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Risk management
Theorie
144
Theory
144
Portfolio selection
52
Portfolio-Management
52
Risiko
49
Risk
49
Risikomaß
36
Risikomodell
36
Risk measure
36
Risk model
36
Risikomanagement
28
Measurement
25
Messung
25
Option pricing theory
24
Optionspreistheorie
24
core
23
Actuarial mathematics
18
Versicherungsmathematik
18
Hedging
17
Statistical distribution
17
Statistische Verteilung
17
Lebensversicherung
16
Life insurance
16
Finanzmathematik
14
Mathematical finance
14
Correlation
13
Korrelation
13
Volatility
13
Volatilität
13
human capital
13
Option trading
12
Optionsgeschäft
12
Privatization
12
Risk aversion
12
Stochastic process
12
Stochastischer Prozess
12
Black-Scholes model
11
Insurance
11
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11
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11
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Article
17
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17
Aufsatz in Zeitschrift
17
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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5
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English
28
Author
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Dhaene, Jan
17
Vanduffel, Steven
15
Bernard, Carole
9
Stassen, Ben
6
Goovaerts, Marc J.
4
Rüschendorf, Ludger
4
Denuit, Michel
3
Devolder, Pierre
3
Kukush, Alexander
3
Luciano, Elisa
3
Schoutens, Wim
3
Vellekoop, Michel
3
Yao, Jing
3
Darkiewicz, G.
2
Hanbali, Hamza
2
Kaas, R.
2
Laeven, R. 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
Laeven, Roger J. A.
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
7
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
1
The journal of risk model validation
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ECONIS (ZBW)
28
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
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