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subject:"Portfolio-Management"
subject:"Theorie"
~person:"Chi, Yichun"
~person:"Gatzert, Nadine"
~person:"Mao, Tiantian"
~subject:"Risiko"
~subject:"Statistische Verteilung"
~type:"article"
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Portfolio-Management
Theorie
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Risk management
39
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37
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21
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17
Risk measure
17
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16
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12
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8
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25
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25
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Chi, Yichun
Gatzert, Nadine
Mao, Tiantian
Broll, Udo
24
Fabozzi, Frank J.
22
Wang, Ruodu
17
Embrechts, Paul
14
Hammoudeh, Shawkat
14
Tan, Ken Seng
12
Gleißner, Werner
11
Bhansali, Vineer
10
Dionne, Georges
10
Martellini, Lionel
10
Cai, Jun
9
Janabi, Mazin A. M. al
9
Li, Johnny Siu-Hang
9
McAleer, Michael
9
Righi, Marcelo Brutti
9
Sherris, Michael
9
Alexander, Gordon J.
8
Guillén, Montserrat
8
Härdle, Wolfgang
8
Wahl, Jack E.
8
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Boonen, Tim J.
7
Cossette, Hélène
7
Godin, Frédéric
7
Jacobs, Michael <Jr.>
7
Kürsten, Wolfgang
7
Mitra, Sovan
7
Puccetti, Giovanni
7
Qazi, Abroon
7
Račev, Svetlozar T.
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Van Vuuren, Gary
7
Yang, Fan
7
Allen, Franklin
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
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Insurance / Mathematics & economics
14
Scandinavian actuarial journal
3
European journal of operational research : EJOR
2
ASTIN bulletin : the journal of the International Actuarial Association
1
International journal of energy sector management : IJESM
1
Journal of banking & finance
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematics of operations research
1
The journal of risk finance : JRF
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ECONIS (ZBW)
25
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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
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
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:
4
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:
5
The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike
;
Gatzert, Nadine
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
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