//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Boonen, Tim J."
~person:"Liu, Fangda"
~subject:"Bank"
~subject:"Layer reinsurance"
~subject:"Risikomaß"
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
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bank
Layer reinsurance
Risikomaß
Risikomanagement
13
Risk management
13
Theorie
11
Theory
11
Risk measure
9
Risiko
8
Risk
8
Portfolio selection
5
Portfolio-Management
5
Reinsurance
5
Rückversicherung
5
Measurement
4
Messung
4
Capital allocation
3
Insurance
3
Optimal reinsurance
3
Versicherung
3
Allocation
2
Allokation
2
Aumann-Shapley value
2
Bank risk
2
Bankrisiko
2
Basel Accord
2
Basler Akkord
2
Distortion risk measure
2
Economics of insurance
2
Pareto efficiency
2
Pareto optimality
2
Pareto-Optimum
2
Risikomodell
2
Risk model
2
Versicherungsökonomik
2
value at risk
2
Aitchison geometry
1
Ausreißer
1
Backward-forward optimization
1
Basel III
1
Bowley optimality
1
Conditional value at risk
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Boonen, Tim J.
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
Bernard, Carole
4
Farkas, Walter
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
Nahar, Shamsun
4
Pallenberg, Catherine
4
Shahzad, Syed Jawad Hussain
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
Chen, Yu
3
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Mathematics of operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
8
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:
9
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->