//--> //--> //-->
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:"Hu, Taizhong"
~person:"Kellner, Ralf"
~subject:"Risikomanagement"
~type:"article"
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:"Ausreißer"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
Ausreißer
5
Outliers
5
Risikomaß
5
Risk management
5
Risk measure
5
Theorie
5
Theory
5
Risiko
3
Risk
3
Extreme value theory
2
Measurement
2
Messung
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Aggregation
1
Aktienindex
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Capital income
1
Copulas
1
Derivat
1
Derivative
1
Entropie
1
Entropy
1
Hedging
1
Index-linked hedging instruments
1
Induktive Statistik
1
Kapitaleinkommen
1
Measure of variability
1
Premium principle
1
Statistical distribution
1
Statistical inference
1
Statistische Verteilung
1
Stock index
1
Survival copula
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Hu, Taizhong
Kellner, Ralf
Karmakar, Madhusudan
4
Mao, Tiantian
4
Chaudhry, Sajid M.
3
Giudici, Paolo
3
Kumar, Dilip
3
Stoja, Evarist
3
Yang, Fan
3
Ahelegbey, Daniel Felix
2
Asimit, Alexandru V.
2
Auer, Benjamin R.
2
Cerovic Smolovic, Julija
2
Chen, Yu
2
Fox, David
2
Ghorbel, Ahmed
2
Gonpot, Preethee Nunkoo
2
Hassani, Bertrand
2
Herrera, Rodrigo
2
Iglesias, Emma M.
2
Lim, JiEun
2
Martins-Filho, Carlos
2
Martín, Carmen López
2
Mojtahedi, Fatemeh
2
Muteba Mwamba, John
2
Paraschiv, Florentina
2
Paterlini, Sandra
2
Polanski, Arnold
2
Stoyanov, Stoyan V.
2
Straetmans, Stefan
2
Trabelsi, Abdelwahed
2
Wee, Claudia
2
Yao, Feng
2
Zhang, Zhengjun
2
Zhao, Zifeng
2
Abbate, Donato
1
Abduraimova, Kumushoy
1
Aboura, Sofiane
1
Adewuyi, Adeolu O.
1
Ahmed, Rizwan
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Journal of banking & finance
1
Journal of risk
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
3
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->