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:"Peng, Liang"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
10
Risk measure
10
Risiko
6
Risk
6
Theorie
6
Theory
6
Estimation theory
4
Measurement
4
Messung
4
Schätztheorie
4
Statistical distribution
4
Statistische Verteilung
4
Haezendonck-Goovaerts risk measure
3
Induktive Statistik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Statistical inference
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Nonparametric estimation
2
Regression analysis
2
Regressionsanalyse
2
ARCH model
1
ARCH-Modell
1
ARMA-GARCH models
1
Aggregate loss
1
Asymptotic distribution
1
Copula
1
Decision under risk
1
Empirical likelihood
1
Empirical likelihood method
1
Empirical process
1
Entscheidung unter Risiko
1
Expected shortfall
1
Fixed level
1
Generalized Pareto distribution
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Fallstudie
Ratgeber
Article in journal
10
Language
All
English
10
Author
All
Peng, Liang
Wang, Ruodu
27
Hammoudeh, Shawkat
22
McAleer, Michael
21
Righi, Marcelo Brutti
21
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Mensi, Walid
15
Rosazza Gianin, Emanuela
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Tiwari, Aviral Kumar
13
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Härdle, Wolfgang
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Cai, Jun
11
Daníelsson, Jón
11
Dowd, Kevin
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
Bernard, Carole
9
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Scandinavian actuarial journal
2
Finance and stochastics
1
Journal of econometrics
1
North American actuarial journal
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CreditRisk+ model with dependent risk factors
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
North American actuarial journal
19
(
2015
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
Saved in:
2
Statistical inference for a relative risk measure
He, Yi
;
Hou, Yanxi
;
Peng, Liang
;
Sheng, Jiliang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 301-311
Persistent link: https://www.econbiz.de/10012177340
Saved in:
3
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:
4
Haezendonck-Goovaerts risk measure with a heavy tailed loss
Liu, Qing
;
Peng, Liang
;
Wang, Xing
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011774767
Saved in:
5
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
6
Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing
;
Peng, Liang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 231-240
Persistent link: https://www.econbiz.de/10011493849
Saved in:
7
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10009730805
Saved in:
8
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
Chan, Ngai Hang
;
Deng, Shi-jie
;
Peng, Liang
;
Xia, Zhendong
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10003441983
Saved in:
9
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:
10
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
