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accessRights:"restricted"
subject:"Basel Accord"
~person:"Broll, Udo"
~person:"Hurlin, Christophe"
~person:"Tan, Ken Seng"
~subject:"Theorie"
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Basel Accord
Theorie
Risikomanagement
29
Risk management
29
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21
Portfolio selection
11
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11
Hedging
10
Risikomaß
10
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risk management
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Broll, Udo
Hurlin, Christophe
Tan, Ken Seng
Wang, Ruodu
14
Boonen, Tim J.
8
Wu, Desheng Dash
7
Embrechts, Paul
6
Olson, David L.
6
Asimit, Alexandru V.
5
Bernard, Carole
5
Cai, Jun
5
Chen, An
5
Chi, Yichun
5
Dionne, Georges
5
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5
Mao, Tiantian
5
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5
Mitic, Peter
5
Prigent, Jean-Luc
5
Righi, Marcelo Brutti
5
Rösch, Daniel
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Wernz, Johannes
5
Brandtner, Mario
4
Cossette, Hélène
4
Denuit, Michel
4
Fabozzi, Frank J.
4
Farkas, Walter
4
Furman, Edward
4
Grundke, Peter
4
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4
Li, Jianping
4
Liu, Fangda
4
Liu, Haiyan
4
Marceau, Etienne
4
Mirakhor, Abbas
4
Möbius, Christian
4
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European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Economics and business review
2
Schmalenbach business review : sbr
2
Astin bulletin : the journal of the International Actuarial Association
1
Contemporary economics
1
IMA journal of management mathematics
1
Journal of financial intermediation
1
Journal of forecasting
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Scandinavian actuarial journal
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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1
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
2
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
3
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
4
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
5
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
6
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena
;
Hué, Sullivan
;
Hurlin, Christophe
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Saved in:
7
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
8
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
9
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
10
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng
;
Wei, Pengyu
;
Wei, Wei
;
Zhuang, Sheng Chao
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
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