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subject:"Risikomaß"
subject:"USA"
~person:"Mao, Tiantian"
~subject:"Finanzkrise"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossar enthalten"
~type_genre:"Reprint"
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Risikomaß
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10
Risikomanagement
10
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10
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10
Risk measure
10
Portfolio selection
8
Portfolio-Management
8
Theorie
8
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8
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7
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Statistical distribution
5
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5
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4
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Capital income
2
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Mao, Tiantian
Wang, Ruodu
17
Embrechts, Paul
11
Hammoudeh, Shawkat
10
Li, Jianping
9
Cai, Jun
8
McAleer, Michael
8
Dionne, Georges
7
Janabi, Mazin A. M. al
7
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7
Righi, Marcelo Brutti
7
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7
Zhu, Xiaoqian
7
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7
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6
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6
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6
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6
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6
Karmakar, Madhusudan
6
Rejda, George E.
6
Schuermann, Til
6
Stoja, Evarist
6
Stulz, René M.
6
Tan, Ken Seng
6
Tiwari, Aviral Kumar
6
Weiß, Gregor
6
Yang, Fan
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
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5
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5
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Insurance / Mathematics & economics
6
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematics of operations research
1
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ECONIS (ZBW)
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
9
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
10
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
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