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isPartOf:"The VaR implementation handbook"
subject:"Risk measure"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Insurance"
~subject:"Theory"
~subject:"Value-at-Risk"
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Risk measure
Insurance
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Risk management
222
Risikomanagement
221
Theorie
161
Risiko
116
Risk
116
Portfolio selection
99
Portfolio-Management
99
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96
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67
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67
Measurement
47
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35
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Cossette, Hélène
7
Mao, Tiantian
6
Gatzert, Nadine
5
Marceau, Etienne
5
Tan, Ken Seng
5
Tang, Qihe
5
Cai, Jun
4
Cheung, Ka Chun
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Chi, Yichun
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Dhaene, Jan
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Hu, Taizhong
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Laeven, Roger J. A.
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Shevchenko, Pavel V.
4
Wang, Ruodu
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Yang, Fan
4
Asimit, Alexandru V.
3
Boonen, Tim J.
3
Denuit, Michel
3
Feng, Runhuan
3
Furman, Edward
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Ling, Chengxiu
3
Peters, Gareth W.
3
Tsanakas, Andreas
3
Zhang, Yiying
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Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
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The VaR implementation handbook
Insurance / Mathematics & economics
European journal of operational research : EJOR
130
Journal of banking & finance
107
Risks : open access journal
96
SpringerLink / Bücher
69
Finance research letters
55
The journal of operational risk
51
Journal of risk
50
Journal of risk management in financial institutions
50
Energy economics
40
Europäische Hochschulschriften / 5
38
NBER working paper series
36
Economic modelling
35
Journal of risk and financial management : JRFM
35
Gabler Edition Wissenschaft
34
Quantitative finance
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Working paper / National Bureau of Economic Research, Inc.
32
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
31
The journal of risk model validation
30
International journal of production research
29
International journal of production economics
28
International journal of theoretical and applied finance
28
International review of financial analysis
28
Research paper series / Swiss Finance Institute
28
The North American journal of economics and finance : a journal of financial economics studies
28
Discussion paper / Tinbergen Institute
27
NBER Working Paper
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International review of economics & finance : IREF
26
The European journal of finance
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Journal of empirical finance
24
Scandinavian actuarial journal
23
Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
21
International journal of risk assessment and management : IJRAM
21
Applied economics
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Wiley finance series
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American journal of agricultural economics
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Journal of economic dynamics & control
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ECONIS (ZBW)
185
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1
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:
2
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
3
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:
4
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
5
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:
6
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
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7
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
8
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
9
Bivariate distribution regression with application to insurance data
Wang, Yunyun
;
Oka, Tatsushi
;
Zhu, Dan
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 215-232
Persistent link: https://www.econbiz.de/10014466213
Saved in:
10
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
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