//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Bank risk"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bank risk
Basel Accord
Measurement
Risk measure
Statistische Verteilung
Risikomaß
23
Theorie
19
Theory
19
Risiko
11
Risk
11
Statistical distribution
9
Risikomanagement
8
Risk management
8
Portfolio selection
7
Portfolio-Management
7
Messung
6
risk measures
5
Multivariate Analyse
4
Multivariate analysis
4
Reinsurance
4
Rückversicherung
4
Ausreißer
3
Outliers
3
Probability theory
3
Risikomodell
3
Risk model
3
Stochastic process
3
Stochastischer Prozess
3
Value-at-Risk
3
Wahrscheinlichkeitsrechnung
3
value at risk
3
value-at-risk
3
Bankrisiko
2
Basler Akkord
2
Conditional value at risk
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Loss
2
Multivariate Verteilung
2
Multivariate distribution
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Boonen, Tim J.
2
Chi, Yichun
2
Furman, Edward
2
Su, Jianxi
2
Tan, Ken Seng
2
Afonso, Lourdes B.
1
Asimit, Alexandru V.
1
Cai, Jun
1
Castillo, Joan del
1
Chan, J. S. K.
1
Chen, Xinxiang
1
Choy, S. T. B.
1
Chuliá, Helena
1
Daoudi, Jalila
1
Denuit, Michel
1
Feng, Runhuan
1
Floryszczak, A.
1
Godin, Frédéric
1
Guillén, Montserrat
1
Hamel, Emmanuel
1
Hürlimann, Werner
1
Landsman, Z.
1
Lemieux, Christiane
1
Li, Jinzhu
1
Lin, Sheldon
1
Liu, Fangda
1
Liu, Haiyan
1
Lo, Ambrose
1
Lévy Véhel, Jacques
1
Majri, M.
1
Makov, U. E.
1
Privault, Nicolas
1
Real, Pedro Corte
1
Robert, Christian Yann
1
Serra, Isabel
1
Stupfler, Gilles
1
Therond, Pierre-E.
1
Trottier, Denis-Alexandre
1
Uribe, Jorge
1
Volkmer, Hans W.
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Finance research letters
110
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
6
Systemic risk : an asymptotic evaluation
Asimit, Alexandru V.
;
Li, Jinzhu
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 673-698
Persistent link: https://www.econbiz.de/10011875678
Saved in:
7
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:
8
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
9
A Neyman-Pearson perspective on optimal reinsurance with constraints
Lo, Ambrose
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 467-499
Persistent link: https://www.econbiz.de/10011729606
Saved in:
10
The full tails gamma distribution applied to model extreme values
Castillo, Joan del
;
Daoudi, Jalila
;
Serra, Isabel
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 895-917
Persistent link: https://www.econbiz.de/10011763681
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->