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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Expected Shortfall"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
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Expected Shortfall
Kapitaleinkommen
Statistical distribution
Risikomaß
217
Risk measure
217
Theorie
173
Theory
173
Risk
122
Risiko
121
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
Risikomanagement
93
Risk management
93
Statistische Verteilung
76
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Estimation theory
24
Schätztheorie
24
Value-at-Risk
24
Ausreißer
22
Multivariate Verteilung
22
Multivariate distribution
22
Outliers
22
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
18
Stochastischer Prozess
18
Capital income
17
Risk measures
17
Capital allocation
15
Value at risk
14
Estimation
12
Insurance
11
Schätzung
11
Distortion risk measure
9
Multivariate Analyse
9
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87
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87
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English
87
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Mao, Tiantian
5
Furman, Edward
4
Landsman, Zinoviy
4
Su, Jianxi
4
Wang, Ruodu
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
Gijbels, Irène
2
Goegebeur, Yuri
2
Joe, Harry
2
Kim, Joseph H. T.
2
Laudagé, Christian
2
Li, Jinzhu
2
Marceau, Etienne
2
Peng, Zuoxiang
2
Qin, Jing
2
Shushi, Tomer
2
Sordo, Miguel A.
2
Tan, Ken Seng
2
Wang, Xing
2
Wei, Yunran
2
Wenzel, Jörg
2
Yao, Jing
2
Yuan, Zhongyi
2
Abdelli, Jihane
1
Abu Bakar, S. A.
1
Adan, Ivo
1
Ahn, Jae Youn
1
Ahn, Soohan
1
Antonio, Katrien
1
Apaydin, Aysen
1
Artís Ortuño, Manuel
1
Asimit, Alexandru
1
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Insurance / Mathematics & economics
Journal of banking & finance
43
Finance research letters
30
International journal of forecasting
29
International review of financial analysis
29
Risks : open access journal
29
Journal of risk
26
Discussion paper / Tinbergen Institute
25
The North American journal of economics and finance : a journal of financial economics studies
25
Applied economics
20
Economic modelling
20
Journal of empirical finance
20
Journal of econometrics
19
The journal of operational risk
19
Energy economics
18
Journal of financial econometrics
17
Quantitative finance
17
Journal of risk and financial management : JRFM
15
The journal of risk model validation
15
International review of economics & finance : IREF
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of forecasting
14
Research paper series / Swiss Finance Institute
14
European journal of operational research : EJOR
13
Research in international business and finance
12
SFB 649 discussion paper
12
Working papers
12
Astin bulletin : the journal of the International Actuarial Association
11
Computational economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Scandinavian actuarial journal
11
Swiss Finance Institute Research Paper
11
The European journal of finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international financial markets, institutions & money
9
Pacific-Basin finance journal
9
Journal of economic dynamics & control
8
Journal of financial economics
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
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ECONIS (ZBW)
87
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87
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1
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
2
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:
3
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:
4
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:
5
Risk measures induced by efficient insurance contracts
Wang, Qiuqi
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 56-65
Persistent link: https://www.econbiz.de/10013198326
Saved in:
6
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
7
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:
8
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:
9
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:
10
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
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