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subject:"Basel Accord"
~person:"Embrechts, Paul"
~person:"Mao, Tiantian"
~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Lehrbuch"
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Basel Accord
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25
Risk management
25
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22
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20
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20
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15
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11
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Embrechts, Paul
Mao, Tiantian
Wang, Ruodu
17
Li, Jianping
8
Cai, Jun
7
Jacobs, Michael <Jr.>
7
Li, Johnny Siu-Hang
7
McAleer, Michael
7
McConnell, Patrick
7
Qazi, Abroon
7
Righi, Marcelo Brutti
7
Rösch, Daniel
7
Rüschendorf, Ludger
7
Sherris, Michael
7
Zhu, Xiaoqian
7
Balbás de la Corte, Alejandro
6
Boonen, Tim J.
6
Guillén, Montserrat
6
Kakushadze, Zura
6
Mitra, Sovan
6
Puccetti, Giovanni
6
Van Vuuren, Gary
6
Asimit, Alexandru V.
5
Brandtner, Mario
5
Broll, Udo
5
Chen, Zhiping
5
Cossette, Hélène
5
Furman, Edward
5
Gatzert, Nadine
5
Ghadge, Abhijeet
5
Migueis, Marco
5
Naeem, Muhammad Abubakr
5
Prorokowski, Lukasz
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Shevchenko, Pavel V.
5
Stoja, Evarist
5
Tan, Ken Seng
5
Turvey, Calum Greig
5
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Insurance / Mathematics & economics
6
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2
Journal of banking & finance
2
Operations research
2
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of risk
1
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ECONIS (ZBW)
18
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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
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:
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
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:
7
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:
8
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:
9
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:
10
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:
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