//--> //--> //--> //-->
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
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomaß"
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
Search: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Portfolio selection
385
Portfolio-Management
385
Theorie
279
Theory
279
Risiko
124
Risk
124
Risk measure
105
Risikomanagement
98
Risk management
98
Stochastic process
90
Stochastischer Prozess
90
Measurement
54
Messung
54
Risikomodell
52
Risk model
52
Reinsurance
51
Rückversicherung
51
Pension fund
43
Pensionskasse
43
Lebensversicherung
42
Life insurance
42
Statistical distribution
40
Statistische Verteilung
40
Altersvorsorge
37
Retirement provision
37
Probability theory
32
Wahrscheinlichkeitsrechnung
32
Option pricing theory
31
Optionspreistheorie
31
Mortality
28
Sterblichkeit
28
Capital income
27
Kapitaleinkommen
27
Private Altersvorsorge
25
Private retirement provision
25
Control theory
24
Kontrolltheorie
24
Hedging
22
Time consistency
21
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
105
Type of publication (narrower categories)
All
Article in journal
105
Aufsatz in Zeitschrift
105
Language
All
English
105
Author
All
Mao, Tiantian
6
Tang, Qihe
5
Wang, Ruodu
5
Furman, Edward
4
Cai, Jun
3
Cossette, Hélène
3
Dhaene, Jan
3
Landsman, Zinoviy
3
Marceau, Etienne
3
Rüschendorf, Ludger
3
Yang, Fan
3
Belles-Sampera, Jaume
2
Bellini, Fabio
2
Cheung, Ka Chun
2
Farkas, Walter
2
Guillén, Montserrat
2
Hu, Taizhong
2
Ignatieva, Ekaterina
2
Koch Medina, Pablo
2
Lin, Liyuan
2
Liu, Haiyan
2
Rosazza Gianin, Emanuela
2
Santolino, Miguel
2
Shen, Qingjie
2
Sordo, Miguel A.
2
Su, Jianxi
2
Tan, Ken Seng
2
Trufin, Julien
2
Tsanakas, Andreas
2
Vanduffel, Steven
2
Wang, Ying
2
Wei, Yunran
2
Yao, Jing
2
Yuan, Zhongyi
2
Zhang, Nan
2
Zhang, Yiying
2
Zhuo, Jin
2
Adan, Ivo
1
Ahn, Jae Youn
1
Asimit, Alexandru
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
77
European journal of operational research : EJOR
60
Journal of risk
57
Risks : open access journal
44
Finance research letters
41
Quantitative finance
34
Economic modelling
31
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
The European journal of finance
19
The journal of risk model validation
19
Computational economics
18
Journal of empirical finance
18
Finance and stochastics
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operations research
16
International review of economics & finance : IREF
15
The journal of asset management
15
International journal of forecasting
14
Econometric Institute research papers
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Operations research letters
11
Working papers
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
more ...
less ...
Source
All
ECONIS (ZBW)
105
Showing
1
-
10
of
105
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
2
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:
3
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
4
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
5
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
6
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
7
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
8
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
9
Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 91-110
Persistent link: https://www.econbiz.de/10013271962
Saved in:
10
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
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...
//-->