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~subject:"Risikomaß"
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Risikomaß
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Computational economics
Insurance / Mathematics & economics
136
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107
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75
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74
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68
Finance research letters
54
Economic modelling
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International review of financial analysis
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1
Optimal stop-loss reinsurance under the VaR and CTE risk measures : variable transformation method
Du, Junhong
;
Li, Zhiming
;
Wu, Lijun
- In:
Computational economics
53
(
2019
)
3
,
pp. 1133-1151
Persistent link: https://www.econbiz.de/10012135119
Saved in:
2
Risk : an R package for financial risk measures
Chan, Stephen
;
Nadarajah, Saralees
- In:
Computational economics
53
(
2019
)
4
,
pp. 1337-1351
Persistent link: https://www.econbiz.de/10012135135
Saved in:
3
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
4
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
Computational economics
44
(
2014
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
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5
Models and simulations for portfolio rebalancing
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, …
- In:
Computational economics
33
(
2009
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10003828842
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6
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
7
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
8
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Computational economics
46
(
2015
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
Saved in:
9
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
10
Tail risk early warning system for capital markets based on machine learning algorithms
Zhang, Zongxin
;
Chen, Ying
- In:
Computational economics
60
(
2022
)
3
,
pp. 901-923
Persistent link: https://www.econbiz.de/10013380850
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