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There are 16461 results for: content related to: Coherent Measures of Risk

  1. Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions

    Scandinavian Journal of Statistics

    Volume 41, Issue 4, December 2014, Pages: 988–1012, Jonathan El Methni, Laurent Gardes and Stéphane Girard

    Version of Record online : 18 FEB 2014, DOI: 10.1111/sjos.12078


    Mathematical Finance

    Volume 19, Issue 4, October 2009, Pages: 561–590, Nicole El Karoui and Claudia Ravanelli

    Version of Record online : 20 OCT 2009, DOI: 10.1111/j.1467-9965.2009.00380.x

  3. After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures

    Journal of Risk and Insurance

    Volume 73, Issue 2, June 2006, Pages: 193–229, Kevin Dowd and David Blake

    Version of Record online : 30 MAY 2006, DOI: 10.1111/j.1539-6975.2006.00171.x

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    The role of floral organs in carpels, an Arabidopsis loss-of-function mutation in MicroRNA160a, in organogenesis and the mechanism regulating its expression

    The Plant Journal

    Volume 62, Issue 3, May 2010, Pages: 416–428, Xiaodong Liu, Jian Huang, Yao Wang, Kanhav Khanna, Zhixin Xie, Heather A. Owen and Dazhong Zhao

    Version of Record online : 3 FEB 2010, DOI: 10.1111/j.1365-313X.2010.04164.x

  5. Minimizing the Risk of a Financial Product Using a Put Option

    Journal of Risk and Insurance

    Volume 77, Issue 4, December 2010, Pages: 767–800, Griselda Deelstra, Michèle Vanmaele and David Vyncke

    Version of Record online : 15 NOV 2010, DOI: 10.1111/j.1539-6975.2010.01365.x

  6. Put Option Premiums and Coherent Risk Measures

    Mathematical Finance

    Volume 12, Issue 2, April 2002, Pages: 135–142, Robert Jarrow

    Version of Record online : 7 MAR 2003, DOI: 10.1111/1467-9965.02003


    Mathematical Finance

    Volume 26, Issue 3, July 2016, Pages: 638–673, Yuhong Xu

    Version of Record online : 20 MAY 2014, DOI: 10.1111/mafi.12062

  8. Measurement and Pricing of Risk in Insurance Markets

    Risk Analysis

    Volume 25, Issue 6, December 2005, Pages: 1653–1668, Andreas Tsanakas and Evangelia Desli

    Version of Record online : 15 NOV 2005, DOI: 10.1111/j.1539-6924.2005.00684.x

  9. Parameter Uncertainty and Residual Estimation Risk

    Journal of Risk and Insurance

    Valeria Bignozzi and Andreas Tsanakas

    Version of Record online : 16 MAR 2015, DOI: 10.1111/jori.12075

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    Control of expression and autoregulation of AGL15, a member of the MADS-box family

    The Plant Journal

    Volume 41, Issue 4, February 2005, Pages: 583–594, Cong Zhu and Sharyn E. Perry

    Version of Record online : 22 DEC 2004, DOI: 10.1111/j.1365-313X.2004.02320.x

  11. Can a Coherent Risk Measure Be Too Subadditive?

    Journal of Risk and Insurance

    Volume 75, Issue 2, June 2008, Pages: 365–386, J. Dhaene, R. J. A. Laeven, S. Vanduffel, G. Darkiewicz and M. J. Goovaerts

    Version of Record online : 5 MAY 2008, DOI: 10.1111/j.1539-6975.2008.00264.x


    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 743–774, Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Luigi Montrucchio

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00450.x

  13. Optimal control policies for a periodic review inventory system with emergency orders

    Naval Research Logistics (NRL)

    Volume 45, Issue 2, March 1998, Pages: 187–204, Chi Chiang and Genaro J. Gutierrez

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1520-6750(199803)45:2<187::AID-NAV4>3.0.CO;2-4

  14. Avian galanin: Cloning of complementary DNAs and characterization of transcripts in different tissues

    Journal of Experimental Zoology

    Volume 287, Issue 2, 1 July 2000, Pages: 183–190, Chie Kohchi and Kazuyoshi Tsutsui

    Version of Record online : 13 JUL 2000, DOI: 10.1002/1097-010X(20000701)287:2<183::AID-JEZ9>3.0.CO;2-7


    Mathematical Finance

    Volume 22, Issue 1, January 2012, Pages: 109–132, Ivar Ekeland, Alfred Galichon and Marc Henry

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00453.x

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    Stealth ryanodine-sensitive Ca2+ release contributes to activity of capacitative Ca2+ entry and nitric oxide synthase in bovine endothelial cells

    The Journal of Physiology

    Volume 513, Issue 2, December 1998, Pages: 369–379, Jolanta Paltauf-Doburzynska, Karla Posch, Guenther Paltauf and Wolfgang F. Graier

    Version of Record online : 22 SEP 2004, DOI: 10.1111/j.1469-7793.1998.369bb.x

  17. Concentrated portfolio selection models based on historical data

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 5, September/October 2015, Pages: 649–668, Zhiping Chen, Zongxin Li and Liyuan Wang

    Version of Record online : 6 OCT 2014, DOI: 10.1002/asmb.2066

  18. Measuring Risk

    Actuarial Theory for Dependent Risks: Measures, Orders and Models

    M. Denuit, J. Dhaene, M. Goovaerts, R. Kaas, Pages: 59–102, 2006

    Published Online : 3 JUL 2006, DOI: 10.1002/0470016450.ch2

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    The role of DNA methylation, nucleosome occupancy and histone modifications in paramutation

    The Plant Journal

    Volume 63, Issue 3, August 2010, Pages: 366–378, Max Haring, Rechien Bader, Marieke Louwers, Anne Schwabe, Roel van Driel and Maike Stam

    Version of Record online : 29 APR 2010, DOI: 10.1111/j.1365-313X.2010.04245.x


    Mathematical Finance

    Volume 26, Issue 4, October 2016, Pages: 867–900, Ilya Molchanov and Ignacio Cascos

    Version of Record online : 11 SEP 2014, DOI: 10.1111/mafi.12078