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subject:"Bankenaufsicht"
subject:"World"
~accessRights:"restricted"
~person:"Kumar, Dilip"
~person:"Wang, Ruodu"
~subject:"Risk measure"
~subject:"Structural break"
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Bankenaufsicht
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Kumar, Dilip
Wang, Ruodu
Hammoudeh, Shawkat
9
Cai, Jun
7
Mao, Tiantian
7
Mensi, Walid
7
Embrechts, Paul
6
Naeem, Muhammad Abubakr
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Righi, Marcelo Brutti
6
Al-Yahyaee, Khamis Hamed
5
Boonen, Tim J.
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Brandtner, Mario
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Chaudhry, Sajid M.
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Härdle, Wolfgang
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Ji, Qiang
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Kang, Sang Hoon
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Li, Jianping
5
Mitic, Peter
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Rüschendorf, Ludger
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Tan, Ken Seng
5
Acharya, Viral V.
4
Bernard, Carole
4
Farkas, Walter
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Gozgor, Giray
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Guillén, Montserrat
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Hurlin, Christophe
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Islamaj, Ergys
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Kose, M. Ayhan
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Mora-Valencia, Andrés
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Müller, Fernanda Maria
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Müllner, Jakob
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Qazi, Abroon
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Shahzad, Syed Jawad Hussain
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Tiwari, Aviral Kumar
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Ur Rehman, Mobeen
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Insurance / Mathematics & economics
3
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2
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2
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Astin bulletin : the journal of the International Actuarial Association
1
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Global business review
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Journal of banking & finance
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ECONIS (ZBW)
19
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
8
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
9
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
Saved in:
10
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:
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