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subject:"Statistische Methode"
~subject:"Risk"
~isPartOf:"Mathematics and financial economics"
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Mathematics and financial economics
Insurance / Mathematics & economics
92
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30
European journal of operational research : EJOR
27
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23
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22
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The age of economic measurement : [Workshop at Duke University on 28-30 April 2000]
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1
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
2
Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Zimper, Alexander
;
Assa, Hirbod
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012500030
Saved in:
3
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
4
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
Saved in:
5
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
6
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
7
Golden options in financial mathematics
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 637-659
Persistent link: https://www.econbiz.de/10012055896
Saved in:
8
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
9
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco
;
Maggis, Marco
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Saved in:
10
Strongly consistent multivariate conditional risk measures
Hoffmann, Hannes
;
Meyer-Brandis, Thilo
;
Svindland, Gregor
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 413-444
Persistent link: https://www.econbiz.de/10011963870
Saved in:
11
Natural risk measures
Assa, Hirbod
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
Saved in:
12
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
Saved in:
13
Measuring risk with multiple eligible assets
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
Saved in:
14
On the Lebesgue property of monotone convex functions
Owari, Keita
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 159-167
Persistent link: https://www.econbiz.de/10010341763
Saved in:
15
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
16
Liquidity-adjusted risk measures
Weber, Stefan
;
Anderson, W.
;
Hamm, A.-M.
;
Knispel, Thomas
; …
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 69-91
Persistent link: https://www.econbiz.de/10009708950
Saved in:
17
Lebesgue property for convex risk measures on Orlicz spaces
Orihuela, J.
;
Ruiz Galán, M.
- In:
Mathematics and financial economics
6
(
2012
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10009544188
Saved in:
18
Exchanges and measures of risks
Flåm, Sjur D.
- In:
Mathematics and financial economics
5
(
2011
)
4
,
pp. 249-267
Persistent link: https://www.econbiz.de/10009549053
Saved in:
19
Set-valued risk measures for conical market models
Hamel, Andreas
;
Heyde, Frank
;
Rudloff, Birgit
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009160246
Saved in:
20
On efficient portfolio selection using convex risk measures
Kountzakis, Christos E.
- In:
Mathematics and financial economics
4
(
2011
)
3
,
pp. 223-252
Persistent link: https://www.econbiz.de/10009152819
Saved in:
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