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Finance and stochastics
Insurance / Mathematics & economics
38
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Finance and Stochastics
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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:
2
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:
3
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:
4
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:
5
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:
6
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
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7
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
Saved in:
8
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
9
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
10
Editorial
Delbaen, Freddy
;
Embrechts, Paul
;
Föllmer, Hans
; …
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008215026
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