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~isPartOf:"Scandinavian actuarial journal"
~subject:"Ausreißer"
~subject:"Bankrisiko"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Bankrisiko
Credit risk
Measurement
Risikomaß
31
Risk measure
31
Theorie
25
Theory
25
Risiko
18
Risk
18
Portfolio selection
13
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13
Messung
12
Statistical distribution
11
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11
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9
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risk measures
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value-at-risk
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expected shortfall
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Cheung, Ka Chun
2
Dhaene, Jan
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Mao, Tiantian
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Brandtner, Mario
1
Cai, Jun
1
Coculescu, Delia
1
Delbaen, Freddy
1
Denuit, Michel
1
Devolder, Pierre
1
Grün, Bettina
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Hanbali, Hamza
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Herrmann, Klaus J.
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Hofert, Marius
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Hou, Yanxi
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Jia, Huameng
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Junike, Gero
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Kley, Oliver
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Klüppelberg, Claudia
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Lebègue, Adrien
1
Linders, Daniël
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Ling, Hok Kan
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Liu, Qing
1
Mailhot, Mélina
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Peng, Liang
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Yam, Sheung Chi Phillip
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Scandinavian actuarial journal
Insurance / Mathematics & economics
125
Journal of banking & finance
59
Risks : open access journal
54
Journal of risk
46
European journal of operational research : EJOR
39
The journal of operational risk
27
Finance research letters
25
The journal of risk model validation
22
Economic modelling
21
International journal of theoretical and applied finance
21
International review of financial analysis
21
Journal of risk management in financial institutions
21
Quantitative finance
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of credit risk : published quarterly by Incisive Media
20
Discussion paper / Tinbergen Institute
19
Mathematics of operations research
19
Applied economics
18
Finance and stochastics
18
Mathematics and financial economics
17
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Journal of risk and financial management : JRFM
13
Computational economics
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International journal of forecasting
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Research paper series / Swiss Finance Institute
12
Applied economics letters
11
Astin bulletin : the journal of the International Actuarial Association
11
International review of economics & finance : IREF
11
Journal of empirical finance
11
Journal of financial econometrics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Energy economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
Journal of financial services research : JFSR
10
Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
14
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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
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:
4
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
Saved in:
5
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
6
Extending composite loss models using a general framework of advanced computational tools
Grün, Bettina
;
Miljkovic, Tatjana
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 642-660
Persistent link: https://www.econbiz.de/10012194987
Saved in:
7
Representation of concave distortions and applications
Junike, Gero
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 768-783
Persistent link: https://www.econbiz.de/10012194997
Saved in:
8
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
9
Conditional risk measures in a bipartite market structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10011881106
Saved in:
10
Multivariate geometric expectiles
Herrmann, Klaus J.
;
Hofert, Marius
;
Mailhot, Mélina
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
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