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subject:"Risikomaß"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Müller, Fernanda Maria"
~person:"Rüschendorf, Ludger"
~subject:"Dependence uncertainty"
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Risikomaß
Dependence uncertainty
Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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Theorie
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Theory
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Risk measure
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Measurement
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Messung
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Model uncertainty
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Risikomanagement
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Risk management
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Capital determination
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Coherent risk measure
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Distortion function
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Factor analysis
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Faktorenanalyse
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Mathematical programming
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Positive dependence
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Müller, Fernanda Maria
Rüschendorf, Ludger
Mao, Tiantian
6
Tang, Qihe
5
Wang, Ruodu
5
Furman, Edward
4
Cai, Jun
3
Cossette, Hélène
3
Dhaene, Jan
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Landsman, Zinoviy
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Marceau, Etienne
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Cheung, Ka Chun
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Koch Medina, Pablo
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Rosazza Gianin, Emanuela
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Tan, Ken Seng
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Trufin, Julien
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Tsanakas, Andreas
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Vanduffel, Steven
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Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
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Finance and stochastics
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Finance research letters
1
International review of economics & finance : IREF
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Journal of empirical finance
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Mathematical methods of operations research
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Risk assessment : decisions in banking and finance
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Risk management : a journal of risk, crisis and disaster
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Risk management : an international journal
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Scandinavian actuarial journal
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The European journal of finance
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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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)
4
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1
On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
Saved in:
2
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
3
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
4
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
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