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type_genre:"Article in journal"
~person:"Cheung, Ka Chun"
~person:"Mao, Tiantian"
~person:"Quiggin, John C."
~subject:"Risikomaß"
~type_genre:"Article"
~type_genre:"Rezension"
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Risikomaß
Risiko
42
Risk
42
Theorie
33
Theory
33
Risk measure
20
Risikomanagement
15
Risk management
15
Measurement
13
Messung
13
Portfolio selection
13
Portfolio-Management
13
Nutzen
9
Utility
9
Statistical distribution
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Statistische Verteilung
8
Ausreißer
6
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Decision under uncertainty
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6
Entscheidung unter Unsicherheit
6
Outliers
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Reinsurance
6
Rückversicherung
6
Erwartungsnutzen
5
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5
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5
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Decision under risk
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Entscheidung unter Risiko
4
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Risk model
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Erwartungsbildung
3
Expectation formation
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Prospect Theory
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Article in journal
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20
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2
Graue Literatur
2
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2
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20
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Cheung, Ka Chun
Mao, Tiantian
Quiggin, John C.
Righi, Marcelo Brutti
18
Wang, Ruodu
18
Rosazza Gianin, Emanuela
12
Brandtner, Mario
9
Cai, Jun
9
Müller, Fernanda Maria
9
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
Liu, Haiyan
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Xu, Huifu
6
Bäuerle, Nicole
5
Chen, Zhiping
5
Delage, Erick
5
Embrechts, Paul
5
Feinstein, Zachary
5
Guillén, Montserrat
5
Hammoudeh, Shawkat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Long, Huaigang
5
Puccetti, Giovanni
5
Sarabia Alzaga, José Maria
5
Stoja, Evarist
5
Su, Jianxi
5
Yang, Fan
5
Almeida, Caio
4
Balbás, Beatriz
4
Bignozzi, Valeria
4
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Insurance / Mathematics & economics
11
Scandinavian actuarial journal
5
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Mathematics of operations research
1
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ECONIS (ZBW)
20
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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
Satisficing credibility for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
3
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:
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
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:
6
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:
7
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
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
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
10
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
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