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~accessRights:"restricted"
~isPartOf:"Advances in international management"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production economics"
~language:"eng"
~person:"Cossette, Hélène"
~person:"Josa-Fombellida, Ricardo"
~subject:"Portfolio selection"
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Portfolio selection
Risikomanagement
7
Risk management
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Portfolio-Management
6
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4
Risk
4
Capital allocation
3
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Aggregation strategy
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Capital income
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Collective risk models
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Cossette, Hélène
Josa-Fombellida, Ricardo
Marceau, Etienne
4
Mao, Tiantian
3
Tan, Ken Seng
3
Wang, Ruodu
3
Yang, Fan
3
Boonen, Tim J.
2
Cai, Jun
2
Dhaene, Jan
2
Furman, Edward
2
Guillén, Montserrat
2
Laeven, Roger J. A.
2
Landriault, David
2
Li, Bin
2
Santolino, Miguel
2
Shen, Qingjie
2
Stadje, Mitja
2
Wang, Ying
2
Wei, Yunran
2
Zhang, Yiying
2
Asimit, Alexandru
1
Barrio, Eustasio del
1
Başoğlu, İsmail
1
Beirlant, Jan
1
Belles-Sampera, Jaume
1
Bellini, Fabio
1
Benita, Francisco
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Bensusan, Harry
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Bernard, Carole
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Bilsen, Servaas van
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Blier-Wong, Christopher
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Boado-Penas, M. Carmen
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Bosserhoff, Frank
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Brinker, Leonie V.
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Buitendag, S.
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Carbonneau, Alexandre
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Chaoubi, Ihsan
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Advances in international management
Insurance / Mathematics & economics
International journal of production economics
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ECONIS (ZBW)
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
3
Time consistent pension funding in a defined benefit pension plan with non-constant discounting
Josa-Fombellida, Ricardo
;
Navas, Jorge
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 142-153
Persistent link: https://www.econbiz.de/10012419190
Saved in:
4
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
5
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
6
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Josa-Fombellida, Ricardo
;
López-Casado, Paula
; …
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 73-86
Persistent link: https://www.econbiz.de/10011929838
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