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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"The journal of operational risk"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Welt
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212
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212
Theorie
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83
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75
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Rosazza Gianin, Emanuela
4
Rudloff, Birgit
4
Chen, Yanhong
3
Hu, Yijun
3
Assa, Hirbod
2
Centrone, Francesca
2
Hamel, Andreas
2
Koch Medina, Pablo
2
Munari, Cosimo-Andrea
2
Akhter, Selim
1
Anderson, W.
1
Ararat, Çağin
1
Ararat, Çağın
1
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1
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1
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1
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1
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Balbás, Beatriz
1
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1
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Daly, Kevin James
1
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1
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
International journal of theoretical and applied finance
Mathematics and financial economics
The journal of operational risk
Insurance / Mathematics & economics
104
Journal of banking & finance
33
Risks : open access journal
30
European journal of operational research : EJOR
29
Journal of risk
28
Finance research letters
26
Energy economics
22
Mathematics of operations research
19
Finance and stochastics
17
International review of financial analysis
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
International review of economics & finance : IREF
14
Scandinavian actuarial journal
12
The journal of risk model validation
12
Research paper series / Swiss Finance Institute
11
Applied economics letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Working paper
10
Journal of risk management in financial institutions
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research
9
Applied economics
8
Computational economics
8
Econometric Institute research papers
8
Journal of risk and financial management : JRFM
8
Operations research letters
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
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Journal of empirical finance
6
Journal of financial stability
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ECONIS (ZBW)
55
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1
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
2
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
3
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
4
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
5
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
6
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
7
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
8
Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Zimper, Alexander
;
Assa, Hirbod
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012500030
Saved in:
9
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
10
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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