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subject:"Credit risk"
~subject:"Volatilität"
~isPartOf:"Insurance / Mathematics & economics"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Volatilität
Risikomaß
217
Risk measure
217
Theorie
173
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173
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122
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121
Portfolio selection
105
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93
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76
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Furman, Edward
2
Su, Jianxi
2
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Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Cai, Jun
1
Chavez-Demoulin, Valérie
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Cheung, Ka Chun
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Liu, Fangda
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Insurance / Mathematics & economics
Journal of banking & finance
43
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
35
Finance research letters
32
Journal of risk
25
International review of financial analysis
22
The journal of risk model validation
22
Economic modelling
21
International journal of forecasting
21
The journal of credit risk : published quarterly by Incisive Media
19
Risks : open access journal
18
Journal of empirical finance
17
Journal of international financial markets, institutions & money
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
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Applied economics
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Econometric Institute research papers
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The European journal of finance
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Journal of risk management in financial institutions
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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International journal of economics and financial issues : IJEFI
9
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9
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8
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Pacific-Basin finance journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Deutsche Bundesbank
7
Journal of mathematical finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
2
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
3
Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
Saved in:
4
Multiple risk factor dependence structures : distributional properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
Saved in:
5
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
6
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
7
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
8
Capital requirements with defaultable securities
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 58-67
Persistent link: https://www.econbiz.de/10010366206
Saved in:
9
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
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