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person:"Scandizzo, Sergio"
subject:"Bankrisiko"
~person:"Schuermann, Til"
~person:"Tan, Ken Seng"
~subject:"Finanzkrise"
~subject:"Finanzsektor"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"Risk management"
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Bankrisiko
Finanzkrise
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Theory
Risk management
36
Risikomanagement
33
Theorie
14
Portfolio selection
9
Portfolio-Management
9
USA
9
United States
9
Bank risk
7
Kreditrisiko
7
Risiko
7
Risikomaß
7
Risk
7
Risk measure
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6
Reinsurance
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Rückversicherung
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Hedging
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Sterblichkeit
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Bank
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Estimation
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Financial crisis
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Multivariate Verteilung
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Bankgeschäft
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Scandizzo, Sergio
Schuermann, Til
Tan, Ken Seng
Broll, Udo
21
Wang, Ruodu
17
Fabozzi, Frank J.
16
Embrechts, Paul
14
Li, Jianping
12
McConnell, Patrick
10
Zhu, Xiaoqian
10
Boonen, Tim J.
9
Dionne, Georges
9
Gatzert, Nadine
9
Cai, Jun
8
Gleißner, Werner
8
Mao, Tiantian
8
McAleer, Michael
8
Righi, Marcelo Brutti
8
Summer, Martin
8
Ashby, Simon
7
Bartram, Söhnke M.
7
Daníelsson, Jón
7
Hurlin, Christophe
7
Jacobs, Michael <Jr.>
7
Kürsten, Wolfgang
7
Mitic, Peter
7
Rüschendorf, Ludger
7
Shevchenko, Pavel V.
7
Stulz, René M.
7
Wahl, Jack E.
7
Alexander, Gordon J.
6
Allen, Franklin
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Curti, Filippo
6
Furman, Edward
6
Grody, Allan D.
6
Hartmann-Wendels, Thomas
6
Härdle, Wolfgang
6
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Insurance / Mathematics & economics
5
European journal of operational research : EJOR
2
Analyzing the cumulative impact of regulatory reform : the new international financial system
1
Astin bulletin : the journal of the International Actuarial Association
1
Brookings-Wharton papers on financial services
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial services research : JFSR
1
Journal of risk
1
Journal of risk management in financial institutions
1
Risk management : the state of the art
1
Scandinavian actuarial journal
1
Stress testing and macroprudential regulation : a transatlantic assessment
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The Handbook of risk
1
The journal of operational risk
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
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ECONIS (ZBW)
22
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1
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
2
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
3
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
4
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
5
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
6
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng
;
Wei, Pengyu
;
Wei, Wei
;
Zhuang, Sheng Chao
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
Saved in:
7
Stress testing in wartime and in peacetime
Schuermann, Til
- In:
Stress testing and macroprudential regulation : a …
,
(pp. 125-139)
.
2016
Persistent link: https://www.econbiz.de/10011659687
Saved in:
8
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
Saved in:
9
Model risk and the Great Financial Crisis : the rise of modern model risk management
Brown, Jeffrey A.
;
McGourty, Brad
;
Schuermann, Til
- In:
Analyzing the cumulative impact of regulatory reform : …
,
(pp. 339-353)
.
2016
Persistent link: https://www.econbiz.de/10011442649
Saved in:
10
Stress testing convergence
Gutiérrez Gallardo, Germán
;
Schuermann, Til
;
Duane, …
- In:
Journal of risk management in financial institutions
9
(
2015/2016
)
1
,
pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
Saved in:
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