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isPartOf:"Discussion paper"
subject:"Innovation"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of economic theory"
~subject:"Risk"
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ECONIS (ZBW)
723
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61
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
62
Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang
;
Zou, Jushen
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 200-221
Persistent link: https://www.econbiz.de/10013264949
Saved in:
63
Automatic Fatou property of law-invariant risk measures
Chen, Shengzhong
;
Gao, Niushan
;
Leung, Denny H.
;
Li, Lei
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 41-53
Persistent link: https://www.econbiz.de/10013348902
Saved in:
64
Similar risks have similar prices : a useful and exact quantification
Mildenhall, Stephen J.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 203-210
Persistent link: https://www.econbiz.de/10013349010
Saved in:
65
Blockchain mining in pools : analyzing the trade-off between profitability and ruin
Albrecher, Hansjörg
;
Finger, Dina
;
Goffard, Pierre-Olivier
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 313-335
Persistent link: https://www.econbiz.de/10013349056
Saved in:
66
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
Saved in:
67
Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè
;
Lefevre, Claude
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
Saved in:
68
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
69
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
70
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
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