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person:"Cornett, Marcia Millon"
subject:"Theory"
~language:"eng"
~person:"Boonen, Tim J."
~person:"Brandtner, Mario"
~person:"Embrechts, Paul"
~person:"Pedersen, Lasse Heje"
~person:"Rüschendorf, Ludger"
~subject:"Hedging"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Risk management
36
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26
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26
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20
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20
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19
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7
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Cornett, Marcia Millon
Boonen, Tim J.
Brandtner, Mario
Embrechts, Paul
Pedersen, Lasse Heje
Rüschendorf, Ludger
Wang, Ruodu
15
Fabozzi, Frank J.
13
Tan, Ken Seng
12
Li, Johnny Siu-Hang
11
Broll, Udo
10
Dionne, Georges
10
Hammoudeh, Shawkat
10
Mao, Tiantian
10
Cai, Jun
8
Gatzert, Nadine
8
Godin, Frédéric
8
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7
Bhansali, Vineer
7
Härdle, Wolfgang
7
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7
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7
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6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Fernando, Chitru S.
6
Furman, Edward
6
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6
Righi, Marcelo Brutti
6
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6
Tang, Qihe
6
Zhou, Kenneth Q.
6
Baptista, Alexandre M.
5
Bernard, Carole
5
Cheung, Ka Chun
5
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5
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ECONIS (ZBW)
31
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1
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
2
Bowley vs. Pareto optima in reinsurance contracting
Boonen, Tim J.
;
Ghossoub, Mario
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 382-391
Persistent link: https://www.econbiz.de/10014292989
Saved in:
3
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:
4
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
5
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
6
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
7
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
8
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
9
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
10
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
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