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Optimal reinsurance: A risk sh...
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Risikomanagement
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Coleman, Thomas F.
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Guillén, Montserrat
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Journal of risk
Finance research letters
374
Journal of banking & finance
363
Risks : open access journal
340
Journal of risk management in financial institutions
321
Insurance / Mathematics & economics
318
European journal of operational research : EJOR
294
International journal of production research
292
SpringerLink / Bücher
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International journal of production economics
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International review of economics & finance : IREF
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International journal of project management : the journal of The International Project Management Association
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Managing business risk : a practical guide to protecting your business
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World Bank E-Library Archive
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Research in international business and finance
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Wiley finance series
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ECONIS (ZBW)
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Nonnegative risk components
Staum, Jeremy
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011438960
Saved in:
2
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
3
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
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4
Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu
;
Li, Shouwei
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
Saved in:
5
Time-varying tail dependence networks of financial institutions
Wen, Fenghua
;
Weng, Kaiyan
;
Cao, Jie
- In:
Journal of risk
23
(
2021
)
6
,
pp. 67-94
Persistent link: https://www.econbiz.de/10013473144
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6
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
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7
Assessing systemic fragility : a probabilistic perspective
Radev, Deyan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 47-74
Persistent link: https://www.econbiz.de/10014342462
Saved in:
8
The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Hamerle, Alfred
;
Liebig, Thilo
;
Schropp, Hans-Jochen
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10013262916
Saved in:
9
Monitoring transmission of systemic risk : application of partial least squares structural equation modeling in financial stress testing
Avkiran, Necmi K.
;
Ringle, Christian M.
;
Low, Rand Kwong Yew
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 83-115
Persistent link: https://www.econbiz.de/10011914676
Saved in:
10
The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang
;
Uryasev, Stan
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
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