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subject:"Risk management"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Landriault, David"
~person:"Zhang, Yiying"
~subject:"Financial crisis"
~subject:"Financial services"
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Landriault, David
Zhang, Yiying
Cossette, Hélène
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5
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Insurance / Mathematics & economics
European journal of operational research : EJOR
1
Insurance: Mathematics and Economics
1
Scandinavian actuarial journal
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1
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
2
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
3
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
Saved in:
4
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
5
A risk model with varying premiums : its risk management implications
Li, Shu
;
Landriault, David
;
Lemieux, Christiane
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 38-46
Persistent link: https://www.econbiz.de/10010484838
Saved in:
6
On minimizing drawdown risks of lifetime investments
Chen, Xinfu
;
Landriault, David
;
Li, Bin
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
Saved in:
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