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
~accessRights:"restricted"
~person:"Boonen, Tim J."
~person:"Prokopczuk, Marcel"
~person:"Vanduffel, Steven"
~subject:"Abteilung"
~subject:"Allocation"
~subject:"Risk"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Abteilung
Allocation
Risk
Risikomaß
23
Risk measure
23
Theorie
18
Theory
18
Portfolio selection
12
Portfolio-Management
12
Risiko
11
Risikomanagement
10
Risk management
10
Reinsurance
9
Rückversicherung
9
Measurement
6
Messung
6
Statistical distribution
4
Statistische Verteilung
4
Allokation
3
Asymmetric information
3
Asymmetrische Information
3
Credit risk
3
Kreditrisiko
3
Multiple reinsurers
3
Risikomodell
3
Risk model
3
Value-at-Risk
3
asymmetric information
3
distortion risk measure
3
Aumann-Shapley value
2
Bowley reinsurance
2
Capital allocation
2
Distortion premium principle
2
Distortion risk measure
2
Euler rule
2
Factor models
2
Heterogeneous beliefs
2
Model risk
2
Optimal reinsurance
2
Optimal reinsurance design
2
Range Value-at-Risk
2
more ...
less ...
Online availability
All
Undetermined
Free
14
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Boonen, Tim J.
Prokopczuk, Marcel
Vanduffel, Steven
Righi, Marcelo Brutti
18
Wang, Ruodu
17
Mao, Tiantian
9
Müller, Fernanda Maria
9
Cai, Jun
8
Brandtner, Mario
7
Furman, Edward
7
Liu, Haiyan
7
Pichler, Alois
7
Rosazza Gianin, Emanuela
7
Cheung, Ka Chun
5
Feinstein, Zachary
5
Kürsten, Wolfgang
5
Liu, Jia
5
Long, Huaigang
5
Munari, Cosimo-Andrea
5
Peng, Liang
5
Rudloff, Birgit
5
Rüschendorf, Ludger
5
Su, Jianxi
5
Xu, Huifu
5
Zhang, Yiying
5
Almeida, Caio
4
Ardison, Kym
4
Asimit, Alexandru V.
4
Bellini, Fabio
4
Bäuerle, Nicole
4
Centrone, Francesca
4
Chaudhry, Sajid M.
4
Chen, Yanhong
4
Chen, Zhiping
4
Chiang, Thomas C.
4
Delage, Erick
4
Denuit, Michel
4
Gao, Niushan
4
Garcia, René
4
Ghossoub, Mario
4
Hu, Taizhong
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
European journal of operational research : EJOR
2
Scandinavian actuarial journal
2
Finance and stochastics
1
Journal of international money and finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
2
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
3
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
4
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
5
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
6
Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J.
- In:
Journal of risk
22
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
Saved in:
7
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
8
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:
9
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
10
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
