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Bericht der AG2: Risikomanagem...
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Estimation
Risk management
293
Risikomanagement
292
Theorie
188
Theory
188
Portfolio selection
138
Portfolio-Management
138
Risiko
136
Risk
136
Risk measure
134
Risikomaß
133
Risikomodell
68
Risk model
68
Measurement
57
Messung
57
Statistical distribution
41
Statistische Verteilung
41
Reinsurance
33
Rückversicherung
33
Hedging
30
Credit risk
29
Kreditrisiko
29
Mortality
28
Sterblichkeit
28
Financial services
27
Finanzdienstleistung
27
Multivariate Verteilung
27
Multivariate distribution
27
Stochastic process
27
Stochastischer Prozess
27
risk management
23
Lebensversicherung
18
Life insurance
18
Insurance
17
Bank risk
16
Bankrisiko
16
Basel Accord
16
Basler Akkord
16
Capital allocation
16
Probability theory
16
Wahrscheinlichkeitsrechnung
16
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13
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English
13
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Poddig, Thorsten
2
Alemany, Ramon
1
Bolancé, Catalina
1
Chen, Jiusheng
1
Cui, Xueting
1
Fieberg, Christian
1
Kabaila, Paul
1
Li, Duan
1
Li, Johnny Siu-Hang
1
Lin, Tzuling
1
Liu, Yanxin
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Mao, Tiantian
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Oka, Tatsushi
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Pitera, Marcin
1
Schmidt, Thorsten
1
Stupfler, Gilles
1
Sun, Xiaoling
1
Tsai, Cary Chi-Liang
1
Wang, Yunyun
1
Weiß, Gregor
1
Yang, Fan
1
Zhu, Dan
1
Zhu, Shushang
1
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Insurance / Mathematics & economics
Journal of risk
Journal of air transport management
15
Working paper / National Bureau of Economic Research, Inc.
13
Journal of banking & finance
10
Energy economics
9
NBER working paper series
9
Discussion paper / Centre for Economic Policy Research
8
Economic modelling
8
Finance research letters
8
International review of financial analysis
8
NBER Working Paper
8
Applied economics
7
SpringerLink / Bücher
7
Working papers
7
Gabler Edition Wissenschaft
6
Transportation research / E : an international journal
6
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Risks : open access journal
5
Discussion paper / Tinbergen Institute
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of financial stability
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
4
Schriftenreihe Finanzmanagement
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working papers / Financial Institutions Center
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Economics letters
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of transport economics : IJTE
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of economics & business
3
Review of industrial organization : RIO
3
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ECONIS (ZBW)
13
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1
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10
of
13
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1
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
2
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
3
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
4
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
5
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
6
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
7
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
8
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Saved in:
9
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
10
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
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