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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Statistical distribution"
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Kapitaleinkommen
Portfolio-Management
Statistical distribution
Risikomaß
217
Risk measure
217
Theorie
173
Theory
173
Risk
122
Risiko
121
Portfolio selection
105
Measurement
104
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104
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147
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Mao, Tiantian
7
Furman, Edward
6
Landsman, Zinoviy
5
Tang, Qihe
5
Wang, Ruodu
5
Su, Jianxi
4
Cai, Jun
3
Cossette, Hélène
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Dhaene, Jan
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Guillou, Armelle
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Hua, Lei
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Wei, Yunran
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Belles-Sampera, Jaume
2
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Bignozzi, Valeria
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Cheung, Ka Chun
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Insurance / Mathematics & economics
Journal of banking & finance
92
Journal of risk
70
Finance research letters
66
European journal of operational research : EJOR
65
Risks : open access journal
63
International review of financial analysis
48
Quantitative finance
48
Economic modelling
43
Discussion paper / Tinbergen Institute
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of forecasting
36
Journal of risk and financial management : JRFM
34
Applied economics
32
Journal of empirical finance
32
The journal of risk model validation
31
Energy economics
29
The European journal of finance
26
Computational economics
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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The journal of operational risk
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Journal of forecasting
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Scandinavian actuarial journal
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Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance and stochastics
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Operations research
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Working paper
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Applied economics letters
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Econometric Institute research papers
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Journal of risk management in financial institutions
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
147
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1
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:
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
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:
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
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:
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
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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
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
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
10
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
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