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
~language:"eng"
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
On a family of coherent measur...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Risiko
10
Risk
10
Risikomaß
8
Risk measure
8
Measurement
4
Messung
4
Risikomanagement
4
Risk management
4
Portfolio selection
3
Portfolio-Management
3
Allocation
2
Allokation
2
Ausreißer
2
Convex risk measure
2
Decision under risk
2
Entscheidung unter Risiko
2
Erwartungsnutzen
2
Expected utility
2
Outliers
2
Risikoaversion
2
Risk aversion
2
Risk profile
2
Statistical distribution
2
Statistische Verteilung
2
Aggregation
1
Applied probability
1
Association
1
Coherent risk measure
1
Distortion function
1
Diversification
1
Diversifikation
1
Dual increasing convex order
1
Dual representation
1
Entropie
1
Entropy
1
Extreme value theory
1
First-order stochastic dominance
1
Higher-order expected shortfall
1
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
14
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
Undetermined
52
Author
All
Hu, Taizhong
17
Mao, Tiantian
6
Zou, Zhenfeng
5
Wu, Qinyu
2
Xia, Zichao
2
Zhuang, Weiwei
2
Chen, Die
1
Chen, Yu
1
Chen, Yuyu
1
Chen, Zijin
1
Liu, Jie
1
Lv, Wenhua
1
Müller, Alfred
1
Pan, Xiaoqing
1
Scarsini, Marco
1
Sun, Hongfang
1
Wang, Ruodu
1
Xu, Maochao
1
Yang, Jianping
1
Yang, Yang
1
more ...
less ...
Institution
All
International Centre for Economic Research (ICER)
1
Published in...
All
Insurance / Mathematics & economics
10
European journal of operational research : EJOR
2
ICER Working Papers - Applied Mathematics Series
1
Insurance : mathematics and economics
1
Transportation research / E : an international journal
1
Source
All
ECONIS (ZBW)
16
RePEc
1
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
2
Adjusted higher-order expected shortfall
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015066721
Saved in:
3
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
4
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
5
Second-order expansions of the risk concentration based on CTE
Mao, Tiantian
;
Lv, Wenhua
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 449-456
Persistent link: https://www.econbiz.de/10009672171
Saved in:
6
A new proof of Cheung’s characterization of comonotonicity
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 214-216
Persistent link: https://www.econbiz.de/10008989348
Saved in:
7
Optimal allocation of policy limits and deductibles under distortioon risk measures
Zhuang, Weiwei
;
Chen, Zijin
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 409-414
Persistent link: https://www.econbiz.de/10009517623
Saved in:
8
Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 413-422
Persistent link: https://www.econbiz.de/10009542257
Saved in:
9
Stochastic comparisons of capital allocations with applications
Xu, Maochao
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10009544173
Saved in:
10
L p-metric under the location-independent risk ordering of random variables
Yang, Jianping
;
Zhuang, Weiwei
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 321-324
Persistent link: https://www.econbiz.de/10010469973
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
