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~person:"Adrian, Tobias"
~person:"Mao, Tiantian"
~person:"Pichler, Alois"
~subject:"Finanzintermediation"
~subject:"Messung"
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Finanzintermediation
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Risikomaß
42
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40
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25
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25
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24
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20
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Adrian, Tobias
Mao, Tiantian
Pichler, Alois
Wang, Ruodu
26
Rosazza Gianin, Emanuela
19
Righi, Marcelo Brutti
17
Brandtner, Mario
12
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11
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11
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10
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10
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10
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9
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8
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8
Feng, Runhuan
8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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Cheung, Ka Chun
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6
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6
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ECONIS (ZBW)
23
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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
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
3
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
4
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:
5
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
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
Entropy based risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
8
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
9
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
10
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
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