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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Estimation theory"
~subject:"Statistical distribution"
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Estimation theory
Statistical distribution
Risikomaß
270
Risk measure
270
Theorie
198
Theory
198
Risk
138
Risiko
137
Portfolio selection
125
Portfolio-Management
125
Measurement
109
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109
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108
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108
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91
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34
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34
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33
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33
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33
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33
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32
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32
Estimation
30
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29
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27
ARCH-Modell
27
Capital income
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Value-at-Risk
25
Stochastic process
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Stochastischer Prozess
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Probability theory
19
Wahrscheinlichkeitsrechnung
19
Risk measures
17
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15
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100
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Furman, Edward
4
Landsman, Zinoviy
4
Mao, Tiantian
4
Su, Jianxi
4
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Ling, Chengxiu
3
Peng, Liang
3
Wang, Xing
3
Yang, Fan
3
Beirlant, Jan
2
Blazsek, Szabolcs
2
Cossette, Hélène
2
Di Bernardino, Elena
2
Eling, Martin
2
Gijbels, Irène
2
Goegebeur, Yuri
2
Joe, Harry
2
Marceau, Etienne
2
Monteros, Luis Antonio
2
Peng, Zuoxiang
2
Qin, Jing
2
Shushi, Tomer
2
Sordo, Miguel A.
2
Tan, Ken Seng
2
Tang, Qihe
2
Tursunalieva, Ainura
2
Yao, Jing
2
Yuan, Zhongyi
2
Abdelli, Jihane
1
Abu Bakar, S. A.
1
Adan, Ivo
1
Ahn, Jae Youn
1
Ahn, Soohan
1
Allen, David E.
1
Antonio, Katrien
1
Apaydin, Aysen
1
Artís Ortuño, Manuel
1
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Applied economics
Insurance / Mathematics & economics
Journal of banking & finance
35
Journal of risk
33
International journal of forecasting
28
Risks : open access journal
27
Finance research letters
25
Discussion paper / Tinbergen Institute
24
The journal of risk model validation
22
Journal of econometrics
21
The journal of operational risk
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Economic modelling
17
Journal of empirical finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
European journal of operational research : EJOR
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
Computational economics
14
Journal of forecasting
14
International review of financial analysis
13
Journal of risk and financial management : JRFM
12
Scandinavian actuarial journal
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers
11
International journal of theoretical and applied finance
10
The European journal of finance
10
Astin bulletin : the journal of the International Actuarial Association
9
Energy economics
9
Swiss Finance Institute Research Paper
9
International review of economics & finance : IREF
8
Journal of risk management in financial institutions
8
Pacific-Basin finance journal
8
Research paper series / Swiss Finance Institute
8
Dresdner Beiträge zu quantitativen Verfahren
7
Research in international business and finance
7
Applied economics letters
6
Finance and economics discussion series
6
Journal of mathematical finance
6
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ECONIS (ZBW)
100
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10
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100
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date (oldest first)
1
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
2
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
5
Probability equivalent level of
Value
at
Risk
and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
6
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
7
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:
8
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:
9
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
10
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
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