Editorial to the special issue on Copulae of Statistics & Risk Modeling von Okhrin, Ostap

Volltext

Leveraging the network: A stress-test framework based on DebtRank von Battiston, Stefano, Caldarelli, Guido, D’Errico, Marco, Gurciullo, Stefano

Volltext

On dependence consistency of CoVaR and some other systemic risk measures von Mainik, Georg, Schaanning, Eric

Volltext

The functional kNN estimator of the conditional expectile: Uniform consistency in number of neighbors von Almanjahie, Ibrahim M, Bouzebda, Salim, Chikr Elmezouar, Zouaoui, Laksaci, Ali

Volltext

On the elicitability of range value at risk von Fissler, Tobias, Ziegel, Johanna F

Volltext

Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 von Brechmann, Eike Christain, Czado, Claudia

Volltext

The functional k NN estimator of the conditional expectile: Uniform consistency in number of neighbors von Almanjahie, Ibrahim M., Bouzebda, Salim, Chikr Elmezouar, Zouaoui, Laksaci, Ali

Volltext

Penalised likelihood methods for phase-type dimension selection von Albrecher, Hansjörg, Bladt, Martin, Müller, Alaric J. A.

Volltext

Frontmatter

Volltext

Central clearing of OTC derivatives: Bilateral vs multilateral netting von Cont, Rama, Kokholm, Thomas

Volltext

Frontmatter

Volltext

Frontmatter

Volltext

Asymptotic properties of duration-based VaR backtests von Malecka, Marta

Volltext

On the extension property of dilatation monotone risk measures von Rahsepar, Massoomeh, Xanthos, Foivos

Volltext

Frontmatter

Volltext

Frontmatter

Volltext

Time consistency for scalar multivariate risk measures von Feinstein, Zachary, Rudloff, Birgit

Volltext

Multi-component stress-strength model for Weibull distribution in progressively censored samples von Kohansal, Akram, Shoaee, Shirin, Nadarajah, Saralees

Volltext

Verification of internal risk measure estimates von Davis, Mark H. A.

Volltext

Bayesian optimal investment and reinsurance with dependent financial and insurance risks von Bäuerle, Nicole, Leimcke, Gregor

Volltext