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type_genre:"Collection of articles of several authors"
type_genre:"Publication in honor of a person"
~person:"Cai, Jun"
~person:"Mao, Tiantian"
~subject:"Finanzkrise"
~subject:"Lieferkette"
~subject:"Risiko"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Finanzkrise
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Risiko
Theory
Risikomanagement
16
Risk management
16
Risikomaß
15
Risk measure
15
Risk
14
Theorie
12
Portfolio selection
9
Portfolio-Management
9
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8
Messung
8
Statistical distribution
6
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Collection of articles of several authors
Publication in honor of a person
Aufsatz in Zeitschrift
Article in journal
16
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Cai, Jun
Mao, Tiantian
Ivanov, Dmitry
44
Dolgui, Alexandre
23
Broll, Udo
19
Sawik, Tadeusz
17
Wang, Ruodu
17
Talluri, Srinivas
15
Wagner, Stephan M.
15
Blackhurst, Jennifer
14
Choi, Tsan-Ming
14
Parast, Mahour Mellat
14
Embrechts, Paul
12
Govindan, Kannan
12
Tan, Ken Seng
12
Kouvelis, Panos
11
Fabozzi, Frank J.
10
Gunasekaran, Angappa
10
Zobel, Christopher W.
10
Bode, Christoph
9
Gatzert, Nadine
9
Ghadge, Abhijeet
9
Hartmann, Evi
9
McAleer, Michael
9
Paul, Sanjoy Kumar
9
Righi, Marcelo Brutti
9
Sharma, Satyendra Kumar
9
Sokolov, Boris
9
Dani, Samir
8
Dionne, Georges
8
Eller, Roland
8
Gleißner, Werner
8
Li, Johnny Siu-Hang
8
Min, Ho-key
8
Mizgier, Kamil J.
8
Wang, Shouyang
8
Wu, Desheng Dash
8
Bartram, Söhnke M.
7
Boonen, Tim J.
7
Cheng, T. C. E.
7
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Insurance / Mathematics & economics
9
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Journal of empirical finance
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ECONIS (ZBW)
16
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1
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10
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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
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
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
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
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
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
8
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
9
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:
10
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
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