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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kreditrisiko"
~subject:"Risk"
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Search: subject:"Value at Risk"
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Estimation theory
Kreditrisiko
Risk
Risikomaß
309
Risk measure
309
Theorie
221
Theory
221
Risiko
146
Portfolio selection
135
Portfolio-Management
135
Measurement
124
Messung
124
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120
Risk management
120
Statistical distribution
91
Statistische Verteilung
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Schätztheorie
35
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33
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32
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32
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Estimation
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Probability theory
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Multivariate distribution
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English
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Mao, Tiantian
7
Furman, Edward
6
Tang, Qihe
5
Asimit, Alexandru V.
4
Cheung, Ka Chun
4
Cossette, Hélène
4
Guillén, Montserrat
4
Hu, Taizhong
4
Su, Jianxi
4
Wang, Ruodu
4
Bellini, Fabio
3
Cai, Jun
3
Dhaene, Jan
3
Guillou, Armelle
3
Laeven, Roger J. A.
3
Ling, Chengxiu
3
Marceau, Etienne
3
Peng, Liang
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sarabia Alzaga, José Maria
3
Sordo, Miguel A.
3
Wang, Xing
3
Yang, Fan
3
Badescu, Alexandru M.
2
Belles-Sampera, Jaume
2
Bignozzi, Valeria
2
Chlebus, Marcin
2
Fischer, Matthias
2
Goegebeur, Yuri
2
Goovaerts, Marc J.
2
Hua, Lei
2
Jiang, Wenjun
2
Joe, Harry
2
Kaas, R.
2
Kim, Joseph H. T.
2
Koch Medina, Pablo
2
Landsman, Zinoviy
2
Li, Jinzhu
2
Liu, Haiyan
2
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Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of risk model validation
Journal of banking & finance
70
European journal of operational research : EJOR
63
Risks : open access journal
61
Journal of risk
52
Finance research letters
50
Quantitative finance
33
Economic modelling
27
Discussion paper / Tinbergen Institute
26
International review of financial analysis
25
International journal of theoretical and applied finance
24
Mathematics of operations research
22
The North American journal of economics and finance : a journal of financial economics studies
22
Energy economics
21
Finance and stochastics
21
Journal of risk management in financial institutions
21
Journal of econometrics
20
Scandinavian actuarial journal
20
The journal of credit risk : published quarterly by Incisive Media
20
International review of economics & finance : IREF
19
Operations research
19
Computational economics
18
Journal of risk and financial management : JRFM
18
Applied economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of mathematical finance
17
Mathematics and financial economics
17
Research paper series / Swiss Finance Institute
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The European journal of finance
15
Journal of empirical finance
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
14
Journal of financial econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of economic dynamics & control
11
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ECONIS (ZBW)
182
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10
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182
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1
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
2
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
3
Distributionally robust reinsurance with
value-at-risk
and conditional
value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
4
The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Saved in:
5
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
6
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
7
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
8
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
9
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
10
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
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