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subject:"Derivat"
~person:"Mao, Tiantian"
~person:"Rudolph, Bernd"
~person:"Schäfer, Klaus"
~person:"Shiller, Robert J."
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Derivat
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19
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10
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Mao, Tiantian
Rudolph, Bernd
Schäfer, Klaus
Shiller, Robert J.
Broll, Udo
21
Wang, Ruodu
15
Fabozzi, Frank J.
12
Embrechts, Paul
11
Tan, Ken Seng
11
Bartram, Söhnke M.
8
Boonen, Tim J.
8
Cai, Jun
7
Dionne, Georges
7
Gatzert, Nadine
7
Godin, Frédéric
7
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7
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7
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6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Furman, Edward
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Jacobs, Michael <Jr.>
6
Puccetti, Giovanni
6
Righi, Marcelo Brutti
6
Tang, Qihe
6
Baptista, Alexandre M.
5
Bernard, Carole
5
Brandtner, Mario
5
Chen, An
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Dias, Alexandra
5
Feng, Runhuan
5
Liu, Fangda
5
McAleer, Michael
5
Mitic, Peter
5
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5
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Insurance / Mathematics & economics
5
ASTIN bulletin : the journal of the International Actuarial Association
1
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1
Mathematics of operations research
1
OR-Spektrum : quantitative approaches in management
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1
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:
2
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:
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
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:
5
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:
6
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:
7
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
8
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:
9
Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich
Beeck, Helmut
;
Johanning, Lutz
;
Rudolph, Bernd
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 259-286
Persistent link: https://www.econbiz.de/10001411570
Saved in:
10
Preisrisiken bei Commodities : Systematisierung und Implikationen für die Quantifizierung
Pfennig, Michael
;
Schäfer, Klaus
- In:
Journal of business economics : JBE
69
(
1999
)
5/6
,
pp. 569-592
Persistent link: https://www.econbiz.de/10001374366
Saved in:
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