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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomanagement"
~subject:"Volatilität"
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Risikomanagement
Volatilität
Risikomaß
217
Risk measure
217
Theorie
175
Theory
175
Risk
123
Risiko
122
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
Risk management
94
Statistical distribution
76
Statistische Verteilung
76
Reinsurance
33
Rückversicherung
33
Risikomodell
32
Risk model
32
Estimation theory
24
Schätztheorie
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Value-at-Risk
24
Ausreißer
22
Multivariate Verteilung
22
Multivariate distribution
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Outliers
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Probability theory
19
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Stochastischer Prozess
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Wahrscheinlichkeitsrechnung
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Capital income
17
Kapitaleinkommen
17
Risk measures
17
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15
Value at risk
14
Estimation
12
Insurance
11
Schätzung
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Distortion risk measure
9
Expected Shortfall
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95
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Mao, Tiantian
6
Cossette, Hélène
4
Hu, Taizhong
4
Tan, Ken Seng
4
Wang, Ruodu
4
Cai, Jun
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Ling, Chengxiu
3
Marceau, Etienne
3
Tang, Qihe
3
Yang, Fan
3
Boonen, Tim J.
2
Chi, Yichun
2
Cui, Wei
2
Eling, Martin
2
Furman, Edward
2
Jung, Kwangmin
2
Laeven, Roger J. A.
2
Liu, Fangda
2
Peng, Liang
2
Peng, Zuoxiang
2
Rüschendorf, Ludger
2
Shen, Qingjie
2
Wang, Xing
2
Wang, Ying
2
Wei, Yunran
2
Weng, Chengguo
2
Zhang, Yiying
2
Adan, Ivo
1
Apaydin, Aysen
1
Asimit, Alexandru
1
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Barrio, Eustasio del
1
Beirlant, Jan
1
Belles-Sampera, Jaume
1
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Insurance / Mathematics & economics
Journal of banking & finance
70
Risks : open access journal
57
Finance research letters
55
Journal of risk
52
Energy economics
51
The North American journal of economics and finance : a journal of financial economics studies
48
European journal of operational research : EJOR
41
Economic modelling
39
International review of financial analysis
34
The journal of risk model validation
33
Journal of empirical finance
29
International journal of forecasting
28
Journal of risk and financial management : JRFM
28
Applied economics
27
The journal of operational risk
27
International review of economics & finance : IREF
26
Quantitative finance
24
Journal of risk management in financial institutions
21
Discussion paper / Tinbergen Institute
20
International journal of theoretical and applied finance
20
Computational economics
19
Journal of econometrics
19
Journal of international financial markets, institutions & money
18
The European journal of finance
18
Research paper series / Swiss Finance Institute
16
SpringerLink / Bücher
16
Journal of mathematical finance
15
Pacific-Basin finance journal
15
Econometric Institute research papers
14
Working paper
14
Journal of forecasting
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Finance and stochastics
12
Journal of financial econometrics
12
Research in international business and finance
12
Working papers
12
International journal of risk assessment and management : IJRAM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics letters
10
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ECONIS (ZBW)
95
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95
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1
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:
2
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
Saved in:
3
Distributionally robust reinsurance with
value-at-risk
and conditional
value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
4
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:
5
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:
6
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:
7
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
8
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
9
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
10
Avoiding zero probability events when computing
value
at
risk
contributions
Koike, Takaaki
;
Saporito, Yuri
;
Targino, Rodrigo
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 173-192
Persistent link: https://www.econbiz.de/10013380509
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