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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Brandtner, Mario"
~person:"Chi, Yichun"
~person:"Mao, Tiantian"
~subject:"Choquet integral"
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Portfolio-Management
Theorie
Choquet integral
Risikomanagement
6
Risk management
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5
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4
Reinsurance
4
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4
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Brandtner, Mario
Chi, Yichun
Mao, Tiantian
Cossette, Hélène
5
Marceau, Etienne
5
Tan, Ken Seng
4
Boonen, Tim J.
3
Denuit, Michel
3
Dhaene, Jan
3
Furman, Edward
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Tang, Qihe
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2
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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
2
Ling, Chengxiu
2
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2
Mtalai, Itre
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Insurance / Mathematics & economics
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4
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1
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1
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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
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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
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
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
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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
Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.
;
Chi, Yichun
;
Hu, Junlei
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
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