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Characterization of convex premium principles
Cardin, Marta; Pacelli, Graziella - In: Mathematical and statistical methods in insurance and …, (pp. 53-60). 2008
Persistent link: https://www.econbiz.de/10003837115
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Risikotriade : Zins-, Kredit- und operationelle Risiken
Wiedemann, Arnd - 2008 - 2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10003794070
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Higher moment coherent risk measures
Krokhmal, Pavlo A. - In: Quantitative fund management, (pp. 271-298). 2009
Persistent link: https://www.econbiz.de/10003796963
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Mean-risk models using two risk measures : a multi-objective approach
Roman, Diana; Darby-Dowman, Kenneth; Mitra, Gautam - In: Quantitative fund management, (pp. 393-423). 2009
Persistent link: https://www.econbiz.de/10003797023
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Measuring event risk
Nyberg, Peter; Wilhelmsson, Anders - In: Journal of financial econometrics : official journal of … 7 (2009) 3, pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
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Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872174
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On dynamic coherent and convex risk measures : risk optimal behavior and information gains
Engelage, Daniel (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872175
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Konsistente und konsequente dynamische Risikomaße und das Problem der Aktualisierung
Tutsch, Sina (contributor) - 2006
Mit der vorliegenden Dissertation wollen wir einen Beitrag zur Theorie der konvexen Risikomaße und ihrer Dynamik … Räumen beweisen wir die Existenz auf den Klassen der halbstetigen Funktionen. Für das bedingte Average Value at Risk zeigen …
Persistent link: https://www.econbiz.de/10003448659
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Relevant coherent measures of risk
Stoica, George - In: Journal of mathematical economics 42 (2006) 6, pp. 794-806
Persistent link: https://www.econbiz.de/10003376558
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Fundamentals-based risk measurement in valuation
Nekrasov, Alexander; Shroff, Pervin K. - In: The accounting review : a publication of the American … 84 (2009) 6, pp. 1983-2011
Persistent link: https://www.econbiz.de/10003919358