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~isPartOf:"Scandinavian actuarial journal"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
Statistical distribution
Risk measure
31
Theorie
26
Theory
26
Risiko
19
Risk
19
Portfolio selection
13
Portfolio-Management
13
Measurement
12
Messung
12
Statistische Verteilung
11
Risikomanagement
10
Risk management
10
Reinsurance
9
Rückversicherung
9
Probability theory
5
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risk measures
4
value-at-risk
4
Ausreißer
3
Estimation theory
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Outliers
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Schätztheorie
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Value-at-Risk
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expected shortfall
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ARCH model
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ARCH-Modell
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Asymmetric information
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Asymmetrische Information
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Bowley reinsurance
2
Haezendonck-Goovaerts risk measure
2
Insurance
2
Mathematical programming
2
Mathematische Optimierung
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Multivariate Analyse
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Multivariate analysis
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2
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31
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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
Vanduffel, Steven
2
Zhang, Yiying
2
Ahn, Jae Youn
1
Bernard, Carole
1
Brandtner, Mario
1
Cai, Jun
1
Chi, Yichun
1
Chong, Wing Fung
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Coculescu, Delia
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Colaneri, Katia
1
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Delbaen, Freddy
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Denuit, Michel
1
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1
Dong, Yinghui
1
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1
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1
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1
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1
Grün, Bettina
1
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1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Finance research letters
109
Risks : open access journal
106
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Working paper
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
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ECONIS (ZBW)
31
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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
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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