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~person:"Vanduffel, Steven"
~subject:"Ausreißer"
~subject:"Bankrisiko"
~subject:"Credit risk"
~subject:"Measurement"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
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11
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9
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9
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Vanduffel, Steven
Wang, Ruodu
17
Righi, Marcelo Brutti
16
Rosazza Gianin, Emanuela
12
Mao, Tiantian
10
Cai, Jun
9
Brandtner, Mario
8
Furman, Edward
8
Herrera, Rodrigo
8
Allen, David E.
7
Bellini, Fabio
7
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7
Guégan, Dominique
7
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7
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7
Munari, Cosimo-Andrea
7
Müller, Fernanda Maria
7
Pichler, Alois
7
Rudloff, Birgit
7
Rüschendorf, Ludger
7
Balbás de la Corte, Alejandro
6
Boonen, Tim J.
6
Cheung, Ka Chun
6
Embrechts, Paul
6
Guillén, Montserrat
6
Hu, Taizhong
6
Jiang, Wenjun
6
Koch Medina, Pablo
6
Laeven, Roger J. A.
6
Su, Jianxi
6
Tang, Qihe
6
Yang, Fan
6
Assa, Hirbod
5
Bernard, Carole
5
Chen, Yanhong
5
Chen, Zhiping
5
Cotter, John
5
Dowd, Kevin
5
Fabozzi, Frank J.
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Insurance / Mathematics & economics
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
5
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
3
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
4
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
5
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
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