//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monetary policy"
subject:"United States"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Duan, Jin-Chuan"
~person:"Li, Jinzhu"
~subject:"Risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Monetary policy
United States
Risk
Theorie
13
Theory
13
Risiko
5
Asymptotics
3
Dependence
3
Finanzmathematik
3
Mathematical finance
3
Portfolio selection
3
Portfolio-Management
3
Probability theory
3
Risikomaß
3
Risikomodell
3
Risk measure
3
Risk model
3
Ruin probability
3
USA
3
Wahrscheinlichkeitsrechnung
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Deposit insurance
2
Einlagensicherung
2
Insolvency
2
Insolvenz
2
Kapitaleinkommen
2
Marginal expected shortfall
2
Measurement
2
Messung
2
Multivariate Analyse
2
Multivariate analysis
2
Multivariate regular variation
2
Regular variation
2
Aktienoption
1
Asymptotic behavior
1
Asymptotic dependence
1
Asymptotic independence
1
Ausreißer
1
Bank regulation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Duan, Jin-Chuan
Li, Jinzhu
Furman, Edward
8
Cheung, Eric C. K.
7
Mao, Tiantian
7
Cheung, Ka Chun
6
Hu, Taizhong
6
Wang, Ruodu
6
Cai, Jun
5
Laeven, Roger J. A.
5
Loisel, Stéphane
5
Rosazza Gianin, Emanuela
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Asimit, Alexandru V.
4
Bellini, Fabio
4
Denuit, Michel
4
Ghossoub, Mario
4
Guillén, Montserrat
4
Haberman, Steven
4
Marceau, Etienne
4
Sordo, Miguel A.
4
Albrecher, Hansjörg
3
Allen, Linda
3
Balbás de la Corte, Alejandro
3
Balbás, Beatriz
3
Berger, Allen N.
3
Boonen, Tim J.
3
Brandtner, Mario
3
Bäuerle, Nicole
3
Cossette, Hélène
3
Daníelsson, Jón
3
De Waegenaere, Anja
3
Dhaene, Jan
3
Faff, Robert W.
3
Feng, Runhuan
3
Goovaerts, Marc J.
3
Heras, Antonio
3
Holod, Dmytro
3
Jiang, Wenjun
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
Advances in investment analysis and portfolio management : a research annual
1
Applied quantitative finance
1
Documents de recherche / ESSEC Centre de Recherche
1
Journal of econometrics
1
Risk and decision analysis
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
Saved in:
2
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
Saved in:
3
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
Saved in:
4
Extremes for coherent risk measures
Asimit, Alexandru
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 332-341
Persistent link: https://www.econbiz.de/10011630863
Saved in:
5
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
6
A public good approach to credit ratings : from concept to reality
Duan, Jin-Chuan
;
Van Laere, Elisabeth
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3239-3247
Persistent link: https://www.econbiz.de/10009660503
Saved in:
7
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
Saved in:
8
Deposit insurance and bank interest rate risk : pricing and regulatory implications
Duan, Jin-Chuan
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1091-1108
Persistent link: https://www.econbiz.de/10001187927
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->