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subject:"Risikomanagement"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Boonen, Tim J."
~person:"Wang, Ruodu"
~person:"Yang, Fan"
~subject:"Risiko"
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Risikomanagement
Risiko
Risk management
11
Portfolio selection
10
Portfolio-Management
10
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Risk
8
Measurement
5
Messung
5
Value-at-Risk
3
Aggregation
2
Allocation
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Allokation
2
Capital allocation
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Capital income
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Expectiles
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Kapitaleinkommen
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Multivariate Verteilung
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Risk measures
2
Statistical distribution
2
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1
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Aitchison geometry
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Ausreißer
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Bank risk
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Bankrisiko
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11
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Boonen, Tim J.
Wang, Ruodu
Yang, Fan
Cossette, Hélène
7
Mao, Tiantian
6
Dhaene, Jan
5
Feng, Runhuan
5
Gatzert, Nadine
5
Laeven, Roger J. A.
5
Li, Johnny Siu-Hang
5
Marceau, Etienne
5
Sherris, Michael
5
Tan, Ken Seng
5
Tang, Qihe
5
Cai, Jun
4
Chi, Yichun
4
Hu, Taizhong
4
Shevchenko, Pavel V.
4
Asimit, Alexandru V.
3
Cheung, Ka Chun
3
Denuit, Michel
3
Furman, Edward
3
Landriault, David
3
Ling, Chengxiu
3
Peters, Gareth W.
3
Svindland, Gregor
3
Tsanakas, Andreas
3
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Chen Zhou
2
Chiu, Mei Choi
2
Cox, Samuel H.
2
Cui, Wei
2
Eckert, Christian
2
Eling, Martin
2
Feng, Mingbin
2
Guillén, Montserrat
2
Haberman, Steven
2
Hainaut, Donatien
2
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Insurance / Mathematics & economics
European journal of operational research : EJOR
6
Finance and stochastics
3
Mathematics of operations research
3
Research paper series / Swiss Finance Institute
3
Operations research
2
Risks : open access journal
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Review of finance : journal of the European Finance Association
1
Scandinavian actuarial journal
1
Swiss Finance Institute Research Paper
1
The journal of risk & insurance
1
XREAP 2017-04
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ECONIS (ZBW)
11
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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
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
3
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
4
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
5
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
6
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
7
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
8
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
9
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
10
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:
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