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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of risk model validation"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
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Kapitaleinkommen
Statistical distribution
Risikomaß
284
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284
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197
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132
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131
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124
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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
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Cossette, Hélène
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2
Kim, Joseph H. T.
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Li, Jinzhu
2
Marceau, Etienne
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Mitic, Peter
2
Peng, Zuoxiang
2
Qin, Jing
2
Sarabia Alzaga, José Maria
2
Shushi, Tomer
2
Sordo, Miguel A.
2
Tan, Ken Seng
2
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2
Yao, Jing
2
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1
Abu Bakar, S. A.
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1
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Insurance / Mathematics & economics
The journal of risk model validation
Journal of banking & finance
40
Finance research letters
35
International journal of forecasting
30
International review of financial analysis
30
Journal of risk
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
24
Applied economics
20
Journal of empirical finance
20
The journal of operational risk
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Economic modelling
19
Energy economics
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Journal of econometrics
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Quantitative finance
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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Research in international business and finance
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SFB 649 discussion paper
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European journal of operational research : EJOR
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Scandinavian actuarial journal
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The European journal of finance
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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
10
Pacific-Basin finance journal
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international financial markets, institutions & money
9
Journal of financial economics
8
Journal of mathematical finance
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ECONIS (ZBW)
94
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1
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10
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94
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date (oldest first)
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
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:
6
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:
7
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:
8
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
9
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:
10
Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
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