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~isPartOf:"Scandinavian actuarial journal"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Prognoseverfahren
Risiko
Risk
Risikomaß
31
Risk measure
31
Theorie
26
Theory
26
Portfolio selection
13
Portfolio-Management
13
Measurement
12
Messung
12
Statistical distribution
11
Statistische Verteilung
11
Risikomanagement
10
Risk management
10
Reinsurance
9
Rückversicherung
9
Probability theory
5
Wahrscheinlichkeitsrechnung
5
risk measures
4
value-at-risk
4
Ausreißer
3
Estimation theory
3
Outliers
3
Schätztheorie
3
Value-at-Risk
3
expected shortfall
3
ARCH model
2
ARCH-Modell
2
Asymmetric information
2
Asymmetrische Information
2
Bowley reinsurance
2
Haezendonck-Goovaerts risk measure
2
Insurance
2
Mathematical programming
2
Mathematische Optimierung
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Risikomodell
2
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19
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English
19
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Cheung, Ka Chun
3
Mao, Tiantian
2
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Boonen, Tim J.
1
Brandtner, Mario
1
Cai, Jun
1
Chi, Yichun
1
Coculescu, Delia
1
Delbaen, Freddy
1
Denuit, Michel
1
Devolder, Pierre
1
Dhaene, Jan
1
Glauner, Alexander
1
Heras, Antonio
1
Herrmann, Klaus J.
1
Hobæk Haff, Ingrid
1
Hofert, Marius
1
Hou, Yanxi
1
Huang, Yuxia
1
Jia, Huameng
1
Junike, Gero
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kürsten, Wolfgang
1
Lebègue, Adrien
1
Ling, Hok Kan
1
Liu, Qing
1
Mailhot, Mélina
1
Navarro, Jorge
1
Papayiannis, G. I.
1
Peng, Liang
1
Puccetti, Giovanni
1
Reinert, Gesine
1
Rischau, Robert
1
Rüschendorf, Ludger
1
Small, Daniel
1
Tan, Ken Seng
1
Tang, Qihe
1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
126
Risks : open access journal
59
Journal of banking & finance
57
European journal of operational research : EJOR
56
Finance research letters
50
International journal of forecasting
45
Journal of risk
36
Quantitative finance
36
Journal of forecasting
33
International review of financial analysis
29
Energy economics
26
Economic modelling
25
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
The journal of risk model validation
19
Computational economics
18
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
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ECONIS (ZBW)
19
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1
Actuarial pricing with financial methods
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
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
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:
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
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:
7
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
Saved in:
8
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
9
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:
10
Focussed selection of the claim severity distribution
Wang, Yinzhi
;
Hobæk Haff, Ingrid
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 129-142
Persistent link: https://www.econbiz.de/10012194941
Saved in:
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