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~subject:"Risk measure"
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Risk measure
Theorie
95
Theory
94
Risiko
22
Risk
20
Risikomodell
18
Risk model
18
Versicherungstechnik
17
Risikomaß
16
Versicherungsmathematik
16
Actuarial mathematics
14
Messung
14
Measurement
13
Portfolio selection
13
Portfolio-Management
13
Risikotheorie
10
Risk management
10
Stochastic process
10
Stochastischer Prozess
10
Black-Scholes model
9
Black-Scholes-Modell
8
Cash Flow
8
Cash flow
8
Comonotonicity
8
Insurance premium
8
Multivariate Verteilung
8
Multivariate distribution
8
Option pricing theory
8
Optionspreistheorie
8
Risikomanagement
8
Versicherung
8
Versicherungsbeitrag
8
Estimation theory
7
Finanzmathematik
7
Mathematical finance
7
Schätztheorie
7
Insurance
6
Interest rate
6
Option trading
6
Optionsgeschäft
6
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7
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Book / Working Paper
9
Article
7
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7
Aufsatz in Zeitschrift
7
Arbeitspapier
6
Working Paper
6
Graue Literatur
3
Non-commercial literature
3
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English
16
Author
All
Goovaerts, Marc J.
12
Dhaene, Jan
6
Kaas, R.
6
Vanduffel, Steven
5
De Schepper, Ann
4
Laeven, Roger J. A.
4
Darkiewicz, G.
3
Heijnen, Bart
3
Laeven, R. J. A.
3
Tank, Fatih
2
Van Weert, Koen
2
Chen, X.
1
Koch, Inge
1
Linders, Danie͏̈l
1
Linders, Daniël
1
Tang, Q.
1
Tang, Qihe
1
Van Duffel, Steven
1
Vyncke, David
1
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Insurance / Mathematics & economics
5
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
2
AFI
1
Discussion paper / Tinbergen Institute
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Tijdschrift voor economie en management
1
Working paper / Studiecentrum Toegepaste Economie, Universiteit Antwerpen, Rijksuniversitair Centrum Antwerpen, Faculteit Toegepaste Economische Wetenschappen
1
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ECONIS (ZBW)
16
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1
Extreme values of tail probabilities
De Schepper, Ann
;
Heijnen, Bart
-
1991
Persistent link: https://www.econbiz.de/10000880750
Saved in:
2
Risk management under incomplete information : exact upper and lower bounds for the probability to reach extreme values
De Schepper, Ann
(
contributor
);
Heijnen, Bart
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003388767
Saved in:
3
Risk management under incomplete information : exact upper and lower bounds for the value at risk
De Schepper, Ann
(
contributor
);
Heijnen, Bart
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003388775
Saved in:
4
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge
;
De Schepper, Ann
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 386-402
Persistent link: https://www.econbiz.de/10003755755
Saved in:
5
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:
6
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
Saved in:
7
Worst case risk measurement : back to the future?
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 380-392
Persistent link: https://www.econbiz.de/10009404700
Saved in:
8
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:
9
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
Goovaerts, Marc J.
;
Linders, Danie͏̈l
;
Van Weert, Koen
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10009557646
Saved in:
10
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:
1
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