//--> //--> //--> //-->
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"
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_exact:"Risikomaß"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
217
Risk measure
217
Theorie
173
Theory
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
Kapitaleinkommen
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
139
Type of publication
All
Article
217
Type of publication (narrower categories)
All
Article in journal
217
Aufsatz in Zeitschrift
217
Language
All
English
217
Author
All
Cheung, Ka Chun
7
Mao, Tiantian
7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
6
Tang, Qihe
6
Asimit, Alexandru V.
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Boonen, Tim J.
4
Cai, Jun
4
Cossette, Hélène
4
Eling, Martin
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
3
Pitselis, Georgios
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sordo, M. A.
3
Tsanakas, Andreas
3
Wang, Xing
3
Wei, Yunran
3
Weng, Chengguo
3
Zhuang, Sheng Chao
3
Assa, Hirbod
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Risks : open access journal
106
Finance research letters
103
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
more ...
less ...
Source
All
ECONIS (ZBW)
217
Showing
1
-
10
of
217
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
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
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:
10
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:
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...
//-->