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~subject:"Risk management"
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Risk management
Theorie
219
Theory
219
China
110
Risiko
79
Risk
79
Portfolio selection
62
Portfolio-Management
62
Risikomaß
44
Risk measure
44
Risikomanagement
40
Risikomodell
40
Risk model
40
Measurement
37
Messung
37
Consumer behaviour
28
Konsumentenverhalten
28
Welt
28
World
28
Volatility
27
Volatilität
27
Option pricing theory
26
Optionspreistheorie
26
Versicherungsmathematik
24
Actuarial mathematics
23
Capital income
22
Kapitaleinkommen
22
Lieferkette
22
Supply chain
22
Statistical distribution
21
Statistische Verteilung
21
Hedging
20
Börsenkurs
19
Share price
19
Mathematical programming
18
Mathematische Optimierung
18
Aktienmarkt
17
Biofuel
17
Biokraftstoff
17
Estimation
17
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Article
26
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14
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26
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26
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
40
Author
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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
Bo, Hongguang
2
Chen, Xiao Alison
2
Chen, Xiayu
2
Chen, Xuesheng
2
Darkiewicz, G.
2
Hanbali, Hamza
2
Laeven, R. J. A.
2
Laeven, Roger J. A.
2
Liu, Caixia
2
Tang, Qihe
2
Wei, Shaobo
2
Chen, Xiaohui
1
Chen, Xiaoling
1
Chen, Xiuwen
1
Chen, Xizhuo
1
Chen, Zhensong
1
Chernih, Andrew
1
Cheung, Ka Chun
1
De Gennaro Aquino, Luca
1
De Vecchi, Corrado
1
Du, Jiangze
1
Gong, Jincheng
1
Goovaerts, M.
1
Guo, Xiaolong
1
Henrard, Luc
1
Huang, Yongkang
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
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion paper / Tinbergen Institute
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
1
Information & management : the international journal of information systems applications
1
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The European journal of finance
1
The journal of operational risk
1
The journal of risk & insurance
1
The journal of risk model validation
1
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ECONIS (ZBW)
40
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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
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:
3
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:
4
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:
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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