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~subject:"Risikomanagement"
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Risikomanagement
Robustness
862
robustness
646
Theorie
326
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307
Robustes Verfahren
273
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263
coherence
143
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51
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Wang, Ruodu
6
Embrechts, Paul
5
Daouia, Abdelaati
3
Dolgui, Alexandre
3
Girard, Stéphane
3
Ivanov, Dmitry
3
Kancs, D'Artis
2
Kou, Steven
2
Liu, Haiyan
2
Peng, Xianhua
2
Schneider, Judith Christiane
2
Sokolov, Boris
2
Stupfler, Gilles
2
Adenso-Díaz, Belarmino
1
Afraz, Muhammad Fawad
1
Ali, Imran
1
Alshahrani, Mohammed Awad
1
Anderson, Jason R.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
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1
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International journal of production research
5
Mathematics of operations research
3
Operations research
3
Research paper series / Swiss Finance Institute
3
Insurance / Mathematics & economics
2
International journal of logistics systems and management : IJLSM
2
Journal of risk
2
Risks : open access journal
2
Swiss Finance Institute Research Paper
2
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2
ASTIN bulletin : the journal of the International Actuarial Association
1
EERI research paper series
1
European journal of operational research : EJOR
1
Financial stability report
1
International journal of logistics : research and applications
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International journal of production economics
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International journal of risk assessment and management : IJRAM
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International review of financial analysis
1
Journal of banking & finance
1
Journal of econometrics
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Journal of economic dynamics & control
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Journal of global operations and strategic sourcing
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operational research : an international journal
1
Quantitative finance
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Technological forecasting & social change : an international journal
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The international journal of logistics management
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The journal of operational risk
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The journal of risk model validation
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Saved in:
2
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
3
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
4
Coherence
and
elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
5
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
6
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Saved in:
7
Nonparametric inference of
expectile
-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
8
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
9
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
10
Tail asymptotics of generalized deflated risks with insurance applications
Ling, Chengxiu
;
Peng, Zuoxiang
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 220-231
Persistent link: https://www.econbiz.de/10011630653
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