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~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"The journal of risk model validation"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Theorie"
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Credit risk
Measurement
Theorie
Risikomaß
98
Risk measure
98
Theory
49
Portfolio selection
32
Portfolio-Management
32
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32
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backtesting
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Cheung, Ka Chun
4
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Scandinavian actuarial journal
The journal of risk model validation
Insurance / Mathematics & economics
189
Journal of banking & finance
102
European journal of operational research : EJOR
96
Risks : open access journal
78
Journal of risk
59
Finance research letters
42
Quantitative finance
41
Economic modelling
40
Journal of empirical finance
37
International journal of forecasting
34
International journal of theoretical and applied finance
34
International review of financial analysis
34
Discussion paper / Tinbergen Institute
31
Finance and stochastics
28
Journal of risk and financial management : JRFM
27
Applied economics
26
Computational economics
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The European journal of finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
SFB 649 discussion paper
25
Research paper series / Swiss Finance Institute
24
The journal of credit risk : published quarterly by Incisive Media
24
Journal of econometrics
23
The journal of operational risk
23
Journal of economic dynamics & control
22
Journal of risk management in financial institutions
21
Mathematics of operations research
21
Operations research
21
Operations research letters
21
Astin bulletin : the journal of the International Actuarial Association
20
Journal of forecasting
20
SpringerLink / Bücher
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International review of economics & finance : IREF
18
Journal of financial econometrics
18
Applied economics letters
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
2
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
3
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
4
Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
Saved in:
5
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
6
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
7
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
8
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
9
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
10
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
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