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~isPartOf:"Insurance / Mathematics & economics"
~person:"Kamdem, J. Sadefo"
~person:"Okhrin, Yarema"
~person:"Vanduffel, Steven"
~subject:"Risk"
~subject:"Statistical distribution"
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Kamdem, J. Sadefo
Okhrin, Yarema
Vanduffel, Steven
Mao, Tiantian
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Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
2
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
3
Δ-VaR and Δ-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
Kamdem, J. Sadefo
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 325-336
Persistent link: https://www.econbiz.de/10009517631
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