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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Bank risk"
~subject:"Financial services"
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Bank risk
Financial services
Risikomaß
217
Risk measure
217
Theorie
175
Theory
175
Risk
123
Risiko
122
Portfolio selection
105
Portfolio-Management
105
Measurement
104
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104
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94
Risk management
94
Statistical distribution
76
Statistische Verteilung
76
Reinsurance
33
Rückversicherung
33
Risikomodell
32
Risk model
32
Estimation theory
24
Schätztheorie
24
Value-at-Risk
24
Ausreißer
22
Multivariate Verteilung
22
Multivariate distribution
22
Outliers
22
Probability theory
19
Stochastic process
19
Stochastischer Prozess
19
Wahrscheinlichkeitsrechnung
19
Capital income
17
Kapitaleinkommen
17
Risk measures
17
Capital allocation
15
Value at risk
14
Estimation
12
Insurance
11
Schätzung
11
Distortion risk measure
9
Expected Shortfall
9
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11
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Boonen, Tim J.
1
Cossette, Hélène
1
Dhaene, Jan
1
Eckert, Christian
1
Eling, Martin
1
Farkas, Walter
1
Gatzert, Nadine
1
Jung, Kwangmin
1
Koch Medina, Pablo
1
Laeven, Roger J. A.
1
Ling, Chengxiu
1
Marceau, Etienne
1
Marri, Fouad
1
Mitra, Sovan
1
Moutanabbir, Khouzeima
1
Munari, Cosimo
1
Ortega-Jiménez, P.
1
Sordo, M. A.
1
Suárez-Llorens, A.
1
Trufin, Julien
1
Tsanakas, Andreas
1
Wei, Li
1
Wüthrich, Mario V.
1
Yuan, Zhongyi
1
Zhang, Yiying
1
Zuyderhoff, Pierre
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Insurance / Mathematics & economics
Journal of banking & finance
26
The journal of operational risk
19
Journal of risk
18
Risks : open access journal
18
Finance research letters
11
Journal of financial stability
11
Journal of risk management in financial institutions
11
Economic modelling
9
European journal of operational research : EJOR
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of risk model validation
7
Discussion paper
6
Handbuch ökonomisches Kapitel
6
International journal of theoretical and applied finance
6
International review of financial analysis
6
Computational economics
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Wiley finance series
5
Brennpunkt Risikomanagement und Regulierung
4
CFS working paper series
4
Discussion paper / Tinbergen Institute
4
Dresdner Beiträge zu quantitativen Verfahren
4
Journal of economic dynamics & control
4
Journal of financial regulation and compliance : an international journal
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Risiko-Manager
4
SpringerLink / Bücher
4
The journal of credit risk : published quarterly by Incisive Media
4
Applied economics
3
Applied economics letters
3
Basel III, Risikomanagement und neue Bankenaufsicht
3
Contemporary economics
3
Die Bank
3
Econometric Institute research papers
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Finance and stochastics
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
11
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1
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
2
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
3
Stochastic orders and multivariate measures of risk contagion
Ortega-Jiménez, P.
;
Sordo, M. A.
;
Suárez-Llorens, A.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 199-207
Persistent link: https://www.econbiz.de/10012482851
Saved in:
4
Risk aggregation in non-life insurance : standard models vs. internal models
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
Saved in:
5
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
6
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
7
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
8
Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Eckert, Christian
;
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011694399
Saved in:
9
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
10
Capital requirements with defaultable securities
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 58-67
Persistent link: https://www.econbiz.de/10010366206
Saved in:
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