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Risikomaß
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20
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Scandinavian actuarial journal
Insurance / Mathematics & economics
253
Journal of banking & finance
183
European journal of operational research : EJOR
134
Journal of risk
125
Risks : open access journal
123
Finance research letters
115
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
66
Discussion paper / Tinbergen Institute
63
Quantitative finance
62
The journal of operational risk
60
Applied economics
57
International journal of theoretical and applied finance
56
The North American journal of economics and finance : a journal of financial economics studies
56
International journal of forecasting
55
Journal of risk and financial management : JRFM
54
Journal of empirical finance
53
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
43
International review of economics & finance : IREF
40
MPRA Paper
39
Research in international business and finance
39
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
37
Journal of economic dynamics & control
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Applied economics letters
34
Operations research
34
Operations research letters
33
SFB 649 discussion paper
33
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ECONIS (ZBW)
41
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1
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
2
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
3
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
4
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
5
Conditional risk measures in a bipartite market structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10011881106
Saved in:
6
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
7
Reinsurance contract design with adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, F. L.
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 784-798
Persistent link: https://www.econbiz.de/10012194998
Saved in:
8
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
9
Optimal asset allocation for participating contracts under the VaR and PI constraint
Dong, Yinghui
;
Wu, Sang
;
Lv, Wenxin
;
Wang, Guojing
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 84-109
Persistent link: https://www.econbiz.de/10012195023
Saved in:
10
Two-step risk analysis in insurance ratemaking
Kang, Seul Ki
;
Peng, Liang
;
Golub, Andrew
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 532-542
Persistent link: https://www.econbiz.de/10012588357
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