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Finance and stochastics
Insurance / Mathematics & economics
32
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Preprint / Albert-Ludwigs-Universität Freiburg, Mathematische Fakultät
10
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Stochastic Processes and their Applications
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Risk : managing risk in the world's financial markets
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
2
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
3
Bounds for Functions of Dependent Risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10008222486
Saved in:
4
Bounds for functions of dependent risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10003380013
Saved in:
5
Worst case portfolio vectors and diversification effects
Rüschendorf, Ludger
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10009423231
Saved in:
6
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10009730805
Saved in:
7
Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
Saved in:
8
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
9
Distributional compatibility for change of measures
Shen, Jie
;
Shen, Yi
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 761-794
Persistent link: https://www.econbiz.de/10012023773
Saved in:
10
A framework for measures of risk under uncertainty
Fadina, Tolulope
;
Liu, Yang
;
Wang, Ruodu
- In:
Finance and stochastics
28
(
2024
)
2
,
pp. 363-390
Persistent link: https://www.econbiz.de/10015130325
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