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person:"Embrechts, Paul"
subject:"Theorie"
~accessRights:"restricted"
~person:"Mao, Tiantian"
~person:"Tang, Qihe"
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Embrechts, Paul
Mao, Tiantian
Tang, Qihe
Wang, Ruodu
14
Tan, Ken Seng
9
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7
Broll, Udo
7
Wu, Desheng Dash
7
Olson, David L.
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ASTIN bulletin : the journal of the International Actuarial Association
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European journal of operational research : EJOR
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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1
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:
2
Insurance risk analysis of financial networks vulnerable to a shock
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
European journal of operational research : EJOR
301
(
2022
)
2
,
pp. 756-771
Persistent link: https://www.econbiz.de/10013207676
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
Liquidation risk in insurance under contemporary regulatory frameworks
Li, Xin
;
Liu, Haibo
;
Tang, Qihe
;
Zhu, Jinxia
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012294060
Saved in:
8
Robust actuarial risk analysis
Blanchet, Jose
;
Lam, Henry
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
1
,
pp. 33-63
Persistent link: https://www.econbiz.de/10012180603
Saved in:
9
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:
10
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
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