Empirical tail risk management with model-based annealing random search

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Cite
Fan, Qi, et al. “Empirical Tail Risk Management With Model-Based Annealing Random Search”. Insurance: Mathematics and Economics, vol. 110, 2023, pp. 106-24, https://doi.org/10.1016/j.insmatheco.2023.02.005.
Fan, Q., Tan, K. S., & Zhang, J. (2023). Empirical tail risk management with model-based annealing random search. Insurance: Mathematics and Economics, 110, 106-124. https://doi.org/10.1016/j.insmatheco.2023.02.005
Fan, Qi, Ken Seng Tan, and Jinggong Zhang. “Empirical Tail Risk Management With Model-Based Annealing Random Search”. Insurance: Mathematics and Economics 110 (2023): 106-24. https://doi.org/10.1016/j.insmatheco.2023.02.005.
Fan Q, Tan KS, Zhang J. Empirical tail risk management with model-based annealing random search. Insurance: Mathematics and Economics. 2023;110:106-24.
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Refrences
Title Journal Journal Categories Citations Publication Date
Portfolio optimization with entropic value-at-risk European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
45 2019
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INDEX INSURANCE DESIGN

ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
11 2019
Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
13 2018
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH

ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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Refrences Analysis
Category Category Repetition
Technology: Engineering (General). Civil engineering (General)12
Social Sciences: Economic theory. Demography: Economics as a science12
Technology: Manufactures: Production management. Operations management8
Social Sciences: Commerce: Business7
Science: Mathematics7
Technology: Technology (General): Industrial engineering. Management engineering5
Social Sciences: Finance5
Geography. Anthropology. Recreation: Environmental sciences5
Science: Mathematics: Probabilities. Mathematical statistics4
Social Sciences: Statistics3
Science: Mathematics: Instruments and machines: Electronic computers. Computer science3
Science: Geology2
Social Sciences: Commerce: Business: Personnel management. Employment management2
Social Sciences: Sociology (General)1
Science: Physics: Meteorology. Climatology1
Technology: Environmental technology. Sanitary engineering1
Science: Biology (General): Ecology1
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Geography. Anthropology. Recreation: Human ecology. Anthropogeography: Settlements: Cities. Urban geography1
Social Sciences: Communities. Classes. Races: Urban groups. The city. Urban sociology1
Social Sciences1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Agriculture: Agriculture (General)1
Agriculture: Plant culture1
The category Technology: Engineering (General). Civil engineering (General) 12 is the most frequently represented among the references in this article. It primarily includes studies from European Journal of Operational Research and North American Actuarial Journal. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year