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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Scandinavian actuarial journal"
~person:"Cai, Jun"
~person:"Han, Xia"
~person:"Wang, Ruodu"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
Portfolio selection
3
Risikomanagement
3
Risk management
3
Control theory
2
Kontrolltheorie
2
Probability theory
2
Reinsurance
2
Rückversicherung
2
Stochastic process
2
Stochastischer Prozess
2
Wahrscheinlichkeitsrechnung
2
probability of drawdown
2
CVaR
1
Financial services
1
Finanzdienstleistung
1
Measurement
1
Messung
1
Multivariate Analyse
1
Multivariate analysis
1
Proportional reinsurance
1
Risiko
1
Risikomaß
1
Risikomodell
1
Risk
1
Risk measure
1
Risk model
1
Stochastic optimal control
1
Theory
1
VAR model
1
VAR-Modell
1
VaR
1
aggregate risk
1
mean-variance premium principle
1
multivariate risk measure
1
optimal reinsurance
1
risk portfolio
1
stochastic optimal control
1
thinning-dependence structure
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Aufsatz in Zeitschrift
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3
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Cai, Jun
Han, Xia
Wang, Ruodu
Fung, Tsz Chai
2
Liang, Zhibin
2
Mao, Tiantian
2
Abbas, Karim
1
Badescu, Andrei L.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Brandtner, Mario
1
Cheurfa, Fatah
1
Chi, Yichun
1
Coculescu, Delia
1
De Rosa, Clemente
1
Delbaen, Freddy
1
Devolder, Pierre
1
Feng, Runhuan
1
Gan, Guojun
1
Golubin, A. Y.
1
Gridin, V. N.
1
Grün, Bettina
1
Guan, Guohui
1
Heras, Antonio
1
Hillairet, Caroline
1
Huang, Yuxia
1
Jeong, Himchan
1
Jia, Huameng
1
Kürsten, Wolfgang
1
Landriault, David
1
Lebègue, Adrien
1
Lefevre, Claude
1
Li, Bin
1
Li, Shu
1
Liang, Zongxia
1
Lianzeng, Zhang
1
Lin, X. Sheldon
1
Liu, He
1
Loisel, Stéphane
1
Lopez, Olivier
1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
8
Astin bulletin : the journal of the International Actuarial Association
2
Finance and stochastics
2
Mathematics of operations research
2
Operations research
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
1
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ECONIS (ZBW)
3
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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:
2
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
3
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
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