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type_genre:"Hochschulschrift"
~accessRights:"restricted"
~language:"deu"
~language:"eng"
~language:"rus"
~person:"Denuit, Michel"
~person:"Eller, Roland"
~person:"Mao, Tiantian"
~person:"Righi, Marcelo Brutti"
~subject:"Bank management"
~subject:"Financial crisis"
~subject:"Production"
~subject:"Risiko"
~subject:"Russland"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Risk management
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Risk
15
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12
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12
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11
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11
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10
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Statistical distribution
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risk measures
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Denuit, Michel
Eller, Roland
Mao, Tiantian
Righi, Marcelo Brutti
Wang, Ruodu
15
Broll, Udo
9
Tan, Ken Seng
9
Boonen, Tim J.
7
Cai, Jun
7
Qazi, Abroon
7
Embrechts, Paul
6
Gatzert, Nadine
6
Li, Jianping
6
Li, Johnny Siu-Hang
6
Asimit, Alexandru V.
5
Bernard, Carole
5
Cheng, T. C. E.
5
Chi, Yichun
5
Cossette, Hélène
5
Ghadge, Abhijeet
5
Guillén, Montserrat
5
Hurlin, Christophe
5
Marceau, Etienne
5
Mitic, Peter
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Welzel, Peter
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Yang, Fan
5
Zenios, Stauros Andrea
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Zhu, Xiaoqian
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Bauer, Daniel
4
Berg, Marcel
4
Brandtner, Mario
4
Chaudhry, Sajid M.
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Chen, An
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Dionne, Georges
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Fabozzi, Frank J.
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4
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ASTIN bulletin : the journal of the International Actuarial Association
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1
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International review of economics & finance : IREF
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ECONIS (ZBW)
17
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1
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
2
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
3
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
4
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:
5
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
6
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
7
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:
8
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:
9
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
10
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
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