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~isPartOf:"Insurance / Mathematics & economics"
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Risikomaß
217
Risk measure
217
Theorie
194
Theory
194
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125
Risiko
123
Portfolio selection
116
Portfolio-Management
116
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76
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33
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24
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Cheung, Ka Chun
7
Mao, Tiantian
7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
6
Tang, Qihe
6
Asimit, Alexandru V.
5
Eling, Martin
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Liang, Zongxia
5
Boonen, Tim J.
4
Cai, Jun
4
Cossette, Hélène
4
Guan, Guohui
4
Sordo, Miguel A.
4
Su, Jianxi
4
Yang, Fan
4
Bellini, Fabio
3
Chi, Yichun
3
Dhaene, Jan
3
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Ling, Chengxiu
3
Liu, Fangda
3
Marceau, Etienne
3
Peng, Liang
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Pitselis, Georgios
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
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Sordo, M. A.
3
Tsanakas, Andreas
3
Wang, Xing
3
Wei, Yunran
3
Weng, Chengguo
3
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Insurance / Mathematics & economics
NBER working paper series
696
IMF Working Papers
663
Working paper / National Bureau of Economic Research, Inc.
648
IMF Staff Country Reports
626
NBER Working Paper
602
Journal of banking & finance
470
MPRA Paper
432
Applied economics
401
Journal of money, credit and banking : JMCB
401
Discussion paper / Centre for Economic Policy Research
328
IMF working papers
300
Economics letters
287
Journal of monetary economics
287
Review / Federal Reserve Bank of St. Louis
281
Journal of macroeconomics
260
Finance research letters
256
Working paper series / European Central Bank
256
Economic modelling
252
Working paper
248
Journal of payments strategy & systems
244
ECB Working Paper
242
Journal of international money and finance
211
Finance and economics discussion series
210
Applied economics letters
203
Journal of economic dynamics & control
202
IMF working paper
187
IMF country report
184
Discussion papers / CEPR
180
International review of financial analysis
168
Working Paper
163
CESifo working papers
162
Discussion paper
158
International review of economics & finance : IREF
151
The North American journal of economics and finance : a journal of financial economics studies
150
Applied financial economics
144
Economic review
143
Risks : open access journal
137
European journal of operational research : EJOR
136
Macroeconomic dynamics
129
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ECONIS (ZBW)
255
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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
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:
3
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
4
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:
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
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
7
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:
8
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:
9
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:
10
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
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