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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Probability theory"
~subject:"Theorie"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Probability theory
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Risikomaß
48
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48
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Astin bulletin : the journal of the International Actuarial Association
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
176
European journal of operational research : EJOR
86
Journal of banking & finance
83
Risks : open access journal
70
Journal of risk
43
Economic modelling
37
Finance research letters
37
Quantitative finance
37
Journal of empirical finance
35
International journal of forecasting
33
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31
International review of financial analysis
28
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SFB 649 discussion paper
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Scandinavian actuarial journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Research paper series / Swiss Finance Institute
22
The European journal of finance
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21
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21
The journal of operational risk
21
Journal of economic dynamics & control
20
Operations research letters
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SpringerLink / Bücher
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Energy economics
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Journal of risk management in financial institutions
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Applied economics letters
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Dresdner Beiträge zu quantitativen Verfahren
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Journal of financial econometrics
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1
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
2
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:
3
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
4
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
Saved in:
5
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
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6
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:
7
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
Saved in:
8
Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.
;
Choy, S. T. B.
;
Makov, U. E.
;
Landsman, Z.
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 871-904
Persistent link: https://www.econbiz.de/10011875920
Saved in:
9
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
Saved in:
10
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
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