Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Scandinavian actuarial journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal capital allocation bas...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Ausreißer
1
CVaR
1
Estimation theory
1
Haezendonck-Goovaerts risk measure
1
Multivariate Analyse
1
Multivariate analysis
1
Outliers
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
VaR
1
aggregate risk
1
extrapolation
1
extreme value statistics
1
heavy tails
1
multivariate risk measure
1
risk portfolio
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mao, Tiantian
2
Cai, Jun
1
Jia, Huameng
1
Yang, Fan
1
Zhao, Yanchun
1
Published in...
All
Scandinavian actuarial journal
Insurance / Mathematics & economics
18
Insurance: Mathematics and Economics
7
Journal of Multivariate Analysis
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
ASTIN bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
Finance and stochastics
1
International journal of production research
1
Journal of economics and finance
1
Journal of mathematical economics
1
Mathematical Finance
1
Mathematics and financial economics
1
Mathematics of operations research
1
Research paper series / Swiss Finance Institute
1
Review of quantitative finance and accounting
1
Statistical Papers / Springer
1
Statistical papers
1
Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
