//--> //--> //--> //-->
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"
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
Value at risk models in financ...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
31
Risk measure
31
Theorie
25
Theory
25
Risiko
18
Risk
18
Portfolio selection
13
Portfolio-Management
13
Measurement
12
Messung
12
Statistical distribution
12
Statistische Verteilung
12
Risikomanagement
9
Risk management
9
Reinsurance
8
Rückversicherung
8
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Ausreißer
4
Estimation theory
4
Outliers
4
Schätztheorie
4
risk measures
4
value-at-risk
4
Value-at-Risk
3
expected shortfall
3
regular variation
3
ARCH model
2
ARCH-Modell
2
Asymmetric information
2
Asymmetrische Information
2
Bowley reinsurance
2
Haezendonck-Goovaerts risk measure
2
Insurance
2
Mathematical programming
2
Mathematische Optimierung
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
more ...
less ...
Online availability
All
Undetermined
28
Free
4
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
Cheung, Ka Chun
4
Boonen, Tim J.
3
Dhaene, Jan
2
Mao, Tiantian
2
Peng, Liang
2
Tan, Ken Seng
2
Vanduffel, Steven
2
Zhang, Yiying
2
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Beirlant, Jan
1
Bernard, Carole
1
Bladt, Martin
1
Brandtner, Mario
1
Cai, Jun
1
Chi, Yichun
1
Chong, Wing Fung
1
Coculescu, Delia
1
Colaneri, Katia
1
De Vecchi, Corrado
1
Delbaen, Freddy
1
Denuit, Michel
1
Devolder, Pierre
1
Dong, Yinghui
1
Eisenberg, Julia
1
Escobar, Marcos
1
Glauner, Alexander
1
Golub, Andrew
1
Grün, Bettina
1
Hanbali, Hamza
1
Hendriks, Harrie
1
Herrmann, Klaus J.
1
Hobæk Haff, Ingrid
1
Hofert, Marius
1
Hong, Liang
1
Hou, Yanxi
1
Huang, Yuxia
1
Jia, Huameng
1
Junike, Gero
1
Kang, Seul Ki
1
more ...
less ...
Published in...
All
Scandinavian actuarial journal
Insurance / Mathematics & economics
228
Journal of banking & finance
186
Journal of risk
125
Finance research letters
121
European journal of operational research : EJOR
118
Risks : open access journal
112
Economic modelling
79
International review of financial analysis
79
Energy economics
77
Discussion paper / Tinbergen Institute
70
The journal of risk model validation
69
The North American journal of economics and finance : a journal of financial economics studies
68
Applied economics
60
International journal of forecasting
59
Journal of empirical finance
57
Quantitative finance
57
Journal of risk and financial management : JRFM
53
Journal of econometrics
50
International review of economics & finance : IREF
49
The journal of operational risk
49
Journal of risk management in financial institutions
48
International journal of theoretical and applied finance
46
Journal of forecasting
44
MPRA Paper
42
Computational economics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Research in international business and finance
38
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Research paper series / Swiss Finance Institute
36
SFB 649 discussion paper
36
Journal of economic dynamics & control
35
Journal of international financial markets, institutions & money
35
Applied economics letters
34
Working paper
34
Working papers
33
Finance and stochastics
31
Pacific-Basin finance journal
31
Econometric Institute research papers
30
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
2
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
3
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
4
Combined tail estimation using censored data and expert information
Bladt, Martin
;
Albrecher, Hansjörg
;
Beirlant, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
Saved in:
5
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
6
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
7
Two-step risk analysis in insurance ratemaking
Kang, Seul Ki
;
Peng, Liang
;
Golub, Andrew
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 532-542
Persistent link: https://www.econbiz.de/10012588357
Saved in:
8
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:
9
On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy
;
Ahn, Jae Youn
;
Lee, Woojoo
- In:
Scandinavian actuarial journal
2021
(
2021
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012484027
Saved in:
10
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->