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Sophisticated vs. simple systemic risk measures
Pankoke, David Antonius - 2014
This paper evaluates whether sophisticated or simple systemic risk measures are more suitable in identifying which institutions contribute to systemic risk. In this investigation, ΔCoVaR, Marginal Expected Shortfall (MES), SRISK and Granger-Causality Networks are considered as sophisticated...
Persistent link: https://www.econbiz.de/10011343851
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Hedgefonds-Strategien und ihre Performance
Eling, Martin - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003280488
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Fitting asset returns to skewed distributions : are the skew-normal and skew-student good models?
Eling, Martin - In: Insurance / Mathematics & economics 59 (2014), pp. 45-56
Persistent link: https://www.econbiz.de/10010469187
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Zur Modellierung von Rückversicherungsverträgen in der dynamischen Finanzanalyse
Eling, Martin; Toplek, Denis - In: Zeitschrift für die gesamte Versicherungswissenschaft … 97 (2008) 4, pp. 479-490
Persistent link: https://www.econbiz.de/10003786673
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Dynamic financial analysis : classification, conception, and implementation
Eling, Martin (contributor); Parnitzke, Thomas (contributor) - 2005
Persistent link: https://www.econbiz.de/10003458131
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Modeling and management of nonlinear dependencies : copulas in dynamic financial analysis
Eling, Martin (contributor); Toplek, Denis (contributor) - 2007
Persistent link: https://www.econbiz.de/10003458251
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A management rule of thumb in property-liability insurance
Eling, Martin; Parnitzke, Thomas; Schmeiser, Hato - In: Operations research proceedings 2006 : selected papers …, (pp. 281-286). 2007
Persistent link: https://www.econbiz.de/10003471197
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Dynamic financial analysis : classification, conception, and implementation
Eling, Martin; Parnitzke, Thomas - In: Risk management and insurance review 10 (2007) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10003560268
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Modeling and management of nonlinear dependencies : Copulas in dynamic financial analysis
Eling, Martin; Toplek, Denis - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 651-681
Persistent link: https://www.econbiz.de/10003877767
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Risk and return of reinsurance contracts under copula models
Eling, Martin; Toplek, Denis - In: The European journal of finance 15 (2009) 7/8, pp. 751-775
Persistent link: https://www.econbiz.de/10003924431