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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Brandtner, Mario"
~person:"Chi, Yichun"
~person:"Mao, Tiantian"
~person:"Marceau, Etienne"
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Portfolio-Management
Theorie
Risikomanagement
11
Risk management
11
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8
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7
Risikomaß
7
Risk
7
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Brandtner, Mario
Chi, Yichun
Mao, Tiantian
Marceau, Etienne
Cossette, Hélène
5
Tan, Ken Seng
4
Boonen, Tim J.
3
Denuit, Michel
3
Dhaene, Jan
3
Furman, Edward
3
Tang, Qihe
3
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3
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3
Zhang, Yiying
3
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2
Cai, Jun
2
Cheung, Ka Chun
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2
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2
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2
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Hu, Taizhong
2
Josa-Fombellida, Ricardo
2
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2
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2
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2
Li, Bin
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Ling, Chengxiu
2
Loisel, Stéphane
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Mtalai, Itre
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Robert, Christian Yann
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2
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Insurance / Mathematics & economics
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of financial services research : JFSR
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ECONIS (ZBW)
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1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
3
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:
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
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
6
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
7
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
8
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
9
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
10
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
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