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subject:"Bankenaufsicht"
subject:"Welt"
~person:"Berens, Wolfgang"
~person:"Embrechts, Paul"
~person:"Kose, M. Ayhan"
~person:"Pelizzon, Loriana"
~subject:"Bankrisiko"
~subject:"Multivariate Verteilung"
~subject:"Risiko"
~subject:"Statistical distribution"
~type:"article"
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Bankenaufsicht
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24
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21
Theorie
15
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15
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11
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7
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Berens, Wolfgang
Embrechts, Paul
Kose, M. Ayhan
Pelizzon, Loriana
Wang, Ruodu
16
Broll, Udo
14
Li, Jianping
14
Fabozzi, Frank J.
11
McConnell, Patrick
11
Righi, Marcelo Brutti
11
Zhu, Xiaoqian
11
Hammoudeh, Shawkat
10
Mao, Tiantian
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10
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8
Mitra, Sovan
8
Schuermann, Til
8
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8
Tan, Ken Seng
8
Boonen, Tim J.
7
Cai, Jun
7
Cossette, Hélène
7
Daníelsson, Jón
7
Giudici, Paolo
7
Hassan, M. Kabir
7
Li, Johnny Siu-Hang
7
Mitic, Peter
7
Qazi, Abroon
7
Saunders, Anthony
7
Schulte-Mattler, Hermann
7
Schöning, Stephan
7
Van Vuuren, Gary
7
Wahl, Jack E.
7
Weiß, Gregor
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Balbás de la Corte, Alejandro
6
Ceretta, Paulo Sergio
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Curti, Filippo
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6
Furman, Edward
6
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6
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6
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Finance and stochastics
3
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3
Operations research
2
Handbook of heavy tailed distributions in finance
1
Journal of economic dynamics & control
1
Journal of risk
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
The European journal of finance
1
The Geneva risk and insurance review
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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ECONIS (ZBW)
15
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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
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:
3
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
4
How does the sensitivity of consumption to income vary over time? : international evidence
Islamaj, Ergys
;
Kose, M. Ayhan
- In:
Journal of economic dynamics & control
72
(
2016
),
pp. 169-179
Persistent link: https://www.econbiz.de/10011708878
Saved in:
5
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
6
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
7
Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra
;
Embrechts, Paul
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003924421
Saved in:
8
How to model operational risk if you must
Embrechts, Paul
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 81)
.
2007
Persistent link: https://www.econbiz.de/10003470262
Saved in:
9
Special section on operational risk
Cummins, John David
(
contributor
); …
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2599-2658
Persistent link: https://www.econbiz.de/10003376364
Saved in:
10
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
Saved in:
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