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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Statistical distribution
Multivariate Verteilung
95
Multivariate distribution
95
Theorie
67
Theory
67
Statistische Verteilung
38
Risikomaß
22
Risk measure
22
Copula
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Cossette, Hélène
5
Yang, Jingping
5
Marceau, Etienne
4
Hua, Lei
3
Mtalai, Itre
3
Su, Jianxi
3
Di Bernardino, Elena
2
Furman, Edward
2
Gijbels, Irène
2
Hou, Yanxi
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Moutanabbir, Khouzeima
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Peng, Liang
2
Shi, Peng
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Valdez, Emiliano
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Yang, Fan
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Apaydin, Aysen
1
Artís Ortuño, Manuel
1
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Bartels, Mariana
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Blier-Wong, Christopher
1
Bolancé, Catalina
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Bølviken, Erik
1
Chen, Li
1
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Cheng, Xiang
1
Coqueret, Guillaume
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Dhaene, Jan
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Durante, Fabrizio
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Dutang, Christophe
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Feng, Xiaoping
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Gadoury, Simon-Pierre
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Insurance / Mathematics & economics
Applied economics
18
Risks : open access journal
18
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
Economic modelling
13
SFB 649 discussion paper
13
Energy economics
12
European journal of operational research : EJOR
12
International review of financial analysis
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Journal of empirical finance
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk
10
Computational economics
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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The European journal of finance
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Discussion paper / Center for Economic Research, Tilburg University
6
International journal of forecasting
6
International journal of theoretical and applied finance
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Journal of econometrics
6
Quantitative finance
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CentER Discussion Paper Series
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
International review of economics & finance : IREF
5
Pacific-Basin finance journal
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of credit risk : published quarterly by Incisive Media
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Agricultural finance review
4
Astin bulletin : the journal of the International Actuarial Association
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Reihe Quantitative Ökonomie : Ökon
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Working papers on finance
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ASTIN bulletin : the journal of the International Actuarial Association
3
Applied economics letters
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
3
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
4
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:
5
Copula-based Markov process
Fang, Jun
;
Jiang, Fan
;
Liu, Yong
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
Saved in:
6
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin
;
Cheng, Xiang
;
Zhuo, Jin
;
Wang, Hao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
Saved in:
7
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
8
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut
;
Papapantoleon, Antonis
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
Saved in:
9
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
10
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
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