Einführung in die Theorie und Praxis statischer Risikomaße
Year of publication: |
2005
|
---|---|
Authors: | Bäuerle, Nicole ; Mundt, André |
Published in: |
Risikomanagement. - Karlsruhe : VVW, Verl. Versicherungswirtschaft, ISBN 3-89952-218-4. - 2005, p. 67-99
|
Subject: | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Vergleich | Comparison | Theorie | Theory | Risikomaß | Risk measure |
-
Neumann, Kristin, (2000)
-
Credible risk measures with applications in actuarial sciences and finance
Pitselis, Georgios, (2016)
-
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel, (2016)
- More ...
-
Dynamic mean-risk optimization in a binomial model
Bäuerle, Nicole, (2009)
-
Dynamic mean-risk optimization in a binomial model
Bäuerle, Nicole, (2009)
-
Dynamic mean-risk optimization in a binomial model
Bäuerle, Nicole, (2009)
- More ...