//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Kapitaleinkommen"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Expected Shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Theory
Risikomaß
217
Risk measure
217
Theorie
173
Risk
122
Risiko
121
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
Risikomanagement
93
Risk management
93
Statistical distribution
76
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
Expected Shortfall
9
Multivariate Analyse
9
more ...
less ...
Online availability
All
Undetermined
114
Type of publication
All
Article
176
Type of publication (narrower categories)
All
Article in journal
176
Aufsatz in Zeitschrift
176
Language
All
English
176
Author
All
Cheung, Ka Chun
6
Furman, Edward
6
Mao, Tiantian
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
Guillén, Montserrat
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Liu, Fangda
3
Marceau, Etienne
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sordo, M. A.
3
Wei, Yunran
3
Weng, Chengguo
3
Zhuang, Sheng Chao
3
Assa, Hirbod
2
Badescu, Alexandru M.
2
Beirlant, Jan
2
Bignozzi, Valeria
2
Bolancé, Catalina
2
Cui, Wei
2
Di Bernardino, Elena
2
Farkas, Walter
2
Ghossoub, Mario
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
89
European journal of operational research : EJOR
86
Risks : open access journal
71
Finance research letters
50
Journal of risk
50
International review of financial analysis
41
Quantitative finance
41
Economic modelling
40
Journal of empirical finance
37
Discussion paper / Tinbergen Institute
35
International journal of forecasting
35
Applied economics
30
The North American journal of economics and finance : a journal of financial economics studies
30
International journal of theoretical and applied finance
28
Journal of risk and financial management : JRFM
28
Research paper series / Swiss Finance Institute
26
The journal of risk model validation
26
Energy economics
25
Finance and stochastics
25
Journal of econometrics
25
SFB 649 discussion paper
25
Scandinavian actuarial journal
25
Computational economics
22
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
The European journal of finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
21
Mathematics and financial economics
21
The journal of credit risk : published quarterly by Incisive Media
21
Journal of financial econometrics
20
Operations research letters
20
Astin bulletin : the journal of the International Actuarial Association
19
Mathematics of operations research
19
The journal of operational risk
19
Operations research
18
Working papers
18
Journal of mathematical finance
17
SpringerLink / Bücher
17
more ...
less ...
Source
All
ECONIS (ZBW)
176
Showing
1
-
10
of
176
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
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
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->