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isPartOf:"The journal of development studies : JDS"
~isPartOf:"Discussion paper / University of British Columbia, Department of Economics"
~isPartOf:"Insurance / Mathematics & economics"
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Diewert, Walter E.
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Discussion paper / University of British Columbia, Department of Economics
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ECONIS (ZBW)
182
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51
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
52
Distortion measures and homogeneous financial derivatives
Major, John A.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 82-91
Persistent link: https://www.econbiz.de/10011825390
Saved in:
53
Large deviations for risk measures in finite mixture models
Bignozzi, Valeria
;
Macci, Claudio
;
Petrella, Lea
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
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54
Euler allocations in the presence of non-linear reinsurance : comment on Major (2018)
Pesenti, Silvana M.
;
Tsanakas, Andreas
;
Millossovich, Pietro
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011944091
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55
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
56
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
57
Poissonian potential measures for Lévy risk models
Landriault, David
;
Li, Bin
;
Wong, Jeff T. Y.
;
Xu, Di
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
Saved in:
58
Which eligible assets are compatible with comonotonic capital requirements?
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 18-26
Persistent link: https://www.econbiz.de/10011904606
Saved in:
59
A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
Saved in:
60
Compound unimodal distributions for insurance losses
Punzo, Antonio
;
Bagnato, Luca
;
Maruotti, Antonello
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 95-107
Persistent link: https://www.econbiz.de/10011904625
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