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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:"Measurement"
~subject:"Multivariate analysis"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Multivariate analysis
Risikomaß
36
Risk measure
36
Theorie
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30
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17
Risk
17
Statistical distribution
14
Statistische Verteilung
14
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risk measures
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value at risk
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conditional tail expectation
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Boonen, Tim J.
2
Furman, Edward
2
Jiang, Wenjun
2
Ren, Jiandong
2
Su, Jianxi
2
Cai, Jun
1
Escobar, Marcos
1
Feng, Runhuan
1
Herrmann, Klaus
1
Hofert, Marius
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Hürlimann, Werner
1
Liu, Haiyan
1
Mailhot, Mélina
1
Mao, Tiantian
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Müller, Fernanda Maria
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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
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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
108
Risks : open access journal
30
European journal of operational research : EJOR
28
Journal of risk
25
Journal of banking & finance
22
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
International journal of theoretical and applied finance
16
Quantitative finance
16
Finance research letters
14
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Operations research letters
10
The journal of risk model validation
10
Computational economics
9
International review of financial analysis
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Research paper series / Swiss Finance Institute
8
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of operational risk
7
Applied economics letters
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of forecasting
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Economic modelling
5
Journal of econometrics
5
Journal of mathematical finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
CFS working paper series
4
Computational management science
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ECONIS (ZBW)
15
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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
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:
9
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
10
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
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