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type_genre:"Article in journal"
~person:"Almeida, Caio"
~person:"Mao, Tiantian"
~person:"Quiggin, John C."
~subject:"Risikomaß"
~type_genre:"Article"
~type_genre:"Rezension"
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Search: subject_exact:"Risk"
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Risikomaß
Risiko
42
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42
Theorie
30
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30
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16
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12
Portfolio-Management
12
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11
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11
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10
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Entscheidung unter Unsicherheit
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Nichtparametrisches Verfahren
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Almeida, Caio
Mao, Tiantian
Quiggin, John C.
Wang, Ruodu
19
Righi, Marcelo Brutti
18
Rosazza Gianin, Emanuela
12
Brandtner, Mario
9
Cai, Jun
9
Müller, Fernanda Maria
9
Cheung, Ka Chun
8
Furman, Edward
8
Pichler, Alois
8
Rüschendorf, Ludger
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Bellini, Fabio
7
Kürsten, Wolfgang
7
Laeven, Roger J. A.
7
Rudloff, Birgit
7
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Liu, Haiyan
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Xu, Huifu
6
Boonen, Tim J.
5
Bäuerle, Nicole
5
Delage, Erick
5
Embrechts, Paul
5
Feinstein, Zachary
5
Guillén, Montserrat
5
Hammoudeh, Shawkat
5
Hu, Taizhong
5
Jiang, Wenjun
5
Landsman, Zinoviy
5
Liu, Jia
5
Long, Huaigang
5
Puccetti, Giovanni
5
Sarabia Alzaga, José Maria
5
Stoja, Evarist
5
Su, Jianxi
5
Vanduffel, Steven
5
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Insurance / Mathematics & economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Finance and stochastics
1
Mathematics of operations research
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ECONIS (ZBW)
16
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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
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
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
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
9
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
10
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
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