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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Bank risk"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Multivariate analysis"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Bank risk
Basel Accord
Measurement
Multivariate analysis
Risikomaß
36
Risk measure
36
Theorie
30
Theory
30
Risiko
17
Risk
17
Statistical distribution
14
Statistische Verteilung
14
Messung
13
Portfolio selection
12
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Reinsurance
7
Rückversicherung
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risk measures
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Multivariate Analyse
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value at risk
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Outliers
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Probability theory
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Stochastischer Prozess
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dependence
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Bankrisiko
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Basler Akkord
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Estimation
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Schätzung
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conditional tail expectation
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value-at-risk
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17
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Boonen, Tim J.
2
Furman, Edward
2
Jiang, Wenjun
2
Ren, Jiandong
2
Su, Jianxi
2
Afonso, Lourdes B.
1
Cai, Jun
1
Escobar, Marcos
1
Feng, Runhuan
1
Floryszczak, A.
1
Herrmann, Klaus
1
Hofert, Marius
1
Hürlimann, Werner
1
Liu, Haiyan
1
Lévy Véhel, Jacques
1
Mailhot, Mélina
1
Majri, M.
1
Mao, Tiantian
1
Müller, Fernanda Maria
1
Privault, Nicolas
1
Real, Pedro Corte
1
Righi, Marcelo Brutti
1
Robert, Christian Yann
1
Therond, Pierre-E.
1
Volkmer, Hans W.
1
Wei, Xiao
1
Willmot, Gordon E.
1
Woo, Jae-Kyung
1
Zhang, Yiying
1
Zitikis, Ričardas
1
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ASTIN bulletin : the journal of the International Actuarial Association
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
116
Journal of banking & finance
45
Risks : open access journal
43
Journal of risk
39
European journal of operational research : EJOR
34
The journal of operational risk
24
International journal of theoretical and applied finance
21
Mathematics of operations research
19
Finance research letters
18
Journal of risk management in financial institutions
18
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
17
The journal of risk model validation
16
Econometric Institute research papers
15
Economic modelling
15
International review of financial analysis
15
Discussion paper / Tinbergen Institute
14
Journal of financial stability
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Research paper series / Swiss Finance Institute
12
Scandinavian actuarial journal
12
Computational economics
11
Operations research
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
Journal of forecasting
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Operations research letters
10
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
CFS working paper series
8
Journal of financial econometrics
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Applied economics
7
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ECONIS (ZBW)
17
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1
Evaluating the tail risk of multivariate aggregate losses
Jiang, Wenjun
;
Ren, Jiandong
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 921-952
Persistent link: https://www.econbiz.de/10013426668
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
Optimal reinsurance design with distortion risk measures and asymmetric information
Boonen, Tim J.
;
Zhang, Yiying
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 607-629
Persistent link: https://www.econbiz.de/10012523259
Saved in:
4
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:
5
Optimal insurance contracts under distortion risk measures with ambiguity aversion
Jiang, Wenjun
;
Escobar, Marcos
;
Ren, Jiandong
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 619-646
Persistent link: https://www.econbiz.de/10012243390
Saved in:
6
Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012243394
Saved in:
7
Multivariate geometric tail- and range-value-at-risk
Herrmann, Klaus
;
Hofert, Marius
;
Mailhot, Mélina
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 265-292
Persistent link: https://www.econbiz.de/10012194132
Saved in:
8
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
9
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
10
Using weighted distributions to model operational risk
Afonso, Lourdes B.
;
Real, Pedro Corte
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
Saved in:
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