//--> //--> //-->
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:"Scandinavian actuarial journal"
~person:"Boonen, Tim J."
~person:"Vanduffel, Steven"
~subject:"ARCH-Modell"
~subject:"Abteilung"
~subject:"Allocation"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Abteilung
Allocation
Risikomaß
5
Risk measure
5
Reinsurance
3
Rückversicherung
3
Theorie
3
Theory
3
ARCH model
2
Asymmetric information
2
Asymmetrische Information
2
Bowley reinsurance
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Value-at-Risk
2
asymmetric information
2
distortion risk measure
2
general premium principle
2
Adverse Selektion
1
Adverse selection
1
Contract design
1
Contract theory
1
Correlation
1
Economics of insurance
1
Kendall's tau
1
Korrelation
1
Pearson correlation
1
Risikomanagement
1
Risikomodell
1
Risikopräferenz
1
Risk attitude
1
Risk bounds
1
Risk management
1
Risk model
1
Spearman's rho
1
Versicherungsökonomik
1
Vertragstheorie
1
competition constraint
1
dependence uncertainty
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Boonen, Tim J.
Vanduffel, Steven
Bernard, Carole
1
De Vecchi, Corrado
1
Puccetti, Giovanni
1
Rüschendorf, Ludger
1
Small, Daniel
1
Published in...
All
Scandinavian actuarial journal
AFI
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Journal of risk
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->