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~isPartOf:"Scandinavian actuarial journal"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Rückversicherung"
~subject:"Theorie"
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Credit risk
Measurement
Rückversicherung
Theorie
Risikomaß
31
Risk measure
31
Theory
25
Risiko
18
Risk
18
Portfolio selection
13
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12
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11
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expected shortfall
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29
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Cheung, Ka Chun
4
Boonen, Tim J.
3
Dhaene, Jan
2
Mao, Tiantian
2
Peng, Liang
2
Tan, Ken Seng
2
Zhang, Yiying
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Ahn, Jae Youn
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1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
192
Journal of banking & finance
102
European journal of operational research : EJOR
99
Risks : open access journal
79
Journal of risk
59
Finance research letters
43
Quantitative finance
43
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
The journal of risk model validation
33
Discussion paper / Tinbergen Institute
31
Finance and stochastics
28
Journal of risk and financial management : JRFM
27
Applied economics
26
Computational economics
26
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
22
Operations research
22
Astin bulletin : the journal of the International Actuarial Association
21
Mathematics of operations research
21
Operations research letters
21
Journal of forecasting
20
Journal of financial econometrics
19
SpringerLink / Bücher
19
International review of economics & finance : IREF
18
Applied economics letters
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of mathematical finance
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ECONIS (ZBW)
29
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1
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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