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New math for life actuaries
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Measurement
Risikomaß
7,537
Risk measure
7,527
Theorie
5,430
Theory
5,398
Portfolio-Management
2,854
Portfolio selection
2,838
Risikomanagement
2,546
Risk management
2,452
Risiko
2,395
Risk
2,367
Versicherungsökonomik
1,665
Economics of insurance
1,664
Versicherungsmathematik
1,498
Actuarial mathematics
1,291
Messung
1,200
Schätzung
1,183
Estimation
1,172
Statistische Verteilung
1,169
Statistical distribution
1,163
ARCH-Modell
1,033
ARCH model
1,028
Volatilität
975
Volatility
965
Prognoseverfahren
947
Forecasting model
942
Risikomodell
792
Capital income
790
Kapitaleinkommen
790
Risk model
788
Kreditrisiko
666
Value at Risk
658
Credit risk
633
Versicherung
611
Deutschland
579
Bankrisiko
577
Bank risk
574
Insurance
561
Germany
536
USA
526
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Article
822
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356
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756
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Non-commercial literature
95
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89
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89
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55
Book section
55
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17
Thesis
11
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8
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8
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4
Sammelwerk
4
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3
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3
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3
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3
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2
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1
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1
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1
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1
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English
1,146
German
31
Spanish
1
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Wang, Ruodu
27
Rosazza Gianin, Emanuela
20
Righi, Marcelo Brutti
18
Brandtner, Mario
11
Dhaene, Jan
11
Tsanakas, Andreas
11
Bellini, Fabio
10
Kürsten, Wolfgang
10
Landsman, Zinoviy
10
Cai, Jun
9
Laeven, Roger J. A.
9
Mao, Tiantian
9
Bignozzi, Valeria
8
Boonen, Tim J.
8
Diebold, Francis X.
8
Feng, Runhuan
8
Munari, Cosimo-Andrea
8
Vanduffel, Steven
8
Balbás de la Corte, Alejandro
7
Centrone, Francesca
7
Dowd, Kevin
7
Furman, Edward
7
Ghossoub, Mario
7
Goovaerts, Marc J.
7
Jiang, Wenjun
7
Müller, Fernanda Maria
7
Pichler, Alois
7
Riedel, Frank
7
Rudloff, Birgit
7
Assa, Hirbod
6
Cheung, Ka Chun
6
Guégan, Dominique
6
Hu, Taizhong
6
Kaas, R.
6
Kratz, Marie
6
Liu, Fangda
6
Pesenti, Silvana M.
6
Rüschendorf, Ludger
6
Wilkens, Sascha
6
Xu, Huifu
6
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National Bureau of Economic Research
3
Basel Committee on Banking Supervision
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Edward Elgar Publishing
1
International Risk Management Conference <5, 2012, Rom>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
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Insurance / Mathematics & economics
104
European journal of operational research : EJOR
31
Risks : open access journal
29
Journal of risk
25
Journal of banking & finance
21
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
17
Finance research letters
16
International journal of theoretical and applied finance
14
Insurance : mathematics and economics
13
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
International review of financial analysis
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Applied economics letters
7
Computational economics
7
International review of economics & finance : IREF
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
The journal of operational risk
7
Astin bulletin : the journal of the International Actuarial Association
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Computational management science
5
Journal of forecasting
5
Journal of mathematical finance
5
Economic modelling
4
INFORMS journal on computing : JOC
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
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ECONIS (ZBW)
1,178
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1
Einführung in die Theorie und Praxis statischer Risikomaße
Bäuerle, Nicole
;
Mundt, André
- In:
Risikomanagement
,
(pp. 67-99)
.
2005
Persistent link: https://www.econbiz.de/10003339291
Saved in:
2
Credible risk measures with applications in actuarial sciences and finance
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 373-386
Persistent link: https://www.econbiz.de/10011597330
Saved in:
3
Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang
;
Zou, Jushen
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 200-221
Persistent link: https://www.econbiz.de/10013264949
Saved in:
4
Optimal insurance contracts under distortion risk measures with ambiguity aversion
Jiang, Wenjun
;
Escobar, Marcos
;
Ren, Jiandong
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 619-646
Persistent link: https://www.econbiz.de/10012243390
Saved in:
5
Risikomessung unter Solvency II
Straßburger, Doreen
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
96
(
2007
),
pp. 1-20
Persistent link: https://www.econbiz.de/10003600704
Saved in:
6
Risk measures and dependencies of risks
Darkiewicz, Grzegorz
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263800
Saved in:
7
Measuring and managing the longevity risk for an indexed life annuity
Orlando, Albina
;
Politano, Massimiliano
- In:
Problems and perspectives in management : PPM ; …
11
(
2013
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10010209746
Saved in:
8
Actuarial theory for dependent risks : measures, orders and models
Denuit, Michel
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2005
Persistent link: https://www.econbiz.de/10013489994
Saved in:
9
Ansätze zur Validierung von Marktrisikomodellen : Systematisierung, Anwendungsmöglichkeiten und Grenzen der Verfahren
Wehn, Carsten
-
2005
Persistent link: https://www.econbiz.de/10003280464
Saved in:
10
What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Karkowska, Renata
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
2
,
pp. 114-139
Persistent link: https://www.econbiz.de/10011419194
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