//--> //--> //-->
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:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Scandinavian actuarial journal"
~person:"Chi, Yichun"
~person:"Mao, Tiantian"
~subject:"ARCH-Modell"
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:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
ARCH-Modell
Portfolio selection
3
Risiko
3
Risikomanagement
3
Risikomaß
3
Risk
3
Risk management
3
Risk measure
3
Measurement
2
Messung
2
Theory
2
Ausreißer
1
CVaR
1
Conditional value at risk
1
Estimation theory
1
Financial services
1
Finanzdienstleistung
1
Haezendonck-Goovaerts risk measure
1
Multivariate Analyse
1
Multivariate analysis
1
Outliers
1
Reinsurance
1
Rückversicherung
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
VaR
1
aggregate risk
1
extrapolation
1
extreme value statistics
1
heavy tails
1
multivariate risk measure
1
risk portfolio
1
stop-loss reinsurance
1
two-layer reinsurance
1
underwriting newbusiness
1
valueat risk
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chi, Yichun
Mao, Tiantian
Han, Xia
2
Liang, Zhibin
2
Abbas, Karim
1
Badescu, Andrei L.
1
Brandtner, Mario
1
Cai, Jun
1
Cheurfa, Fatah
1
De Rosa, Clemente
1
Devolder, Pierre
1
Feng, Runhuan
1
Fung, Tsz Chai
1
Gan, Guojun
1
Golubin, A. Y.
1
Gridin, V. N.
1
Grün, Bettina
1
Hillairet, Caroline
1
Huang, Yuxia
1
Jia, Huameng
1
Kürsten, Wolfgang
1
Landriault, David
1
Lebègue, Adrien
1
Lefevre, Claude
1
Li, Bin
1
Li, Shu
1
Lianzeng, Zhang
1
Lin, X. Sheldon
1
Liu, He
1
Loisel, Stéphane
1
Lopez, Olivier
1
Luciano, Elisa
1
Miljkovic, Tatjana
1
Miziuła, Patryk
1
Montesinos, Pierre
1
Navarro, Jorge
1
Ouazine, Sofiane
1
Puccetti, Giovanni
1
Regis, Luca
1
Rischau, Robert
1
more ...
less ...
Published in...
All
Scandinavian actuarial journal
Insurance / Mathematics & economics
6
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->