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subject:"Theorie"
~person:"Boonen, Tim J."
~person:"Csóka, Péter"
~subject:"Risikomanagement"
~type_genre:"Article in journal"
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Theorie
Risikomanagement
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Boonen, Tim J.
Csóka, Péter
Wang, Ruodu
15
Rosazza Gianin, Emanuela
14
Righi, Marcelo Brutti
13
Zheng, Buhong
10
Brandtner, Mario
8
Laeven, Roger J. A.
8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
Yalonetzky, Gastón
7
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6
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6
Jiang, Wenjun
6
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6
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6
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5
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5
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5
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5
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5
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Hu, Taizhong
5
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European journal of operational research : EJOR
3
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2
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1
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
11
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1
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
2
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
3
Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
Saved in:
4
Optimal reinsurance design with distortion risk measures and asymmetric information
Boonen, Tim J.
;
Zhang, Yiying
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 607-629
Persistent link: https://www.econbiz.de/10012523259
Saved in:
5
Properties and comparison of risk capital allocation methods
Balog, Dóra
;
Bátyi, Tamás László
;
Csóka, Péter
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
Saved in:
6
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
7
Fair risk allocation in illiquid markets
Csóka, Péter
- In:
Finance research letters
21
(
2017
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011807792
Saved in:
8
Competitive equilibria with distortion risk measures
Boonen, Tim J.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 703-728
Persistent link: https://www.econbiz.de/10011397655
Saved in:
9
Risk allocation under liquidity constraints
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Journal of banking & finance
49
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
Saved in:
10
Stable allocations of risk
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
Games and economic behavior
67
(
2009
)
1
,
pp. 266-276
Persistent link: https://www.econbiz.de/10003897209
Saved in:
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