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type_genre:"Article in journal"
~person:"Mao, Tiantian"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Rezension"
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Risk
Risiko
16
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12
Risk measure
12
Theorie
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11
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
10
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9
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9
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6
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6
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3
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Article in journal
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16
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1
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Mao, Tiantian
Gupta, Rangan
96
Viscusi, W. Kip
51
Eeckhoudt, Louis R.
42
Gollier, Christian
41
Bahmani-Oskooee, Mohsen
30
Demirer, Rıza
28
Lee, Chien-chiang
28
Gozgor, Giray
26
Hammoudeh, Shawkat
26
Wang, Ruodu
25
Balcilar, Mehmet
24
Chavas, Jean-Paul
24
Wong, Wing Keung
23
Demir, Ender
22
Ji, Qiang
22
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Kit, Pong Wong
21
Chiang, Thomas C.
20
Righi, Marcelo Brutti
20
Shogren, Jason F.
20
Weber, Martin
20
Bali, Turan G.
19
Balli, Faruk
19
Denuit, Michel
19
Fabozzi, Frank J.
19
Quiggin, John C.
19
Yin, Libo
19
Epstein, Larry G.
18
Hammitt, James K.
18
Salisu, Afees A.
18
Boonen, Tim J.
17
Menegatti, Mario
17
Su, Chi-Wei
17
Turvey, Calum Greig
17
Alghalith, Moawia
16
Bouri, Elie
16
Broll, Udo
16
Dequech, David
16
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16
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Insurance / Mathematics & economics
8
ASTIN bulletin : the journal of the International Actuarial Association
2
Scandinavian actuarial journal
2
Finance and stochastics
1
Journal of mathematical economics
1
Mathematics and financial economics
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ECONIS (ZBW)
16
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1
Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
Saved in:
2
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:
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
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:
5
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:
6
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
7
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:
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
Characterizations of risk aversion in cumulative prospect theory
Mao, Tiantian
;
Yang, Fan
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 303-328
Persistent link: https://www.econbiz.de/10012055812
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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