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~person:"Furman, Edward"
~person:"Kürsten, Wolfgang"
~person:"Wang, Ruodu"
~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
44
Risk measure
44
Theorie
42
Theory
42
Risiko
32
Portfolio selection
27
Portfolio-Management
27
Measurement
25
Messung
25
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22
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22
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11
Statistische Verteilung
11
Basel Accord
8
Basler Akkord
8
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Expected Shortfall
7
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6
Entscheidung unter Risiko
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expected shortfall
5
Credit risk
4
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4
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Basel III
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Multivariate Analyse
3
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Pareto efficiency
3
Pareto optimality
3
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3
Probability theory
3
Risk aggregation
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34
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34
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English
32
German
2
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Furman, Edward
Kürsten, Wolfgang
Wang, Ruodu
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
Bellini, Fabio
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
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Insurance / Mathematics & economics
10
Finance and stochastics
3
Operations research
3
Astin bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics of operations research
2
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Quantitative finance
1
Risks : open access journal
1
Scandinavian actuarial journal
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
34
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1
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
4
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
5
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
6
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
7
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:
8
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:
9
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:
10
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
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