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accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Boonen, Tim J."
~person:"Farkas, Walter"
~person:"Liu, Fangda"
~subject:"Bank"
~subject:"Outliers"
~subject:"Risikomaß"
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23
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17
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12
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Bernard, Carole
Boonen, Tim J.
Farkas, Walter
Liu, Fangda
Wang, Ruodu
14
Cai, Jun
7
Mao, Tiantian
7
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Li, Jianping
6
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Mensi, Walid
5
Mitic, Peter
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Zhu, Xiaoqian
5
Al-Yahyaee, Khamis Hamed
4
Guillén, Montserrat
4
Hassan, M. Kabir
4
Hurlin, Christophe
4
Karmakar, Madhusudan
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Naeem, Muhammad Abubakr
4
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4
Pallenberg, Catherine
4
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4
Tiwari, Aviral Kumar
4
Vanduffel, Steven
4
Wang, Gang-Jin
4
Yang, Fan
4
Asimit, Alexandru V.
3
Bouri, Elie
3
Chen, An
3
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5
European journal of operational research : EJOR
3
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2
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2
Research paper series / Swiss Finance Institute
2
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
17
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1
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
2
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
3
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
4
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
5
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
6
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
7
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
8
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
9
Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas
;
Farkas, Walter
;
Kull, Andreas
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 39-47
Persistent link: https://www.econbiz.de/10012419227
Saved in:
10
A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter
;
Fringuellotti, Fulvia
;
Tunaru, Radu
- In:
The journal of corporate finance : contracting, …
65
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012423657
Saved in:
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