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~isPartOf:"Scandinavian actuarial journal"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Multivariate Verteilung"
~subject:"Theorie"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Measurement
Multivariate Verteilung
Theorie
Risikomaß
31
Risk measure
31
Theory
25
Risiko
18
Risk
18
Portfolio selection
13
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11
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expected shortfall
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27
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Cheung, Ka Chun
4
Boonen, Tim J.
2
Dhaene, Jan
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Mao, Tiantian
2
Peng, Liang
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Zhang, Yiying
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Ahn, Jae Youn
1
Brandtner, Mario
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Cai, Jun
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Scandinavian actuarial journal
Insurance / Mathematics & economics
193
Journal of banking & finance
108
European journal of operational research : EJOR
100
Risks : open access journal
82
Journal of risk
61
Finance research letters
46
Quantitative finance
45
Economic modelling
42
Journal of empirical finance
39
International review of financial analysis
38
International journal of forecasting
36
Applied economics
34
International journal of theoretical and applied finance
34
Journal of risk and financial management : JRFM
33
The journal of risk model validation
33
Discussion paper / Tinbergen Institute
32
Computational economics
29
Finance and stochastics
28
SFB 649 discussion paper
28
The European journal of finance
28
The North American journal of economics and finance : a journal of financial economics studies
27
Energy economics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
Research paper series / Swiss Finance Institute
24
The journal of credit risk : published quarterly by Incisive Media
24
The journal of operational risk
24
Journal of econometrics
23
Journal of economic dynamics & control
22
Journal of forecasting
22
Operations research
22
Journal of risk management in financial institutions
21
Mathematics of operations research
21
Operations research letters
21
Astin bulletin : the journal of the International Actuarial Association
20
International review of economics & finance : IREF
19
Journal of financial econometrics
19
SpringerLink / Bücher
19
Applied economics letters
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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
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:
4
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:
5
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:
6
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
Saved in:
7
Bowley reinsurance with asymmetric information : a first-best solution
Boonen, Tim J.
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 532-551
Persistent link: https://www.econbiz.de/10013370720
Saved in:
8
Two-step risk analysis in insurance ratemaking
Kang, Seul Ki
;
Peng, Liang
;
Golub, Andrew
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 532-542
Persistent link: https://www.econbiz.de/10012588357
Saved in:
9
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:
10
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
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