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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Bankrisiko"
~subject:"Financial crisis"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Bankrisiko
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Afonso, Lourdes B.
1
Boonen, Tim J.
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Furman, Edward
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Hürlimann, Werner
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
108
Journal of banking & finance
48
Journal of risk
37
Risks : open access journal
37
European journal of operational research : EJOR
33
Finance research letters
28
The journal of operational risk
21
Mathematics of operations research
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International review of financial analysis
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Discussion paper / Tinbergen Institute
17
Economic modelling
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Finance and stochastics
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International journal of theoretical and applied finance
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Mathematics and financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk management in financial institutions
16
Quantitative finance
16
International review of economics & finance : IREF
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Journal of financial stability
13
Journal of international financial markets, institutions & money
13
Applied economics letters
12
Journal of economic dynamics & control
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Scandinavian actuarial journal
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The journal of risk model validation
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Applied economics
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Journal of risk and financial management : JRFM
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Working paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Operations research
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Research paper series / Swiss Finance Institute
10
Computational economics
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
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The European journal of finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Econometric Institute research papers
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Operations research letters
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Pacific-Basin finance journal
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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
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:
3
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:
4
Using weighted distributions to model operational risk
Afonso, Lourdes B.
;
Real, Pedro Corte
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
Saved in:
5
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:
6
Competitive equilibria with distortion risk measures
Boonen, Tim J.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 703-728
Persistent link: https://www.econbiz.de/10011397655
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7
Distortion risk measures, ambiguity aversion and optimal effort
Robert, Christian Yann
;
Therond, Pierre-E.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 277-302
Persistent link: https://www.econbiz.de/10010393955
Saved in:
8
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
9
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
Saved in:
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