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isPartOf:"The VaR implementation handbook"
subject:"Risk measure"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Value-at-Risk"
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Search: subject_exact:"Risk management"
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Risk measure
Value-at-Risk
Risk management
273
Risikomanagement
271
Theorie
172
Theory
172
Risk
134
Risiko
133
Portfolio selection
123
Portfolio-Management
123
Risikomaß
119
Risikomodell
69
Risk model
69
Measurement
49
Messung
49
Statistical distribution
39
Statistische Verteilung
39
Hedging
37
Reinsurance
35
Rückversicherung
35
Mortality
28
Sterblichkeit
28
Multivariate Verteilung
27
Multivariate distribution
27
Stochastic process
25
Stochastischer Prozess
25
Credit risk
21
Kreditrisiko
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18
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Life insurance
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Capital allocation
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Option pricing theory
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Optionspreistheorie
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Probability theory
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Wahrscheinlichkeitsrechnung
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Versicherung
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English
120
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Mao, Tiantian
6
Cossette, Hélène
4
Hu, Taizhong
4
Tan, Ken Seng
4
Wang, Ruodu
4
Cai, Jun
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Ling, Chengxiu
3
Marceau, Etienne
3
Tang, Qihe
3
Yang, Fan
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Chi, Yichun
2
Cui, Wei
2
Eling, Martin
2
Furman, Edward
2
Guillén, Montserrat
2
Hammoudeh, Shawkat
2
Heras, Antonio
2
Jung, Kwangmin
2
Kang, Sang Hoon
2
Laeven, Roger J. A.
2
Liu, Fangda
2
McAleer, Michael
2
Mensi, Walid
2
Peng, Liang
2
Peng, Zuoxiang
2
Rüschendorf, Ludger
2
Santos, Paulo Araújo
2
Shen, Qingjie
2
Wang, Xing
2
Wang, Ying
2
Wei, Yunran
2
Weng, Chengguo
2
Zhang, Yiying
2
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The VaR implementation handbook
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
38
Economic modelling
27
The journal of operational risk
27
Finance research letters
26
Energy economics
25
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
SpringerLink / Bücher
12
Working papers
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
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ECONIS (ZBW)
120
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1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
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
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
5
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
6
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
7
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
8
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
9
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
10
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
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