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~isPartOf:"Scandinavian actuarial journal"
~person:"Kaserer, Christoph"
~person:"Kratz, Marie"
~person:"Mao, Tiantian"
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Kaserer, Christoph
Kratz, Marie
Mao, Tiantian
Cheung, Ka Chun
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Scandinavian actuarial journal
Insurance / Mathematics & economics
7
Documents de recherche / ESSEC Centre de Recherche
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CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
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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
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2
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
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