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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~subject:"Theorie"
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Kapitaleinkommen
Statistical distribution
Theorie
Risikomaß
217
Risk measure
217
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
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Stochastic process
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Stochastischer Prozess
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Capital income
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15
Value at risk
14
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12
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Schätzung
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Expected Shortfall
9
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English
191
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Mao, Tiantian
7
Cheung, Ka Chun
6
Furman, Edward
6
Tan, Ken Seng
6
Wang, Ruodu
6
Hu, Taizhong
5
Landsman, Zinoviy
5
Asimit, Alexandru V.
4
Sordo, Miguel A.
4
Su, Jianxi
4
Tang, Qihe
4
Bellini, Fabio
3
Boonen, Tim J.
3
Cai, Jun
3
Chi, Yichun
3
Cossette, Hélène
3
Dhaene, Jan
3
Eling, Martin
3
Guillou, Armelle
3
Guillén, Montserrat
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Ling, Chengxiu
3
Liu, Fangda
3
Marceau, Etienne
3
Pitselis, Georgios
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sordo, M. A.
3
Wei, Yunran
3
Weng, Chengguo
3
Yang, Fan
3
Zhuang, Sheng Chao
3
Assa, Hirbod
2
Badescu, Alexandru M.
2
Beirlant, Jan
2
Bignozzi, Valeria
2
Bolancé, Catalina
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Insurance / Mathematics & economics
Journal of banking & finance
100
European journal of operational research : EJOR
87
Risks : open access journal
75
Journal of risk
60
Finance research letters
57
Economic modelling
46
International journal of forecasting
45
Quantitative finance
44
Discussion paper / Tinbergen Institute
43
International review of financial analysis
43
Journal of empirical finance
40
Applied economics
37
The North American journal of economics and finance : a journal of financial economics studies
34
Energy economics
32
Journal of risk and financial management : JRFM
32
The journal of risk model validation
32
The journal of operational risk
31
Journal of econometrics
30
Research paper series / Swiss Finance Institute
29
International journal of theoretical and applied finance
28
SFB 649 discussion paper
27
Scandinavian actuarial journal
27
Computational economics
25
Finance and stochastics
25
Journal of forecasting
25
The European journal of finance
25
Journal of economic dynamics & control
24
Working papers
24
Journal of financial econometrics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Mathematics and financial economics
21
The journal of credit risk : published quarterly by Incisive Media
21
Astin bulletin : the journal of the International Actuarial Association
20
Operations research letters
20
International review of economics & finance : IREF
19
Journal of mathematical finance
19
Journal of risk management in financial institutions
19
Mathematics of operations research
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ECONIS (ZBW)
191
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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
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:
6
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:
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
Saved in:
8
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
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
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
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