//--> //--> //--> //-->
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:"Koedijk, Kees"
subject:"Portfolio-Management"
~person:"Mao, Tiantian"
~subject:"Bank risk"
~subject:"Statistical test"
~type_genre:"Article in journal"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Bank risk
Statistical test
Risikomanagement
13
Risk management
13
Portfolio selection
10
Risiko
10
Risikomaß
10
Risk
10
Risk measure
10
Theorie
9
Theory
9
Measurement
7
Messung
7
Statistical distribution
5
Statistische Verteilung
5
Ausreißer
4
Outliers
4
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Reinsurance
2
Rückversicherung
2
Schätztheorie
2
Value-at-Risk
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Asymptotic expansions
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
CVaR
1
Capital allocation
1
Choquet integral
1
Coherent risk measure
1
Conditional Value-at-Risk
1
Distributional robust reinsurance
1
Dutch risk measure
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
11
Author
All
Koedijk, Kees
Mao, Tiantian
Wang, Ruodu
14
Li, Jianping
13
Hammoudeh, Shawkat
12
Fabozzi, Frank J.
11
Zhu, Xiaoqian
11
Alexander, Gordon J.
8
Broll, Udo
8
McConnell, Patrick
8
Baptista, Alexandre M.
7
Guillén, Montserrat
7
Jacobs, Michael <Jr.>
7
Janabi, Mazin A. M. al
7
Mitra, Sovan
7
Tan, Ken Seng
7
Yang, Fan
7
Bhansali, Vineer
6
Chen, An
6
Curti, Filippo
6
Embrechts, Paul
6
Kakushadze, Zura
6
Martellini, Lionel
6
Mensi, Walid
6
Righi, Marcelo Brutti
6
Van Vuuren, Gary
6
Zhu, Shushang
6
Acharya, Viral V.
5
Cai, Jun
5
Chen, Zhiping
5
Godin, Frédéric
5
Hurlin, Christophe
5
Kang, Sang Hoon
5
Li, Duan
5
McAleer, Michael
5
Migueis, Marco
5
Reboredo, Juan Carlos
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Schuermann, Til
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Journal of international money and finance
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
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:
3
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:
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
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
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
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:
8
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
9
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
10
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->