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An academic response to Basel...
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Wang, Ruodu
127
Embrechts, Paul
125
Rüschendorf, Ludger
101
Puccetti, Giovanni
50
Vanduffel, Steven
18
Yang, Jingping
14
Dias, Alexandra
13
Wang, Bin
13
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11
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10
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10
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9
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9
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9
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7
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4
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4
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4
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Insurance / Mathematics & economics
32
Finance and stochastics
20
Insurance: Mathematics and Economics
11
Preprint / Albert-Ludwigs-Universität Freiburg, Mathematische Fakultät
10
Statistics & Probability Letters
9
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8
Journal of Multivariate Analysis
8
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Risk : managing risk in the world's financial markets
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Astin bulletin : the journal of the International Actuarial Association
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research
3
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Computational Statistics
2
Energies
2
Financial markets and portfolio management
2
Journal of Banking & Finance
2
Journal of econometrics
2
Journal of international money and finance
2
Journal of risk
2
Mathematical Methods of Operations Research
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Princeton series in finance
2
Scandinavian actuarial journal
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Swiss Finance Institute Research Paper
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2
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ECONIS (ZBW)
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51
Worst case portfolio vectors and diversification effects
Rüschendorf, Ludger
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10009423231
Saved in:
52
Mathematical risk analysis : dependence, risk bounds, optimal allocations and portfolios
Rüschendorf, Ludger
-
2013
Persistent link: https://www.econbiz.de/10009729189
Saved in:
53
Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
Saved in:
54
How to model operational risk if you must
Embrechts, Paul
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 81)
.
2007
Persistent link: https://www.econbiz.de/10003470262
Saved in:
55
Copulas : a personal view
Embrechts, Paul
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 639-650
Persistent link: https://www.econbiz.de/10003877764
Saved in:
56
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
57
The walls came tumbling down
Embrechts, Paul
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 211-213
Persistent link: https://www.econbiz.de/10013342098
Saved in:
58
Jackknife empirical likelihood method for some risk measures and related quantities
Peng, Liang
;
Qi, Yongcheng
;
Wang, Ruodu
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 142-150
Persistent link: https://www.econbiz.de/10009558177
Saved in:
59
CreditRisk+ model with dependent risk factors
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
North American actuarial journal
19
(
2015
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
Saved in:
60
Composite Bernstein copulas
Yang, Jingping
;
Chen, Zhijin
;
Wang, Fang
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 445-475
Persistent link: https://www.econbiz.de/10011312277
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