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~isPartOf:"Scandinavian actuarial journal"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Theorie"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Measurement
Theorie
Risikomaß
31
Risk measure
31
Theory
25
Risiko
18
Risk
18
Portfolio selection
13
Portfolio-Management
13
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expected shortfall
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Cheung, Ka Chun
4
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Dhaene, Jan
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Mao, Tiantian
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Scandinavian actuarial journal
Insurance / Mathematics & economics
189
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
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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
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
Journal of forecasting
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Journal of financial econometrics
19
SpringerLink / Bücher
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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
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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21
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
Saved in:
22
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
23
Convex risk measures for the aggregation of multiple information sources and applications in insurance
Papayiannis, G. I.
;
Yannacopoulos, Athanasios N.
- In:
Scandinavian actuarial journal
(
2018
)
9
,
pp. 792-822
Persistent link: https://www.econbiz.de/10011939747
Saved in:
24
A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics
Hendriks, Harrie
;
Landsman, Zinoviy
- In:
Scandinavian actuarial journal
(
2017
)
9
,
pp. 785-803
Persistent link: https://www.econbiz.de/10011848675
Saved in:
25
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
26
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
27
Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre
;
Lebègue, Adrien
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
Saved in:
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