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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Risikomaß
231
Risk measure
231
Theorie
179
Theory
179
Risk
129
Risiko
128
Portfolio selection
114
Portfolio-Management
114
Measurement
104
Messung
104
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93
Risk management
93
Statistical distribution
78
Statistische Verteilung
78
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Ausreißer
24
Capital income
24
Estimation theory
24
Outliers
24
Schätztheorie
24
Value-at-Risk
24
Multivariate Verteilung
23
Multivariate distribution
23
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
18
Stochastischer Prozess
18
Risk measures
17
Capital allocation
16
Estimation
15
Schätzung
14
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14
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11
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9
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9
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English
24
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Landsman, Zinoviy
3
Furman, Edward
2
Guillou, Armelle
2
Ignatieva, Ekaterina
2
Mao, Tiantian
2
Su, Jianxi
2
Yang, Fan
2
Agarwal, Vikas
1
Asimit, Alexandru
1
Bai, Jennie
1
Bali, Turan G.
1
Bello, Alfonso J.
1
Bollerslev, Tim
1
Chaoubi, Ihsan
1
Chavez-Demoulin, Valérie
1
Chen, Die
1
Cossette, Hélène
1
Eling, Martin
1
Fan, Zhenzhen
1
Farago, Adam
1
Gadoury, Simon-Pierre
1
Goegebeur, Yuri
1
Gospodinov, Nikolaj
1
Hu, Taizhong
1
Hua, Lei
1
Ji, Liuyan
1
Joe, Harry
1
Kim, Joseph H. T.
1
Kim, So-Yeun
1
Kye, Yisub
1
Li, Jinzhu
1
Londono, Juan M.
1
Makov, Udi
1
Marceau, Etienne
1
Pan, Xiaoqing
1
Patton, Andrew J.
1
Petkova, Ralitsa
1
Qin, Jing
1
Quaedvlieg, Rogier
1
Robotti, Cesare
1
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Insurance / Mathematics & economics
Journal of financial economics
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
20
Journal of banking & finance
16
Research in international business and finance
12
Energy economics
11
International journal of forecasting
11
Journal of empirical finance
11
Journal of risk
11
Applied economics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of econometrics
9
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of forecasting
8
Pacific-Basin finance journal
8
Quantitative finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Discussion paper / Tinbergen Institute
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
7
Econometric Institute research papers
6
Economic modelling
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
The journal of asset management
6
Working paper
6
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Review of quantitative finance and accounting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
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ECONIS (ZBW)
24
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1
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
2
Equity tail risk and currency risk premiums
Fan, Zhenzhen
;
Londono, Juan M.
;
Xiao, Xiao
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 484-503
Persistent link: https://www.econbiz.de/10013350667
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Common pricing across asset classes : empirical evidence revisited
Gospodinov, Nikolaj
;
Robotti, Cesare
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 292-324
Persistent link: https://www.econbiz.de/10013188701
Saved in:
5
A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
Saved in:
6
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
7
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
8
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
9
Extremes for coherent risk measures
Asimit, Alexandru
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 332-341
Persistent link: https://www.econbiz.de/10011630863
Saved in:
10
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
Kim, Joseph H. T.
;
Kim, So-Yeun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
Saved in:
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