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~language:"eng"
~language:"hun"
~person:"Denuit, Michel"
~subject:"Konsumtheorie"
~subject:"Market mechanism"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Konsumtheorie
Market mechanism
Prognoseverfahren
Risiko
Schätzung
Shock
Strategisches Management
Volatilität
Theorie
39
Theory
39
Risk
16
Risikomodell
10
Risk model
10
Risikoaversion
9
Risk aversion
9
Stochastic process
8
Stochastischer Prozess
8
Decision under risk
7
Entscheidung unter Risiko
7
Portfolio selection
7
Portfolio-Management
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5
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Automobile insurance
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Denuit, Michel
Gupta, Rangan
60
Franses, Philip Hans
42
Clements, Michael P.
38
Gil-Alaña, Luis A.
38
Timmermann, Allan
37
Pierdzioch, Christian
36
Caporale, Guglielmo Maria
34
Gollier, Christian
34
Serletis, Apostolos
34
Moosa, Imad A.
33
Diebold, Francis X.
32
Bollerslev, Tim
31
Eeckhoudt, Louis R.
31
McAleer, Michael
31
Kumbhakar, Subal
29
Petropoulos, Fotios
28
Herwartz, Helmut
27
Koop, Gary
27
Marcellino, Massimiliano
27
Chavas, Jean-Paul
26
Hendry, David F.
26
Koopman, Siem Jan
26
Wohar, Mark E.
26
Fabozzi, Frank J.
25
Wang, Ruodu
25
Wang, Yudong
25
Satchell, Stephen
24
Ghysels, Eric
23
Makridakis, Spyros G.
23
Swanson, Norman R.
23
Devereux, Michael B.
22
Epstein, Larry G.
22
Hyndman, Rob J.
22
Pesaran, M. Hashem
21
Viscusi, W. Kip
21
Harvey, David I.
20
Härdle, Wolfgang
20
MacDonald, Ronald
20
Madan, Dilip B.
20
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Insurance / Mathematics & economics
7
Theory and decision : an international journal for multidisciplinary advances in decision science
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Scandinavian actuarial journal
2
The Geneva risk and insurance review
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Journal of mathematical economics
1
Journal of the Operational Research Society : OR
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Mathematical social sciences
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ECONIS (ZBW)
21
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1
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
2
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
3
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Hainaut, Donatien
;
Trufin, Julien
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 841-866
Persistent link: https://www.econbiz.de/10013491040
Saved in:
4
Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 631-636
Persistent link: https://www.econbiz.de/10013167030
Saved in:
5
Size-biased risk measures of compound sums
Denuit, Michel
- In:
North American actuarial journal : NAAJ ; leading the …
24
(
2020
)
4
,
pp. 512-532
Persistent link: https://www.econbiz.de/10012387651
Saved in:
6
Large-loss behavior of conditional mean risk sharing
Denuit, Michel
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012307400
Saved in:
7
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:
8
Risk apportionment and multiply monotone targets
Denuit, Michel
- In:
Mathematical social sciences
92
(
2018
),
pp. 74-77
Persistent link: https://www.econbiz.de/10012109086
Saved in:
9
Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Denuit, Michel
;
Mesfioui, Mhamed
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011691479
Saved in:
10
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
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