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subject:"Risikomaß"
subject:"USA"
~person:"Brandtner, Mario"
~subject:"Operational risk"
~subject:"Unternehmen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Glossary included"
~type_genre:"Handbook"
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Risikomaß
USA
Operational risk
Unternehmen
Risikomanagement
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Risk measure
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5
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4
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Brandtner, Mario
Wang, Ruodu
17
Embrechts, Paul
11
Hammoudeh, Shawkat
10
Li, Jianping
10
Mao, Tiantian
10
McConnell, Patrick
10
Cai, Jun
8
McAleer, Michael
8
Dionne, Georges
7
Gatzert, Nadine
7
Janabi, Mazin A. M. al
7
Kaiser, Thomas
7
Mitic, Peter
7
Mitra, Sovan
7
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7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Shevchenko, Pavel V.
7
Zhu, Xiaoqian
7
Bernard, Carole
6
Boonen, Tim J.
6
Curti, Filippo
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Karmakar, Madhusudan
6
Rejda, George E.
6
Schuermann, Til
6
Stoja, Evarist
6
Tan, Ken Seng
6
Tiwari, Aviral Kumar
6
Bungartz, Oliver
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Cohen, Ruben D.
5
Eling, Martin
5
Ghorbel, Ahmed
5
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5
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Insurance / Mathematics & economics
1
Journal of banking & finance
1
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
2
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
3
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
4
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
5
Solvency II, regulatory capital, and optimal reinsurance : how good are conditional value-at-risk and spectral risk measures?
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 156-167
Persistent link: https://www.econbiz.de/10010469143
Saved in:
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