//--> //--> //--> //-->
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
Calibrating distribution model...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
101
Theory
101
Risiko
57
Risk
57
Risk measure
54
Risikomaß
53
Portfolio selection
37
Portfolio-Management
37
Measurement
36
Messung
36
Risikomanagement
34
Risk management
34
China
14
Value-at-Risk
14
Hedging
11
Basel Accord
10
Basler Akkord
10
Statistical distribution
10
Statistische Verteilung
10
Volatility
9
Volatilität
9
Aggregation
8
Expected Shortfall
8
Reinsurance
8
Rückversicherung
8
Aktienmarkt
7
Bank risk
7
Bankrisiko
7
Decision under risk
7
Entscheidung unter Risiko
7
Robust statistics
7
Robustes Verfahren
7
Stochastic process
7
Stochastischer Prozess
7
Stock market
7
Welt
7
World
7
expected shortfall
7
risk measures
7
robustness
7
more ...
less ...
Online availability
All
Free
111
Undetermined
107
Type of publication
All
Article
172
Book / Working Paper
98
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Working Paper
8
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Article
4
research-article
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
222
Undetermined
48
Author
All
Wang, Ruodu
125
Assa, Hirbod
64
Lin, L.
27
Lin, Lin
20
Yang, Jingping
14
Embrechts, Paul
13
Lin, Li
13
Wang, Bin
12
Peng, Liang
11
Liu, Haiyan
10
Mao, Tiantian
10
Gospodinov, Nikolay
9
Liu, Fangda
9
Wang, Qiuqi
9
Wei, Yunran
9
Puccetti, Giovanni
8
Qi, Yongcheng
8
Cai, Jun
7
Lin, Ling
7
Liu, Peng
7
Jiang, Yong
5
Pantelous, Athanasios A.
5
Rüschendorf, Ludger
5
Sornette, D.
5
Wang, Meng
5
Zhou, Zhongbao
5
Bai, Yuntao
4
Chen, Yuyu
4
Dabbous, Amal
4
Gospodinov, Nikolaj
4
Li, Jing Hua
4
Lin, Liyuan
4
Schied, Alexander
4
Tsanakas, Andreas
4
Wei, Linxiao
4
Zitikis, Ricardas
4
Zitikis, Ričardas
4
Adibi, Hojatollah
3
Beleraj, Antonela
3
Bernard, Carole
3
more ...
less ...
Institution
All
arXiv.org
5
Federal Reserve Bank of Atlanta
2
Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ)
1
National Bureau of Economic Research
1
Published in...
All
Insurance / Mathematics & economics
19
Finance and stochastics
7
Applied economics
6
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
6
European journal of operational research : EJOR
5
Insurance: Mathematics and Economics
5
Mathematics of operations research
5
Papers / arXiv.org
5
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of technology, policy and management : IJTPM
4
Mathematical Finance
4
Mathematics and financial economics
4
Risks
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance research letters
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
North American actuarial journal
3
Operations research
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Agricultural Finance Review
2
Agricultural finance review
2
Applied financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
FRB Atlanta Working Paper
2
Journal of Multivariate Analysis
2
Journal of agricultural economics
2
Journal of banking & finance
2
Journal of business ethics : JBE
2
Journal of mathematical economics
2
Journal of the Operational Research Society
2
Pacific-Basin finance journal
2
Statistics & Probability Letters
2
The journal of high technology management research
2
The service industries journal
2
Working Paper
2
Working Paper / Federal Reserve Bank of Atlanta
2
Working papers / Federal Reserve Bank of Atlanta
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Abacus : a journal of accounting, finance and business studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
208
RePEc
25
OLC EcoSci
24
Other ZBW resources
7
EconStor
6
Showing
1
-
10
of
270
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
2
Pairwise counter-monotonicity
Lauzier, Jean-Gabriel
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 279-287
Persistent link: https://www.econbiz.de/10014317150
Saved in:
3
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
4
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:
5
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
6
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:
7
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
Saved in:
8
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10009730805
Saved in:
9
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
Puccetti, Giovanni
;
Wang, Bin
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 821-828
Persistent link: https://www.econbiz.de/10010227817
Saved in:
10
Risk aggregation with dependence uncertainty
Bernhard, Carole
;
Jiang, Xiao
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 93-108
Persistent link: https://www.econbiz.de/10010259666
Saved in:
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...
//-->