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
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
Bounds for sums of random vari...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
106
Theory
106
Portfolio selection
49
Portfolio-Management
49
Risikomaß
44
Risk measure
44
Risiko
31
Risk
31
Risk management
18
Risikomanagement
16
Measurement
15
Messung
15
Statistical distribution
15
Statistische Verteilung
15
Mathematical programming
14
Mathematische Optimierung
14
Correlation
12
Korrelation
12
Reinsurance
12
Rückversicherung
12
Credit risk
11
Kreditrisiko
11
Risikomodell
11
Risk model
11
Capital income
10
Kapitaleinkommen
10
Risikoaversion
9
Risk aversion
9
Allocation
8
Allokation
8
Counter-monotonicity
8
Estimation theory
8
Schätztheorie
8
Value-at-Risk
8
Black-Scholes model
7
Black-Scholes-Modell
7
Option pricing theory
7
Optionspreistheorie
7
Tail Value-at-Risk
7
Betriebliche Liquidität
6
more ...
less ...
Online availability
All
Free
119
Undetermined
75
Type of publication
All
Article
148
Book / Working Paper
123
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Working Paper
16
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Conference paper
2
Konferenzbeitrag
2
Article
1
Aufsatz im Buch
1
Book section
1
Hochschulschrift
1
more ...
less ...
Language
All
English
185
Undetermined
86
Author
All
Vanduffel, Steven
178
Cheung, Ka Chun
91
Dhaene, Jan
64
Bernard, Carole
57
Rüschendorf, Ludger
18
Henrard, Luc
14
Yam, Sheung Chi Phillip
14
Goovaerts, Marc J.
13
Chernih, Andrew
12
Denuit, Michel
12
Lo, Ambrose
12
Yao, Jing
12
Boudt, Kris
10
Maj, Mateusz
10
Valdez, Emiliano A.
10
Goovaerts, M. J.
8
Zhang, Yiying
8
Cornilly, Dries
7
Puccetti, Giovanni
7
Tang, Qihe
7
Chong, Wing Fung
6
Hua, Lei
6
Kaas, R.
6
Kazzi, Rodrigue
6
Schoutens, Wim
6
Yang, Hailiang
6
Chen, Jit Seng
5
Jakobsons, Edgars
5
Landsman, Zinoviy
5
Tsanakas, Andreas
5
Valdez, Emiliano
5
Vyncke, David
5
Ye, Jiang
5
Asimit, Alexandru V.
4
Bondarenko, Oleg
4
De Vecchi, Corrado
4
Dragun, Kirill
4
Hu, Junlei
4
Kaas, Rob
4
Laeven, R. J. A.
4
more ...
less ...
Institution
All
arXiv.org
2
Tinbergen Instituut
1
Published in...
All
Insurance / Mathematics & economics
50
Insurance: Mathematics and Economics
23
AFI
10
European journal of operational research : EJOR
9
Scandinavian actuarial journal
9
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Astin bulletin : the journal of the International Actuarial Association
4
Applied mathematical finance
3
Quantitative finance
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
International journal of theoretical and applied finance
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of Risk & Insurance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Papers / arXiv.org
2
Risks : open access journal
2
Statistics & Probability Letters
2
The European journal of finance
2
The journal of risk model validation
2
Tijdschrift voor economie en management
2
4OR : a quarterly journal of operations research
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
1
Applied Stochastic Models in Business and Industry
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
European Journal of Operational Research
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Forthcoming in Applied Stochastic Models in Business and Industry
1
Forthcoming in Quantitative Finance
1
Insurance : mathematics and economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Financial Transformation
1
Journal of Pension Economics and Finance
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of mathematical economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
199
RePEc
35
OLC EcoSci
34
EconStor
2
Other ZBW resources
1
Showing
11
-
20
of
271
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Convex ordering for insurance preferences
Cheung, Ka Chun
;
Chong, W. F.
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 409-416
Persistent link: https://www.econbiz.de/10011398122
Saved in:
12
Explicit solutions for a general class of optimal allocation problems
Cheung, Ka Chun
;
Dhaene, Jan
;
Rong, Yian
;
Yam, Sheung …
-
2013
Persistent link: https://www.econbiz.de/10009731217
Saved in:
13
Ordered random vectors and equality in distribution
Cheung, Ka Chun
;
Dhaene, Jan
;
Kukush, Alexander
; …
-
2013
Persistent link: https://www.econbiz.de/10009731218
Saved in:
14
General lower bounds on convex functionals of aggregate sums
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 884-896
Persistent link: https://www.econbiz.de/10010227789
Saved in:
15
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
16
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 334-342
Persistent link: https://www.econbiz.de/10010195921
Saved in:
17
Borch's Theorem from the perspective of comonotonicity
Cheung, Ka Chun
;
Rong, Yian
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 144-151
Persistent link: https://www.econbiz.de/10010259657
Saved in:
18
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
19
Risk-minimizing reinsurance protection for multivariate risks
Cheung, Ka Chun
;
Sung, K. C. J.
;
Yam, Sheung Chi Phillip
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 219-236
Persistent link: https://www.econbiz.de/10010340221
Saved in:
20
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 180-190
Persistent link: https://www.econbiz.de/10010366180
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
