//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bellini, Fabio"
~person:"Furman, Edward"
~person:"Kürsten, Wolfgang"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk measure"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risk
Risikomaß
27
Risk measure
27
Theorie
25
Theory
25
Risiko
22
Measurement
19
Messung
19
Portfolio selection
16
Portfolio-Management
16
Risikomanagement
9
Risk management
9
Decision under risk
7
Entscheidung unter Risiko
7
Risikoaversion
6
Risk aversion
6
Statistical distribution
6
Statistische Verteilung
6
Multivariate Analyse
3
Multivariate analysis
3
Robust statistics
3
Robustes Verfahren
3
Robustness
3
Spectral risk measures
3
Ambiguity averse preferences
2
Capital income
2
Credit risk
2
Decision analysis
2
Default risk
2
Elicitability
2
Entropic risk measure
2
Erwartungsnutzen
2
Expected utility
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Kreditrisiko
2
Multivariate Verteilung
2
Multivariate distribution
2
Multivariate distributions
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
23
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Konferenzschrift
1
Working Paper
1
more ...
less ...
Language
All
English
21
German
2
Author
All
Bellini, Fabio
Furman, Edward
Kürsten, Wolfgang
Wang, Ruodu
20
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
Laeven, Roger J. A.
7
Puccetti, Giovanni
7
Rudloff, Birgit
7
Stoja, Evarist
7
Taylor, James W.
7
Weiß, Gregor
7
Balbás, Beatriz
6
Embrechts, Paul
6
Liu, Haiyan
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Polanski, Arnold
6
Rösch, Daniel
6
Wang, Chao
6
Xu, Huifu
6
Bernardi, Mauro
5
Bäuerle, Nicole
5
Chen, Zhiping
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
8
European journal of operational research : EJOR
3
Journal of banking & finance
3
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
Mathematics and financial economics
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
10
Entropic risk measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->