//--> //--> //--> //-->
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
~isPartOf:"Insurance / Mathematics & economics"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
217
Risk measure
217
Theorie
173
Theory
173
Risk
122
Risiko
121
Portfolio selection
105
Portfolio-Management
105
Measurement
104
Messung
104
Risikomanagement
93
Risk management
93
Statistical distribution
76
Statistische Verteilung
76
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Estimation theory
24
Schätztheorie
24
Value-at-Risk
24
Ausreißer
22
Multivariate Verteilung
22
Multivariate distribution
22
Outliers
22
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
18
Stochastischer Prozess
18
Capital income
17
Kapitaleinkommen
17
Risk measures
17
Capital allocation
15
Value at risk
14
Estimation
12
Insurance
11
Schätzung
11
Distortion risk measure
9
Expected Shortfall
9
Multivariate Analyse
9
more ...
less ...
Online availability
All
Undetermined
139
Type of publication
All
Article
217
Type of publication (narrower categories)
All
Article in journal
217
Aufsatz in Zeitschrift
217
Language
All
English
217
Author
All
Cheung, Ka Chun
7
Mao, Tiantian
7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
6
Tang, Qihe
6
Asimit, Alexandru V.
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Boonen, Tim J.
4
Cai, Jun
4
Cossette, Hélène
4
Eling, Martin
4
Sordo, Miguel A.
4
Su, Jianxi
4
Yang, Fan
4
Bellini, Fabio
3
Chi, Yichun
3
Dhaene, Jan
3
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Ling, Chengxiu
3
Liu, Fangda
3
Marceau, Etienne
3
Peng, Liang
3
Pitselis, Georgios
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sordo, M. A.
3
Tsanakas, Andreas
3
Wang, Xing
3
Wei, Yunran
3
Weng, Chengguo
3
Zhuang, Sheng Chao
3
Assa, Hirbod
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Risks : open access journal
106
Finance research letters
103
International review of financial analysis
75
Energy economics
73
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
69
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
63
International journal of forecasting
59
Journal of empirical finance
56
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of econometrics
44
Journal of forecasting
42
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
MPRA Paper
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
SFB 649 discussion paper
35
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
Journal of international financial markets, institutions & money
33
Applied economics letters
32
Scandinavian actuarial journal
32
Working papers
32
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Operations research letters
28
more ...
less ...
Source
All
ECONIS (ZBW)
217
Showing
1
-
10
of
217
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Relative bound and asymptotic comparison of expectile with respect to expected shortfall
Tadese, Mekonnen
;
Drapeau, Samuel
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 387-399
Persistent link: https://www.econbiz.de/10012294144
Saved in:
2
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
Brahimi, Brahim
;
Abdelli, Jihane
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 135-143
Persistent link: https://www.econbiz.de/10011597203
Saved in:
3
Convex ordering for insurance preferences
Cheung, Ka Chun
;
Chong, W. F.
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 409-416
Persistent link: https://www.econbiz.de/10011398122
Saved in:
4
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
5
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
6
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
7
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
8
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
Saved in:
9
Risk analysis with categorical explanatory variables
Kang, Seul Ki
;
Peng, Liang
;
Xiao, Hongmin
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 238-243
Persistent link: https://www.econbiz.de/10012242018
Saved in:
10
Distributionally robust inference for extreme Value-at-Risk
Yuen, Robert
;
Stoev, Stilian
;
Cooley, Daniel
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 70-89
Persistent link: https://www.econbiz.de/10012242040
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->