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~subject:"Risikomanagement"
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Can a Coherent Risk Measure Be...
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Risikomanagement
Theorie
167
Theory
167
Risiko
59
Risk
59
Portfolio selection
53
Portfolio-Management
53
Risikomaß
42
Risk measure
42
Risikomodell
38
Risk model
38
Measurement
32
Messung
32
Risk management
29
Option pricing theory
25
Optionspreistheorie
25
Versicherungsmathematik
21
Actuarial mathematics
20
Hedging
18
Statistical distribution
18
Statistische Verteilung
18
Lebensversicherung
16
Life insurance
16
Stochastic process
15
Stochastischer Prozess
15
Versicherung
15
Finanzmathematik
14
Insurance
14
Mathematical finance
14
Volatility
14
Volatilität
14
Black-Scholes model
13
Correlation
13
Korrelation
13
Black-Scholes-Modell
12
Option trading
12
Optionsgeschäft
12
Estimation theory
11
Risikoaversion
11
Risk aversion
11
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Article
18
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18
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Arbeitspapier
5
Graue Literatur
5
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5
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5
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English
29
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Dhaene, Jan
17
Vanduffel, Steven
15
Bernard, Carole
9
Stassen, Ben
6
Goovaerts, Marc J.
5
Rüschendorf, Ludger
4
Denuit, Michel
3
Devolder, Pierre
3
Kaas, R.
3
Kukush, Alexander
3
Luciano, Elisa
3
Schoutens, Wim
3
Vellekoop, Michel
3
Yao, Jing
3
Darkiewicz, G.
2
Hanbali, Hamza
2
Laeven, R. J. A.
2
Laeven, Roger J. A.
2
Tang, Qihe
2
Chernih, Andrew
1
Cheung, Ka Chun
1
De Gennaro Aquino, Luca
1
De Vecchi, Corrado
1
Henrard, Luc
1
Kazzi, Rodrigue
1
Linders, Daniël
1
Lo, Ambrose
1
Perchiazzo, Andrea
1
Pesenti, Silvana M.
1
Puccetti, Giovanni
1
Robert, Christian Yann
1
Small, Daniel
1
Tang, Q.
1
Trufin, Julien
1
Wang, Ruodu
1
Zhang, Yiying
1
Zhou, Ming
1
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Insurance / Mathematics & economics
8
Scandinavian actuarial journal
3
AFI
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Discussion paper / Tinbergen Institute
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The European journal of finance
1
The journal of risk & insurance
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The journal of risk model validation
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ECONIS (ZBW)
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Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2004
Persistent link: https://www.econbiz.de/10002263701
Saved in:
2
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2006
Persistent link: https://www.econbiz.de/10003329677
Saved in:
3
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Qihe
;
Goovaerts, …
-
2004
Persistent link: https://www.econbiz.de/10002153389
Saved in:
4
Risk measures and comonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Q.
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003329684
Saved in:
5
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
Saved in:
6
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:
7
Reconciling credit correlations
Chernih, Andrew
;
Henrard, Luc
;
Vanduffel, Steven
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 47-64
Persistent link: https://www.econbiz.de/10003995410
Saved in:
8
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
9
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:
10
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
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