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~language:"eng"
~person:"Mao, Tiantian"
~person:"Richardson, James W."
~subject:"Risikomanagement"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Risikomanagement
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Mao, Tiantian
Richardson, James W.
Hammoudeh, Shawkat
11
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10
Turvey, Calum Greig
9
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8
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7
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3
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Southern journal of agricultural economics
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ECONIS (ZBW)
11
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
3
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
4
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
5
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
6
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
7
Mitigating cotton revenue risk through irrigation, insurance, and hedging
Bise Barham, E. Hart
;
Robinson, John R. C.
;
Richardson, …
- In:
Journal of agricultural and applied economics
43
(
2011
)
4
,
pp. 529-540
Persistent link: https://www.econbiz.de/10009407814
Saved in:
8
Stochastic efficiency analysis with risk aversion bounds : a comment
Hardaker, John B.
;
Lien, Gudbrand
- In:
The Australian journal of agricultural and resource …
54
(
2010
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10008664544
Saved in:
9
Stochastic efficiency analysis with risk aversion bounds : a correction
Meyer, Jack
;
Richardson, James W.
;
Schumann, Keith D.
- In:
The Australian journal of agricultural and resource …
53
(
2009
)
4
,
pp. 521-525
Persistent link: https://www.econbiz.de/10003889449
Saved in:
10
Stochastic efficiency analysis with risk aversion bounds : a simplified approach
Hardaker, John B.
;
Richardson, James W.
;
Lien, Gudbrand
; …
- In:
The Australian journal of agricultural and resource …
48
(
2004
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10002125641
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