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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Financial crisis"
~subject:"Measurement"
~subject:"risk measures"
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Financial crisis
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risk measures
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Boonen, Tim J.
1
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Feng, Runhuan
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Hamel, Emmanuel
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
104
Journal of banking & finance
39
Risks : open access journal
35
European journal of operational research : EJOR
32
Journal of risk
29
Finance research letters
26
Mathematics of operations research
20
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17
Mathematics and financial economics
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International journal of theoretical and applied finance
16
International review of financial analysis
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Quantitative finance
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Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
14
Scandinavian actuarial journal
13
Applied economics letters
12
The journal of risk model validation
12
Journal of economic dynamics & control
11
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Working paper
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Operations research
10
Journal of forecasting
9
Research paper series / Swiss Finance Institute
9
ASTIN bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of risk management in financial institutions
8
Operations research letters
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The European journal of finance
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The journal of operational risk
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Econometric Institute research papers
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1
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
Saved in:
2
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
3
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
Saved in:
4
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
5
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
6
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:
7
On some properties of a class of multivariate Erlang mixtures with insurance applications
Willmot, Gordon E.
;
Woo, Jae-Kyung
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010506425
Saved in:
8
Distortion risk measures, ambiguity aversion and optimal effort
Robert, Christian Yann
;
Therond, Pierre-E.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 277-302
Persistent link: https://www.econbiz.de/10010393955
Saved in:
9
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
10
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
Saved in:
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