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~person:"Bellini, Fabio"
~person:"Furman, Edward"
~person:"Kürsten, Wolfgang"
~person:"Liu, Haiyan"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk
Risikomaß
33
Risk measure
33
Theorie
31
Theory
31
Risiko
28
Measurement
22
Messung
22
Portfolio selection
21
Portfolio-Management
21
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13
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13
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9
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9
Statistical distribution
7
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6
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6
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4
Robustes Verfahren
4
Erwartungsnutzen
3
Expected utility
3
Multivariate Analyse
3
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3
Reinsurance
3
Robustness
3
Rückversicherung
3
Spectral risk measures
3
Ambiguity averse preferences
2
Basel Accord
2
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2
Capital income
2
Conditional Value-at-Risk
2
Credit risk
2
Decision analysis
2
Decision under uncertainty
2
Default risk
2
Elicitability
2
Entropic risk measure
2
Entscheidung unter Unsicherheit
2
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29
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Article in journal
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29
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English
27
German
2
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Bellini, Fabio
Furman, Edward
Kürsten, Wolfgang
Liu, Haiyan
Wang, Ruodu
21
Righi, Marcelo Brutti
19
Mao, Tiantian
12
Rosazza Gianin, Emanuela
12
Gerlach, Richard
10
Müller, Fernanda Maria
10
Brandtner, Mario
9
Cai, Jun
9
McAleer, Michael
9
Rüschendorf, Ludger
9
Balbás de la Corte, Alejandro
8
Cheung, Ka Chun
8
Pichler, Alois
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Guillén, Montserrat
7
Gupta, Rangan
7
Herrera, Rodrigo
7
Laeven, Roger J. A.
7
Puccetti, Giovanni
7
Rudloff, Birgit
7
Stoja, Evarist
7
Taylor, James W.
7
Weiß, Gregor
7
Balbás, Beatriz
6
Chlebus, Marcin
6
Embrechts, Paul
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Polanski, Arnold
6
Rösch, Daniel
6
Wang, Chao
6
Xu, Huifu
6
Bernardi, Mauro
5
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Insurance / Mathematics & economics
10
European journal of operational research : EJOR
3
Journal of banking & finance
3
Astin bulletin : the journal of the International Actuarial Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Operations research
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The European journal of finance
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ECONIS (ZBW)
29
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1
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
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
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
4
Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation
Mohammed, Nawaf
;
Furman, Edward
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 425-436
Persistent link: https://www.econbiz.de/10012793935
Saved in:
5
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
6
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
7
Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 631-636
Persistent link: https://www.econbiz.de/10013167030
Saved in:
8
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
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
Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012243394
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