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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~isPartOf:"Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Journal of risk"
~isPartOf:"The European journal of finance"
~person:"Balbás de la Corte, Alejandro"
~person:"Guillén, Montserrat"
~person:"Mao, Tiantian"
~subject:"Bank"
~subject:"Bankrisiko"
~subject:"Deutschland"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Search: subject_exact:"Risk management"
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Kreditgeschäft
Portfolio-Management
Bank
Bankrisiko
Deutschland
Risk
Risikomanagement
12
Risk management
12
Risiko
11
Risk measure
10
Portfolio selection
9
Risikomaß
9
Theorie
9
Theory
9
Measurement
6
Messung
6
Statistical distribution
5
Statistische Verteilung
5
Ausreißer
4
Outliers
4
Reinsurance
3
Rückversicherung
3
Capital allocation
2
Capital income
2
Kapitaleinkommen
2
Risikomodell
2
Risk model
2
Value-at-Risk
2
risk management
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Aitchison distance
1
Aitchison geometry
1
Allocation
1
Allokation
1
Asymptotic expansions
1
Choquet integral
1
Coherent risk measure
1
Conditional Value-at-Risk
1
Decision under risk
1
Degree of orness
1
Distributional robust reinsurance
1
Diversification
1
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Article
12
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Article in journal
Case study
Aufsatz in Zeitschrift
12
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English
12
Author
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Balbás de la Corte, Alejandro
Guillén, Montserrat
Mao, Tiantian
Cossette, Hélène
5
Tan, Ken Seng
5
Hopper, Gregory P.
4
Marceau, Etienne
4
McConnell, Patrick
4
Ozdemir, Bogie
4
Santolino, Miguel
4
Tang, Qihe
4
Wang, Ruodu
4
Yang, Fan
4
Broeders, Dirk
3
Cai, Jun
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Furman, Edward
3
Gatzert, Nadine
3
Grody, Allan D.
3
Helfer, Michael
3
Hu, Taizhong
3
Hughes, Peter
3
Laeven, Roger J. A.
3
Li, Johnny Siu-Hang
3
Ling, Chengxiu
3
McAleer, Michael
3
Svindland, Gregor
3
Agnese, Paolo
2
Antoncic, Madelyn
2
Balbás, Beatriz
2
Belles-Sampera, Jaume
2
Bessis, Joël
2
Boonen, Tim J.
2
Böcker, Klaus
2
Campino, Jonas de Oliveira
2
Chen Zhou
2
Chi, Yichun
2
Choudhry, Moorad
2
Denuit, Michel
2
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Published in...
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Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
Insurance / Mathematics & economics
International review of economics & finance : IREF
Journal of risk management in financial institutions
Journal of risk
The European journal of finance
Risks : open access journal
4
Scandinavian actuarial journal
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematics of operations research
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of operational risk
1
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ECONIS (ZBW)
12
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
2
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:
3
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
Saved in:
4
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:
5
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
6
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
7
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:
8
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
Saved in:
9
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:
10
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:
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