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1
A model-based index for systemic
risk
contribution
measurement
in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
2
Mixed data sampling expectile regression with applications to measuring financial
risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
3
Optimal
reinsurance
and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming
;
Yuen, Kam Chuen
- In:
Economic modelling
29
(
2012
)
2
,
pp. 198-207
Persistent link: https://www.econbiz.de/10009536037
Saved in:
4
Optimal
reinsurance
policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
5
Measuring systemic
risk
using vine-copula
Pourkhanali, Armin
;
Kim, Jong-Min
;
Tafakori, Laleh
; …
- In:
Economic modelling
53
(
2016
),
pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
Saved in:
6
Solvency capital requirement for a temporal dependent losses in insurance
Araichi, Sawssen
;
Peretti, Christian de
;
Belkacem, Lotfi
- In:
Economic modelling
58
(
2016
),
pp. 588-598
Persistent link: https://www.econbiz.de/10011647930
Saved in:
7
Statistical premium in correlated losses of insurance
Lai, Li-Hua
- In:
Economic modelling
49
(
2015
),
pp. 248-253
Persistent link: https://www.econbiz.de/10011439542
Saved in:
8
Measuring systemic
risk
with regime switching in tails
Liu, Xiaochun
- In:
Economic modelling
67
(
2017
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
Saved in:
9
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-240
Persistent link: https://www.econbiz.de/10003817081
Saved in:
10
Optimal
risk
and dividend strategies with transaction costs and terminal value
Cheng, Gongpin
;
Zhao, Yongxia
- In:
Economic modelling
54
(
2016
),
pp. 522-536
Persistent link: https://www.econbiz.de/10011642298
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