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~person:"Daouia, Abdelaati"
~person:"Hu, Taizhong"
~subject:"Risikomanagement"
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Risikomanagement
Ausreißer
15
Outliers
15
Risikomaß
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Risk measure
10
Statistical distribution
10
Statistische Verteilung
10
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8
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heavy tails
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Daouia, Abdelaati
Hu, Taizhong
Stoja, Evarist
10
Giudici, Paolo
6
Ahelegbey, Daniel Felix
5
Girard, Stéphane
5
Mojtahedi, Fatemeh
5
Polanski, Arnold
5
Ai, Hengjie
4
Bhandari, Anmol
4
Chaudhry, Sajid M.
4
Karmakar, Madhusudan
4
Mao, Tiantian
4
Stupfler, Gilles
4
Auer, Benjamin R.
3
Cañón, Carlos Iván
3
Chen Zhou
3
Einmahl, John H. J.
3
Gerba, Eddie
3
Hambuckers, Julien
3
Herrera, Rodrigo
3
Kellner, Ralf
3
Kratz, Marie
3
Kumar, Dilip
3
Martins-Filho, Carlos
3
Mihoci, Andrija
3
Pambira, Alberto
3
Paterlini, Sandra
3
Prokopczuk, Marcel
3
Yang, Fan
3
Yao, Feng
3
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2
Asimit, Alexandru V.
2
Bax, Karoline
2
Bayer, Verena
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2
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Chen, Kan
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ECONIS (ZBW)
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1
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
2
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
6
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
7
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:
8
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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