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type_genre:"Article in journal"
~person:"Chen, Yanhong"
~person:"Mao, Tiantian"
~subject:"Measurement"
~type_genre:"Bibliography included"
~type_genre:"Systematic review"
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Search: subject_exact:"Risk"
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Measurement
Risiko
20
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20
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16
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15
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15
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13
Portfolio selection
11
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11
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10
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10
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6
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Article in journal
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Chen, Yanhong
Mao, Tiantian
Righi, Marcelo Brutti
15
Rosazza Gianin, Emanuela
14
Wang, Ruodu
14
Brandtner, Mario
8
Laeven, Roger J. A.
8
Bellini, Fabio
7
Kürsten, Wolfgang
7
Munari, Cosimo-Andrea
7
Müller, Fernanda Maria
7
Pichler, Alois
7
Rudloff, Birgit
7
Cai, Jun
6
Csóka, Péter
6
Frittelli, Marco
6
Furman, Edward
6
Zitikis, Ričardas
6
Balbás de la Corte, Alejandro
5
Feinstein, Zachary
5
Goovaerts, Marc J.
5
Guillén, Montserrat
5
Jiang, Wenjun
5
Kountzakis, Christos E.
5
Svindland, Gregor
5
Bignozzi, Valeria
4
Centrone, Francesca
4
Chen, Zhiping
4
Cheung, Ka Chun
4
Denuit, Michel
4
Dhaene, Jan
4
Dowd, Kevin
4
Gao, Niushan
4
Hu, Taizhong
4
Kaas, R.
4
Koch Medina, Pablo
4
Landsman, Zinoviy
4
Peng, Liang
4
Ren, Jiandong
4
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4
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Insurance / Mathematics & economics
4
Finance and stochastics
2
International journal of theoretical and applied finance
2
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of risk
1
Mathematics of operations research
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ECONIS (ZBW)
13
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1
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10
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13
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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
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:
4
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
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
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
7
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
8
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:
9
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
10
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:
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