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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:"Li, Johnny Siu-Hang"
~person:"Mao, Tiantian"
~subject:"Bank"
~subject:"Bankrisiko"
~subject:"Deutschland"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Kreditgeschäft
Portfolio-Management
Bank
Bankrisiko
Deutschland
Risk
Risikomanagement
13
Risk management
13
Risiko
10
Risk measure
9
Risikomaß
8
Theorie
8
Theory
8
Portfolio selection
6
Hedging
5
Mortality
5
Risikomodell
5
Risk model
5
Sterblichkeit
5
Measurement
4
Messung
4
Statistical distribution
4
Statistische Verteilung
4
Ausreißer
3
Outliers
3
Reinsurance
3
Rückversicherung
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Longevity risk
2
Value-at-Risk
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Aktienindex
1
Asymptotic expansions
1
Cairns-Blake-Dowd model
1
Capital allocation
1
Choquet integral
1
Coherent risk measure
1
Cohort analysis
1
Cohort effect
1
Conditional Value-at-Risk
1
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6
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Article
11
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Article in journal
Case study
Aufsatz in Zeitschrift
11
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English
11
Author
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Balbás de la Corte, Alejandro
Li, Johnny Siu-Hang
Mao, Tiantian
Cossette, Hélène
5
Tan, Ken Seng
5
Guillén, Montserrat
4
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
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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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
5
Scandinavian actuarial journal
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Asia-Pacific journal of risk and insurance : APJRI
1
Mathematics of operations research
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
11
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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
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:
3
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:
4
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
5
Delta-hedging longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
6
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:
7
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:
8
Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
Saved in:
9
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:
10
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:
1
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