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~language:"eng"
~person:"Mao, Tiantian"
~subject:"Portfolio selection"
~subject:"Risikomanagement"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Portfolio selection
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Mao, Tiantian
Hammoudeh, Shawkat
11
McAleer, Michael
11
Turvey, Calum Greig
9
Finger, Robert
8
Coble, Keith H.
7
Cossette, Hélène
7
Goodwin, Barry K.
7
Hodnett, Kathleen
7
Hsieh, Heng-hsing
7
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7
Parast, Mahour Mellat
7
Rejesus, Roderick M.
7
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7
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6
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6
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6
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6
Mußhoff, Oliver
6
Quiggin, John C.
6
Anghelache, Constantin
5
Broll, Udo
5
Cai, Jun
5
Chavas, Jean-Paul
5
Dhaene, Jan
5
Fabozzi, Frank J.
5
Feng, Runhuan
5
Laeven, Roger J. A.
5
Lien, Gudbrand
5
Marceau, Etienne
5
Mishra, Ashok K.
5
Richardson, James W.
5
Sherris, Michael
5
Tan, Ken Seng
5
Tang, Ou
5
Tang, Qihe
5
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5
Wagner, Stephan M.
5
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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:
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