//--> //--> //--> //-->
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
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
Risk measures based on behavio...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
58
Theory
58
Risiko
39
Risk
39
Risikomaß
30
Risk measure
30
Risikomanagement
29
Risk management
29
Reinsurance
18
Rückversicherung
18
Japan
15
Portfolio selection
15
Portfolio-Management
15
Measurement
13
Messung
13
Statistical distribution
12
Statistische Verteilung
12
Capital income
11
Kapitaleinkommen
11
Risikomodell
11
Risk model
11
Stochastic process
11
Stochastischer Prozess
11
China
10
Ankündigungseffekt
9
Announcement effect
9
Börsenkurs
9
Share price
9
Estimation
8
Estimation theory
8
Schätztheorie
8
Volatility
8
Volatilität
8
Risk aversion
7
Schätzung
7
Securities trading
7
Wertpapierhandel
7
Decision under risk
6
Entscheidung unter Risiko
6
Mathematical programming
6
more ...
less ...
Online availability
All
Undetermined
110
Free
41
CC license
4
Type of publication
All
Article
215
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
101
Aufsatz in Zeitschrift
101
Arbeitspapier
7
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
3
Book section
3
Article
1
more ...
less ...
Language
All
English
139
Undetermined
110
German
2
Author
All
Cai, Jun
173
Mao, Tiantian
44
Hu, Taizhong
17
Wang, Ruodu
17
Cai, J.
16
Hamao, Yasushi
16
Ahn, Hee-Joon
11
Liu, Haiyan
10
Ahn, Hee-joon
9
Cai, Jianfeng
9
Ho, Richard Y.K.
9
Wei, Wei
9
Willmot, Gordon E.
9
Chen, Tao
8
Cheung, Stephen Y. L.
8
Liu, Fangda
8
Melvin, Michael
8
Cheung, Yan-Leung
7
Cheung, Yan Leung
6
Zhou, Ming
6
Ho, Richard Yan-ki
5
Lemieux, Christiane
5
Yamada, Takeshi
5
Yang, Huan
5
Zhang, Zheng
5
Bailey, Warren
4
Bollerslev, Tim
4
Cai, Jingcao
4
Dickson, David C. M.
4
Horrace, William C.
4
Lei, Deming
4
Luo, Miao
4
Qin, Yiyi
4
Wang, Fenghua
4
Webb, Robert I.
4
Weng, Chengguo
4
Yang, Fan
4
Chan, K. C.
3
Chan, Kalok
3
Chen, Die
3
more ...
less ...
Institution
All
Centre for Actuarial Studies
4
Tilburg University, School of Economics and Management
2
Department of Economics, W.P. Carey School of Business
1
Tilburg University, Center for Economic Research
1
Published in...
All
Insurance / Mathematics & economics
37
Insurance: Mathematics and Economics
19
Pacific-Basin finance journal
8
The journal of futures markets
6
International journal of production research
5
Journal of banking & finance
5
Journal of empirical finance
5
Asia-Pacific journal of financial studies
4
China Finance Review International
4
Pacific-Basin Finance Journal
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
China economic review : an international journal
3
Economic modelling
3
Japan and the world economy : international journal of theory and policy
3
Journal of Futures Markets
3
Scandinavian actuarial journal
3
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Biometrika
2
China finance review international
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
Emerging markets review
2
Energy
2
IEEE transactions on reliability : R ; IEEE T R
2
International review of economics & finance : IREF
2
Journal of Banking & Finance
2
Journal of Multivariate Analysis
2
Journal of financial intermediation
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of the Japanese and international economies : an international journal ; JJIE
2
Other publications TiSEM
2
Statistics & Probability Letters
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
The journal of technology transfer
2
The review of financial studies
2
AFA 2006 Boston Meetings Paper
1
Applied Financial Economics
1
Applied economics letters
1
Applied financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
135
RePEc
60
OLC EcoSci
48
Other ZBW resources
6
EconStor
1
USB Cologne (EcoSocSci)
1
Showing
31
-
40
of
251
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
32
Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability
Cai, Jun
;
Fang, Ying
;
Li, Zhi
;
Willmot, Gordon E.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10009729146
Saved in:
33
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
34
Some new notions of dependence with applications in optimal allocation problems
Cai, Jun
;
Wei, Wei
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
Saved in:
35
Securing coalitional game for distributed cooperative spectrum sensing in multi-channel cognitive radio networks
Kasiri, Behzad
;
Cai, Jun
;
Alfa, Attahiru S.
- In:
Electronic commerce research
15
(
2015
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10011284252
Saved in:
36
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
37
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
38
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
39
Pareto-optimal reinsurance arrangements under general model settings
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011783878
Saved in:
40
Joint insolvency analysis of a shared MAP risk process : a capital allocation application
Cai, Jun
;
Landriault, David
;
Shi, Tianxiang
;
Wei, Wei
- In:
North American actuarial journal
21
(
2017
)
2
,
pp. 178-192
Persistent link: https://www.econbiz.de/10011858008
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->