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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
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Search: subject:"Expected Shortfall"
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Kapitaleinkommen
Statistical distribution
Risikomaß
247
Risk measure
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136
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89
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Mao, Tiantian
5
Furman, Edward
4
Landsman, Zinoviy
4
Su, Jianxi
4
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Ling, Chengxiu
3
Yang, Fan
3
Beirlant, Jan
2
Cossette, Hélène
2
Di Bernardino, Elena
2
Eling, Martin
2
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2
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2
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Kim, Joseph H. T.
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2
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2
Qin, Jing
2
Shushi, Tomer
2
Sordo, Miguel A.
2
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2
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2
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2
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2
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1
Abu Bakar, S. A.
1
Adan, Ivo
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1
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Insurance / Mathematics & economics
Pacific-Basin finance journal
Journal of banking & finance
40
Finance research letters
35
International journal of forecasting
30
International review of financial analysis
30
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27
Risks : open access journal
26
The North American journal of economics and finance : a journal of financial economics studies
25
Discussion paper / Tinbergen Institute
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Journal of empirical finance
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The journal of operational risk
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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Astin bulletin : the journal of the International Actuarial Association
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international financial markets, institutions & money
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Journal of financial economics
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Journal of mathematical finance
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ECONIS (ZBW)
89
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1
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
2
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
3
Asymptotic results on marginal expected shortfalls for dependent risks
Li, Jinzhu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 146-168
Persistent link: https://www.econbiz.de/10013271968
Saved in:
4
Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants
Gribkova, N. V.
;
Su, J.
;
Zitikis, R.
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 199-222
Persistent link: https://www.econbiz.de/10013471211
Saved in:
5
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
6
Economic policy uncertainty and capital flows' tail risk in China
Huang, Xiaowei
;
He, Chenyu
;
Zhang, Man
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014575707
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7
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
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8
Can firms with higher ESG ratings bear higher bank systemic tail risk spillover? : evidence from Chinese A-share market
Ling, Aifan
;
Li, Jinlong
;
Zhang, Yugui
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463311
Saved in:
9
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
10
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
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