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person:"Cornett, Marcia Millon"
subject:"Theory"
~person:"Dhaene, Jan"
~person:"Hurlin, Christophe"
~person:"Wang, Ruodu"
~subject:"Betriebliche Liquidität"
~type:"article"
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Search: subject_exact:"Risk management"
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Betriebliche Liquidität
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30
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23
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expected shortfall
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Cornett, Marcia Millon
Dhaene, Jan
Hurlin, Christophe
Wang, Ruodu
Broll, Udo
21
Fabozzi, Frank J.
16
Embrechts, Paul
13
Tan, Ken Seng
11
Boonen, Tim J.
8
Gatzert, Nadine
8
Mao, Tiantian
8
Bartram, Söhnke M.
7
Cai, Jun
7
Dionne, Georges
7
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7
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7
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7
Wahl, Jack E.
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Daníelsson, Jón
6
Furman, Edward
6
Härdle, Wolfgang
6
Puccetti, Giovanni
6
Račev, Svetlozar T.
6
Straßberger, Mario
6
Tang, Qihe
6
Wiedemann, Arnd
6
Allen, Franklin
5
Baptista, Alexandre M.
5
Bernard, Carole
5
Bhansali, Vineer
5
Brandtner, Mario
5
Chen, An
5
Cossette, Hélène
5
Eckert, Johanna
5
Feng, Runhuan
5
Gleißner, Werner
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2
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Astin bulletin : the journal of the International Actuarial Association
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Journal of banking & finance
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ECONIS (ZBW)
24
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
4
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
5
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena
;
Hué, Sullivan
;
Hurlin, Christophe
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Saved in:
6
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:
7
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:
8
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
9
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
10
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
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