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type_genre:"Hochschulschrift"
~isPartOf:"Scandinavian actuarial journal"
~language:"eng"
~language:"rus"
~person:"Chi, Yichun"
~person:"Delbaen, Freddy"
~person:"Gan, Guojun"
~person:"Hillairet, Caroline"
~person:"Kürsten, Wolfgang"
~subject:"Financial crisis"
~subject:"Measurement"
~subject:"Production"
~subject:"Reinsurance"
~subject:"Risikomaß"
~subject:"Russland"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"expected shortfall"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Chi, Yichun
Delbaen, Freddy
Gan, Guojun
Hillairet, Caroline
Kürsten, Wolfgang
Fung, Tsz Chai
2
Han, Xia
2
Liang, Zhibin
2
Mao, Tiantian
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
5
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
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1
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
2
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
3
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
4
Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models
Hillairet, Caroline
;
Lopez, Olivier
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 671-694
Persistent link: https://www.econbiz.de/10012653667
Saved in:
5
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
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