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Risikomaß
217
Risk measure
217
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198
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198
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125
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124
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108
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108
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95
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86
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Wang, Ruodu
8
Cheung, Ka Chun
7
Furman, Edward
7
Mao, Tiantian
7
Asimit, Alexandru V.
6
Tan, Ken Seng
6
Tang, Qihe
6
Cai, Jun
5
Dhaene, Jan
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Su, Jianxi
5
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4
Boonen, Tim J.
4
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4
Eling, Martin
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Hua, Lei
4
Peng, Liang
4
Sordo, Miguel A.
4
Yang, Fan
4
Bellini, Fabio
3
Chi, Yichun
3
Goegebeur, Yuri
3
Hou, Yanxi
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
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Koch Medina, Pablo
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Laeven, Roger J. A.
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Li, Jinzhu
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3
Pitselis, Georgios
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3
Rüschendorf, Ludger
3
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3
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Insurance / Mathematics & economics
Journal of business research : JBR
686
MPRA Paper
647
IMF Staff Country Reports
612
Working paper / National Bureau of Economic Research, Inc.
567
Journal of business ethics : JOBE
560
NBER working paper series
553
SpringerLink / Bücher
543
IMF Working Papers
510
NBER Working Paper
424
Journal of banking & finance
332
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316
CESifo working papers
304
European journal of operational research : EJOR
299
Industrial marketing management : the international journal for industrial and high-tech firms
290
Technological forecasting & social change : an international journal
278
Discussion paper / Centre for Economic Policy Research
252
Discussion paper / Tinbergen Institute
237
Discussion paper series / IZA
234
Applied economics
232
Journal of retailing and consumer services
232
Finance research letters
229
Business strategy and the environment
219
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
210
Corporate social responsibility and environmental management
208
Springer eBook Collection
207
Management science : journal of the Institute for Operations Research and the Management Sciences
197
International journal of hospitality management
186
International journal of production economics
183
Economics letters
180
Tinbergen Institute Discussion Papers
177
International review of financial analysis
175
CESifo Working Paper
173
The journal of corporate finance : contracting, governance and organization
170
Journal of forensic economics
162
Europäische Hochschulschriften / 5
161
Economic modelling
158
Tinbergen Institute Discussion Paper
155
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155
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ECONIS (ZBW)
259
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1
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1
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
2
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:
3
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
4
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
5
Probability equivalent level of
Value
at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
6
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
7
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
8
Distributionally robust reinsurance with
value
-at-risk and conditional
value
-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
9
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
10
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
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