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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
33
MPRA Paper
30
Discussion paper / Center for Economic Research, Tilburg University
22
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18
Applied economics
17
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Risks : open access journal
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Finance research letters
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International review of financial analysis
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Physica A: Statistical Mechanics and its Applications
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk model validation
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1
Cat bond pricing under a product probability measure with pot risk characterization
Tang, Qihe
;
Yuan, Zhongyi
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 457-490
Persistent link: https://www.econbiz.de/10012056609
Saved in:
2
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:
3
An
extreme-value
theory
approximation scheme in reinsurance and insurance-linked securities
Aviv, Rom
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 1157-1173
Persistent link: https://www.econbiz.de/10011999885
Saved in:
4
The full tails gamma distribution applied to model extreme values
Castillo, Joan del
;
Daoudi, Jalila
;
Serra, Isabel
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 895-917
Persistent link: https://www.econbiz.de/10011763681
Saved in:
5
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
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