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~isPartOf:"Discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Bellini, Fabio"
~person:"Cossette, Hélène"
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Bellini, Fabio
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Discussion paper
Insurance / Mathematics & economics
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Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
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
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:
4
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:
5
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
Boudreault, Mathieu
;
Cossette, Hélène
;
Marceau, Étienne
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 123-132
Persistent link: https://www.econbiz.de/10010259659
Saved in:
6
Generalized quantiles as risk measures
Bellini, Fabio
;
Klar, Bernhard
;
Müller, Alfred
; …
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 41-48
Persistent link: https://www.econbiz.de/10010259683
Saved in:
7
Haezendonck-Goovaerts risk measures and Orlicz quantiles
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 107-114
Persistent link: https://www.econbiz.de/10009558264
Saved in:
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