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person:"Cornett, Marcia Millon"
subject:"Theory"
~accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Bhansali, Vineer"
~person:"Mao, Tiantian"
~subject:"Economics of banking"
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Economics of banking
Risikomanagement
14
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Cornett, Marcia Millon
Bernard, Carole
Bhansali, Vineer
Mao, Tiantian
Wang, Ruodu
14
Tan, Ken Seng
9
Boonen, Tim J.
7
Broll, Udo
7
Wu, Desheng Dash
7
Embrechts, Paul
6
Olson, David L.
6
Asimit, Alexandru V.
5
Cai, Jun
5
Chen, An
5
Chi, Yichun
5
Hurlin, Christophe
5
Mitic, Peter
5
Prigent, Jean-Luc
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Bloss, Michael
4
Brandtner, Mario
4
Cossette, Hélène
4
Denuit, Michel
4
Fabozzi, Frank J.
4
Farkas, Walter
4
Furman, Edward
4
Gatzert, Nadine
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Härdle, Wolfgang
4
Liu, Fangda
4
Liu, Haiyan
4
Marceau, Etienne
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Migueis, Marco
4
Mirakhor, Abbas
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Möbius, Christian
4
Pallenberg, Catherine
4
Vanduffel, Steven
4
Welzel, Peter
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Zhang, Yiying
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Insurance / Mathematics & economics
3
Journal of banking & finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Asia-Pacific journal of risk and insurance : APJRI
1
Finance and stochastics
1
Mathematics of operations research
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Scandinavian actuarial journal
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The journal of portfolio management : JPM
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ECONIS (ZBW)
11
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1
Diversifying diversification : downside risk management with portfolios of insurance securities
Bhansali, Vineer
;
Holdom, Jeremie
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 101-113
Persistent link: https://www.econbiz.de/10012517346
Saved in:
2
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:
3
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
4
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:
5
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:
6
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:
7
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
8
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
9
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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