//--> //--> //--> //-->
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
person:"Cornett, Marcia Millon"
subject:"Theory"
~accessRights:"restricted"
~person:"Bhansali, Vineer"
~person:"Embrechts, Paul"
~person:"Mao, Tiantian"
~subject:"Economics of banking"
~subject:"Expected shortfall"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Theory
Economics of banking
Expected shortfall
Risk management
16
Risikomanagement
14
Risikomaß
13
Risk measure
13
Theorie
12
Portfolio selection
10
Portfolio-Management
10
Risiko
10
Risk
10
Measurement
8
Messung
8
Basel Accord
5
Basler Akkord
5
Statistical distribution
4
Statistische Verteilung
4
robustness
4
Ausreißer
3
Bank risk
3
Bankrisiko
3
Outliers
3
expected shortfall
3
Compound distributions
2
Estimation theory
2
Fast Fourier transform
2
Financial services
2
Finanzdienstleistung
2
Panjer recursion
2
Reinsurance
2
Robust statistics
2
Robustes Verfahren
2
Rückversicherung
2
Schätztheorie
2
Value-at-Risk
2
risk management
2
risk sharing
2
value-at-risk
2
ARCH model
1
ARCH-Modell
1
Aggregation-robustness
1
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Cornett, Marcia Millon
Bhansali, Vineer
Embrechts, Paul
Mao, Tiantian
Wang, Ruodu
14
Tan, Ken Seng
9
Boonen, Tim J.
7
Broll, Udo
7
Wu, Desheng Dash
7
Olson, David L.
6
Asimit, Alexandru V.
5
Bernard, Carole
5
Cai, Jun
5
Chen, An
5
Chi, Yichun
5
Hurlin, Christophe
5
Härdle, Wolfgang
5
Mitic, Peter
5
Prigent, Jean-Luc
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Brandtner, Mario
4
Cossette, Hélène
4
Denuit, Michel
4
Fabozzi, Frank J.
4
Farkas, Walter
4
Furman, Edward
4
Gatzert, Nadine
4
Guillén, Montserrat
4
Liu, Fangda
4
Liu, Haiyan
4
Marceau, Etienne
4
Migueis, Marco
4
Mirakhor, Abbas
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Pallenberg, Catherine
4
Vanduffel, Steven
4
Welzel, Peter
4
Zhang, Yiying
4
Zopounidis, Constantin
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
Operations research
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
Journal of risk
1
Mathematics of operations research
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The journal of operational risk
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
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
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:
5
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:
6
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:
7
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
8
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
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 Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->