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Schulze, Klaas (contributor) - 2009

Persistent link: https://www.econbiz.de/10003872174

On dynamic coherent and convex risk measures : risk optimal behavior and information gains

Engelage, Daniel (contributor) - 2009

Persistent link: https://www.econbiz.de/10003872175

A probability metrics approach to financial risk measures

Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2011

Persistent link: https://www.econbiz.de/10008824237

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures

Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003583006

Dynamic copulas for finance : an application to portfolio risk calculation

Braun, Valentin - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009152690

On the estimation of extreme values for risk assessment and management : the ACER method

Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; … - In: International journal of business 20 (2015) 1, pp. 33-51

Persistent link: https://www.econbiz.de/10010520743

The stochastic Mitra-Wan forestry model : risk neutral and risk averse cases

Piazza, Adriana; Pagnoncelli, Bernardo K. - In: Journal of economics 115 (2015) 2, pp. 175-194

Persistent link: https://www.econbiz.de/10010532443

Beyond the sample : extreme quantile and probability estimation

Daníelsson, Jón; Vries, Casper G. de - 1997

Economic problems such as large claims analysis in insurance and value-at-risk in finance, requireassessment of the probability P of extreme realizations Q. This paper provided a semi-parametricmethod for estimation of extreme (P, Q) combinations for data with heavy tails. We solve the...

Persistent link: https://www.econbiz.de/10010533207

Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry

Kolb, Andreas - 2015

Persistent link: https://www.econbiz.de/10011299283

Downside risk analysis of returns on the Karachi Stock Exchange

Rashid, Abdul; Hamid, Faiza - In: Managerial finance 41 (2015) 9, pp. 940-957

Persistent link: https://www.econbiz.de/10011337156