//--> //--> //-->
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
~person:"Bignozzi, Valeria"
~person:"Vanduffel, Steven"
~subject:"Dependence uncertainty"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Ratgeber"
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
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Dependence uncertainty
Risikomaß
17
Risk measure
17
Theorie
13
Theory
13
Portfolio selection
11
Portfolio-Management
11
Risiko
9
Risk
9
Measurement
6
Messung
6
Risikomanagement
5
Risk management
5
Value-at-Risk
5
Statistical distribution
4
Statistische Verteilung
4
Credit risk
3
Insurance
3
Kreditrisiko
3
Model risk
3
Risikomodell
3
Risk model
3
Versicherung
3
ARCH model
2
ARCH-Modell
2
Modellierung
2
Probability theory
2
Range Value-at-Risk
2
Risk bounds
2
Robust statistics
2
Robustes Verfahren
2
Scientific modelling
2
Wahrscheinlichkeitsrechnung
2
model uncertainty
2
value-at-risk
2
Allocation
1
Allokation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model averaging
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Fallstudie
Ratgeber
Article in journal
2
Language
All
English
2
Author
All
Bignozzi, Valeria
Vanduffel, Steven
Rüschendorf, Ludger
3
Wang, Ruodu
2
Bernard, Carole
1
Embrechts, Paul
1
Lux, Thibaut
1
Papapantoleon, Antonis
1
Puccetti, Giovanni
1
Wang, Bin
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->