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isPartOf:"The VaR implementation handbook"
subject:"Risk measure"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Multivariate distribution"
~subject:"Value-at-Risk"
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Risk measure
Multivariate distribution
Value-at-Risk
Risk management
222
Risikomanagement
221
Theorie
161
Theory
161
Risiko
116
Risk
116
Portfolio selection
99
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99
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96
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67
Risk model
67
Measurement
47
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47
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35
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33
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Multivariate Verteilung
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Credit risk
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105
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Cossette, Hélène
7
Mao, Tiantian
6
Marceau, Etienne
5
Hu, Taizhong
4
Tan, Ken Seng
4
Wang, Ruodu
4
Cai, Jun
3
Cheung, Ka Chun
3
Dhaene, Jan
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Ling, Chengxiu
3
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3
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3
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Chi, Yichun
2
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Eling, Martin
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Furman, Edward
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2
Jung, Kwangmin
2
Laeven, Roger J. A.
2
Liu, Fangda
2
Marceau, Étienne
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Mtalai, Itre
2
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2
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The VaR implementation handbook
Insurance / Mathematics & economics
Journal of banking & finance
55
Risks : open access journal
54
Journal of risk
43
European journal of operational research : EJOR
40
Finance research letters
31
Economic modelling
29
Energy economics
29
The journal of operational risk
28
International review of financial analysis
24
The journal of risk model validation
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
22
Quantitative finance
19
International journal of theoretical and applied finance
17
Journal of risk and financial management : JRFM
17
International review of economics & finance : IREF
16
The European journal of finance
16
Applied economics
15
Discussion paper / Tinbergen Institute
14
Finance and stochastics
13
International journal of forecasting
13
Journal of econometrics
13
Journal of empirical finance
13
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
Working papers
12
Computational economics
11
Research in international business and finance
11
Astin bulletin : the journal of the International Actuarial Association
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
The journal of credit risk : published quarterly by Incisive Media
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
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Applied economics letters
8
International journal of production research
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11
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
Saved in:
12
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
13
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
14
Similar risks have similar prices : a useful and exact quantification
Mildenhall, Stephen J.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 203-210
Persistent link: https://www.econbiz.de/10013349010
Saved in:
15
Avoiding zero probability events when computing value at risk contributions
Koike, Takaaki
;
Saporito, Yuri
;
Targino, Rodrigo
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 173-192
Persistent link: https://www.econbiz.de/10013380509
Saved in:
16
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
17
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
18
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
19
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
20
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
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