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accessRights:"restricted"
subject:"Basel Accord"
~person:"Cai, Jun"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Basel Accord
Risikomaß
Risikomanagement
7
Risk management
7
Risk measure
7
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6
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6
Theorie
5
Theory
5
Measurement
4
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Aufsatz in Zeitschrift
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English
7
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Cai, Jun
Wang, Ruodu
15
Mao, Tiantian
7
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Rösch, Daniel
6
Boonen, Tim J.
5
Chaudhry, Sajid M.
5
Kumar, Dilip
5
Li, Jianping
5
Mensi, Walid
5
Migueis, Marco
5
Mitic, Peter
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Tiwari, Aviral Kumar
5
Al-Yahyaee, Khamis Hamed
4
Asimit, Alexandru V.
4
Bernard, Carole
4
Brandtner, Mario
4
Guillén, Montserrat
4
Härdle, Wolfgang
4
Karmakar, Madhusudan
4
Liu, Fangda
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Righi, Marcelo Brutti
4
Vanduffel, Steven
4
Wang, Gang-Jin
4
Zhu, Xiaoqian
4
Chen, An
3
Chen, Yu
3
Chi, Xie
3
Chi, Yichun
3
Cohen, Ruben D.
3
Cossette, Hélène
3
Curti, Filippo
3
Dionne, Georges
3
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3
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Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Journal of empirical finance
1
Scandinavian actuarial journal
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ECONIS (ZBW)
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1
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
2
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
3
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
4
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
5
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
6
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
7
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:
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