//--> //--> //--> //-->
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"
~person:"Chi, Yichun"
~person:"Dionne, Georges"
~person:"Mao, Tiantian"
~subject:"Risikomodell"
~type:"article"
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
Risikomodell
Risk management
37
Risikomanagement
36
Theory
21
Risikomaß
17
Risk measure
17
Risiko
16
Risk
16
Portfolio selection
12
Reinsurance
10
Rückversicherung
10
Hedging
8
Measurement
7
Messung
7
Statistical distribution
6
Statistische Verteilung
6
Insurance
5
USA
5
United States
5
Versicherung
5
Ausreißer
4
Outliers
4
Risk model
4
Bank risk
3
Bankrisiko
3
Basel Accord
3
Basler Akkord
3
Erdölindustrie
3
Estimation
3
Financial intermediation
3
Insurance market
3
Oil industry
3
Regulation
3
Regulierung
3
Versicherungsmarkt
3
ARCH model
2
ARCH-Modell
2
Adverse Selection
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Aufsatz im Buch
1
Book section
1
Language
All
English
26
Author
All
Chi, Yichun
Dionne, Georges
Mao, Tiantian
Fabozzi, Frank J.
22
Broll, Udo
21
Wang, Ruodu
15
Embrechts, Paul
13
Hammoudeh, Shawkat
12
Sherris, Michael
12
Tan, Ken Seng
12
Bhansali, Vineer
10
Martellini, Lionel
10
Boonen, Tim J.
9
Gatzert, Nadine
9
Janabi, Mazin A. M. al
9
Li, Johnny Siu-Hang
9
Alexander, Gordon J.
8
Eling, Martin
8
Härdle, Wolfgang
8
Jacobs, Michael <Jr.>
8
Righi, Marcelo Brutti
8
Balbás de la Corte, Alejandro
7
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Cai, Jun
7
Chen, An
7
Cossette, Hélène
7
Feng, Runhuan
7
Godin, Frédéric
7
Guillén, Montserrat
7
Kürsten, Wolfgang
7
Rüschendorf, Ludger
7
Shevchenko, Pavel V.
7
Tang, Qihe
7
Wahl, Jack E.
7
Yang, Fan
7
Asimit, Alexandru V.
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Daníelsson, Jón
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
10
Scandinavian actuarial journal
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Economics letters
1
Energy economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Handbook of the economics of risk and uncertainty : volume 1
1
Handbook of the economics of risk and uncertainty ; Volume 1
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of productivity analysis
1
Journal of risk : JOR
1
Mathematics of operations research
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
4
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:
5
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:
6
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
7
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->