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person:"Gatzert, Nadine"
~person:"Braun, Alexander"
~person:"Luciano, Elisa"
~subject:"Copulas"
~type:"article"
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Search: subject_exact:"Versicherungstechnisches Risiko"
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Gatzert, Nadine
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European journal of operational research : EJOR
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The journal of risk finance : JRF
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The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike
;
Gatzert, Nadine
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
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Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna
;
Gatzert, Nadine
- In:
European journal of operational research : EJOR
266
(
2018
)
2
,
pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
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