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- Publication Type Design of efficient investment portfolios with a shortfall probability as a measure of risk 2023-09-13 Paper Optimal insurance strategy...10 bytes (18 words) - 13:55, 6 October 2023
- Paper Direct data-driven portfolio optimization with guaranteed shortfall probability 2013-03-06 Paper Randomized algorithms for analysis and control of...10 bytes (18 words) - 15:51, 8 December 2023
- Publication Type Design of efficient investment portfolios with a shortfall probability as a measure of risk 2023-09-13 Paper Optimal insurance strategy...10 bytes (18 words) - 13:55, 6 October 2023
- 2014-11-20 Paper Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios 2014-11-12 Paper Approximation...10 bytes (16 words) - 10:32, 6 October 2023
- risks based on the expected proportional shortfall 2014-04-14 Paper On the \(L_p\)-metric between a probability distribution and its distortion 2014-04-14...10 bytes (18 words) - 16:10, 10 December 2023
- ‘Valid sequential inference on probability forecast performance’ 2023-01-04 Paper Valid sequential inference on probability forecast performance 2022-09-08...10 bytes (18 words) - 14:39, 10 December 2023
- robustness in static and sample average approximated models 2023-10-23 Paper Shortfall Risk Models When Information on Loss Function Is Incomplete 2023-01-10...10 bytes (17 words) - 03:26, 13 December 2023
- Learning 2023-10-11 Paper Bayes risk, elicitability, and the Expected Shortfall 2023-09-28 Paper Ordering and inequalities for mixtures on risk aggregation...10 bytes (16 words) - 15:49, 10 December 2023
- of insider trading in continuous time 2009-11-16 Paper Replication and shortfall risk in a binomial model with transaction costs 2009-04-27 Paper https://portal...10 bytes (16 words) - 15:16, 10 December 2023
- 2023-03-27 Paper Shortfall Risk Models When Information on Loss Function Is Incomplete 2023-01-10 Paper Insurance premium-based shortfall risk measure induced...10 bytes (17 words) - 10:18, 8 December 2023
- characterization of parallelepipeds related to weak derivatives 2006-01-26 Paper Probability Gradient Estimation by Set-Valued Calculus and Applications in Network...10 bytes (16 words) - 18:48, 9 December 2023
- 2024-04-12 Paper An asymptotic study of systemic expected shortfall and marginal expected shortfall 2022-07-15 Paper Comment on the work of Zhang et al. ``Precise...10 bytes (16 words) - 19:05, 6 October 2023
- Gaussian world. An interview with Harry Joe 2020-01-13 Paper Centers of probability measures without the mean 2019-07-18 Paper Heavy Tails and Copulas. Topics...10 bytes (16 words) - 02:03, 11 December 2023
- Publication Date of Publication Type Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? 2024-01-29 Paper Multivariate systemic...10 bytes (16 words) - 15:12, 7 December 2023
- marginal excess moments 2022-12-06 Paper Conditional marginal expected shortfall 2021-12-18 Paper Local robust estimation of Pareto-type tails with random...10 bytes (16 words) - 00:04, 10 December 2023
- Publication Date of Publication Type Estimation of complier expected shortfall treatment effects with a binary instrumental variable 2024-02-13 Paper From...10 bytes (16 words) - 10:28, 8 December 2023
- risks of different types 2022-03-10 Paper Conditional marginal expected shortfall 2021-12-18 Paper Estimating an endpoint with high order moments in the...10 bytes (16 words) - 14:27, 7 December 2023
- Systemic risk statistics with scenario analysis 2022-06-10 Paper Multivariate shortfall risk statistics with scenario analysis 2022-05-25 Paper Optimal reinsurance...10 bytes (17 words) - 15:26, 10 December 2023
- https://portal.mardi4nfdi.de/entity/Q3502471 2008-05-23 Paper Generalized probability--probability plots 2007-02-14 Paper Asymptotic normality of extreme value estimators...10 bytes (20 words) - 00:55, 9 December 2023
- 2022-03-10 Paper Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities 2022-02-11 Paper Minimizing the Probability of Lifetime Ruin under Random...10 bytes (18 words) - 11:58, 6 October 2023
