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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Basler Akkord"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Basler Akkord
Portfolio selection
Risk measure
Insolvency
37
Insolvenz
37
Theorie
25
Theory
25
Credit risk
12
Kreditrisiko
12
Finanzmathematik
9
Mathematical finance
9
Probability theory
9
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9
Risikomodell
9
Risk
9
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9
Wahrscheinlichkeitsrechnung
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7
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United States
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Loss given default
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Statistical distribution
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Statistische Verteilung
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Ansteckungseffekt
2
Basel Accord
2
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2
Control theory
2
Counterparty default risk
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9
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Yuan, Zhongyi
2
Asimit, Alexandru V.
1
Azcue, Pablo
1
Badescu, Alexandru M.
1
Cai, Jun
1
Cheung, Ka Chun
1
Farkas, Walter
1
Koch Medina, Pablo
1
Lemieux, Christiane
1
Li, Chen
1
Li, Xiaohu
1
Liu, Fangda
1
Liu, Jing
1
Muler, Nora
1
Munari, Cosimo
1
Shi, Xiaojun
1
Tang, Qihe
1
Wei, Li
1
Wong, K. C.
1
Yam, Sheung Chi Phillip
1
Zeng, Jinli
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Insurance / Mathematics & economics
The journal of credit risk : published quarterly by Incisive Media
15
Journal of banking & finance
14
European journal of operational research : EJOR
9
International journal of forecasting
8
Finance research letters
7
Journal of risk management in financial institutions
7
Risks : open access journal
7
International journal of theoretical and applied finance
6
The journal of fixed income
6
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
The journal of risk model validation
5
Working paper series / European Central Bank
5
CESifo working papers
4
Discussion paper / Tinbergen Institute
4
Economic modelling
4
European financial management : the journal of the European Financial Management Association
4
Journal of international financial markets, institutions & money
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied economics
3
Applied economics letters
3
BIS working papers
3
FDIC Center for Financial Research Paper
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of financial services research : JFSR
3
Journal of mathematical economics
3
Journal of the Operational Research Society : OR
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
NBER working paper series
3
Review of derivatives research
3
Scandinavian actuarial journal
3
The journal of real estate finance and economics
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
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ECONIS (ZBW)
9
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1
Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen
;
Li, Xiaohu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
Saved in:
2
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
3
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
4
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
5
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
6
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:
7
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
8
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
9
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
Azcue, Pablo
;
Muler, Nora
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10009517662
Saved in:
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