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subject:"Risikomaß"
subject:"USA"
~person:"Cai, Jun"
~person:"Dionne, Georges"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomaß
USA
Risikomanagement
26
Risk management
26
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14
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14
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11
Risiko
8
Risk
8
Hedging
7
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6
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6
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4
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Cai, Jun
Dionne, Georges
Wang, Ruodu
16
Embrechts, Paul
11
Hammoudeh, Shawkat
10
Mao, Tiantian
10
Li, Jianping
8
McAleer, Michael
8
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Bernard, Carole
6
Boonen, Tim J.
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Karmakar, Madhusudan
6
Schuermann, Til
6
Stoja, Evarist
6
Tan, Ken Seng
6
Zhu, Xiaoqian
6
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Liu, Fangda
5
Mensi, Walid
5
Mishra, Ashok K.
5
Mitic, Peter
5
Polanski, Arnold
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
Babcock, Bruce A.
4
Balbás de la Corte, Alejandro
4
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Insurance / Mathematics & economics
3
Energy economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Economics letters
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of risk : JOR
1
L' Actualité économique : revue trimest.
1
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1
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ECONIS (ZBW)
14
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1
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482808
Saved in:
2
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:
3
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:
4
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
5
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
6
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
7
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
8
Real implications of corporate risk management : review of main results and new evidence from a different methodology
Dionne, Georges
;
Mnasri, Mohamed
- In:
L' Actualité économique : revue trimest.
94
(
2018
)
4
,
pp. 407-452
Persistent link: https://www.econbiz.de/10012170546
Saved in:
9
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
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