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subject:"Risikomaß"
subject:"USA"
~person:"Karmakar, Madhusudan"
~person:"Liu, Fangda"
~subject:"Insurance"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomaß
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Risikomanagement
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Aufsatz in Zeitschrift
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Karmakar, Madhusudan
Liu, Fangda
Wang, Ruodu
16
Embrechts, Paul
11
Eling, Martin
10
Hammoudeh, Shawkat
10
Mao, Tiantian
10
Gatzert, Nadine
9
Cai, Jun
8
Dionne, Georges
8
Hoyt, Robert E.
8
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
Mishra, Ashok K.
6
Schuermann, Til
6
Stoja, Evarist
6
Tan, Ken Seng
6
Weiß, Gregor
6
Zhu, Xiaoqian
6
Asimit, Alexandru V.
5
Brandtner, Mario
5
Broll, Udo
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Guillén, Montserrat
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Mensi, Walid
5
Mitic, Peter
5
Nguyen, Tristan
5
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Insurance / Mathematics & economics
2
Mathematics of operations research
2
Review of financial economics : RFE
2
Astin bulletin : the journal of the International Actuarial Association
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
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:
3
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:
4
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
5
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
6
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
7
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
8
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
Saved in:
9
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
10
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
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