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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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How do empirical estimators of popular risk measures impact pro-cyclicality?
Bräutigam, Marcel
;
Kratz, Marie
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 547-579
Persistent link: https://www.econbiz.de/10014436789
Saved in:
2
Dynamic importance allocated nested simulation for variable annuity risk measurement
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
Saved in:
3
Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
Saved in:
4
Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis
Pesenti, Silvana M.
;
Bettini, Alberto
;
Millossovich, Pietro
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 458-483
Persistent link: https://www.econbiz.de/10012593589
Saved in:
5
Risk management with Tail Quasi-Linear Means
Bäuerle, Nicole
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 170-187
Persistent link: https://www.econbiz.de/10012194089
Saved in:
6
Comparing the riskiness of dependent portfolios via nested L-statistics
Samanthi, Ranadeera G.M.
;
Wei, Wei
;
Brazauskas, Vytaras
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10011820567
Saved in:
7
Catastrophes and insurance stocks : a benchmarking approach for measuring efficiency
West, Jason
- In:
Annals of actuarial science : publ. by the Institute of …
6
(
2012
)
1
,
pp. 103-136
Persistent link: https://www.econbiz.de/10009488926
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