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A. Haier

3 papers hereh-index 217 citations4 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3

identity via Semantic Scholar / OpenAlex

activity
20122019
most citedMultivariate risk measures in the non-convex setting

2 citations · 2 across the 2 of their papers we have counts for

collaborators
Showing 2015 · q-fin.RMShow all

1 paper · 2 filters

q-fin.RM2015

Intragroup transfers, intragroup diversification and their risk assessment

Andreas Haier, Ilya Molchanov, Michael Schmutz

When assessing group solvency, an important question is to what extent intragroup transfers may be considered, as this determines to which extent diversification can be achieved. W…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.