Jiali 2 Zhu, Xiaoqian 2 Ahmad Raza Bilal 1 Arms, Hanjo 1 Avesani, Renzo G. 1 Avramova, Sofiya 1 Badescu, Andrei L. 1 Baourakis, G. 1 Basurto, Miguel A. Segoviano 1 Berndt, Antje 1 Bhat, Gauri 1
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Institution
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International Monetary Fund (IMF) 15 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 International Monetary Fund 4 EconWPA 2 Agricultural and Applied Economics Association - AAEA 1 Frankfurt School of Finance and Management 1 Swiss Finance Institute 1
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Published in...
All
IMF Working Papers 11 MPRA Paper 7 IMF Staff Country Reports 4 Risks : open access journal 4 The journal of operational risk 4 Journal of banking & finance 3 Frankfurt School - Working Paper Series 2 International journal of economics and financial issues : IJEFI 2 Journal of Banking & Finance 2 Journal of Financial Transformation 2 KBI 2 The journal of credit risk : published quarterly by Incisive Media 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Agricultural Finance Review 1 Applied economics 1 Asia-Pacific journal of risk and insurance : APJRI 1 Central European journal of economic modelling and econometrics 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Children and Youth Services Review 1 Computational Management Science 1 Discussion papers / CEPR 1 Economics Bulletin 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Finance 1 Finance and Stochastics 1 Finance and stochastics 1 Financial Markets and Portfolio Management 1 Financial services review : the journal of individual financial management 1 INFORMS journal on computing : JOC 1 International Journal of Financial Markets and Derivatives 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of Business Ethics 1 Journal of Economic Interaction and Coordination 1
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Source
All
ECONIS (ZBW) 54 RePEc 43 EconStor 12 Other ZBW resources 3 BASE 1
Showing 11 - 20 of 113
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Quantifying the role of occurrence losses in catastrophe excess of loss reinsurance pricing
Khare, Shree; Roy, Keven - In: Risks 9 (2021) 3, pp. 1-38
The aim of this paper is to merge order statistics with natural catastrophe reinsurance pricing to develop new theoretical and practical insights relevant to market practice and model development. We present a novel framework to quantify the role that occurrence losses (order statistics) play in...
Persistent link: https://www.econbiz.de/10013200721
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Cover Image
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - 2021
Quantity and price risks determine key uncertainties market participants face in electricity markets with increased volatility, for instance due to high shares of renewables. In the time from day-ahead until real-time, there lies a large variation in best available information, such as between...
Persistent link: https://www.econbiz.de/10012587556
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Cover Image
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - 2021
Quantity and price risks determine key uncertainties market participants face in electricity markets with increased volatility, for instance due to high shares of renewables. In the time from day-ahead until real-time, there lies a large variation in best available information, such as between...
Persistent link: https://www.econbiz.de/10012581307
Saved in:
Cover Image
Quantifying the role of occurrence losses in catastrophe excess of loss reinsurance pricing
Khare, Shree; Roy, Keven - In: Risks : open access journal 9 (2021) 3, pp. 1-38
The aim of this paper is to merge order statistics with natural catastrophe reinsurance pricing to develop new theoretical and practical insights relevant to market practice and model development. We present a novel framework to quantify the role that occurrence losses (order statistics) play in...
Persistent link: https://www.econbiz.de/10012508519
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Cover Image
The information value of past losses in operational risk
Curti, Filippo; Migueis, Marco - In: The journal of operational risk 18 (2023) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10014490088
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How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian; Wang, Yinghui; Liu, Mingxi; Li, Jianping - In: The journal of operational risk 18 (2023) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
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Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
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Essays on risk modeling and aggregation with a focus on cyber risk
Jung, Kwangmin - 2020
This dissertation consists of four essays exploring risk modeling and aggregation, with a particular focus on cyber … constructs data-driven risk modeling and aggregation methods and investigates an economic framework to represent potential … insureds' behavior observed in the current market. In particular, risk modeling and aggregation methods are further applied in …
Persistent link: https://www.econbiz.de/10012213887
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A hierarchical mixture cure model with unobserved heterogeneity for credit risk
Dirick, Lore; Claeskens, Gerda; Vasnev, Andrey; … - 2020
Persistent link: https://www.econbiz.de/10012439251
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Feature engineering for anti-fraud models based on anomaly detection
Przekop, Damian - In: Central European journal of economic modelling and … 12 (2020) 3, pp. 301-316
Persistent link: https://www.econbiz.de/10012294743
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