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~language:"eng"
~person:"Baumgärtner, Stefan"
~person:"Cossette, Hélène"
~person:"Dhaene, Jan"
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Baumgärtner, Stefan
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Dhaene, Jan
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279
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222
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211
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ECONIS (ZBW)
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
3
A note on the independence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
-
2012
Persistent link: https://www.econbiz.de/10009731599
Saved in:
4
A multivariate dependence measure for aggregating risks
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
-
2013
Persistent link: https://www.econbiz.de/10010204096
Saved in:
5
Explicit solutions for a general class of optimal allocation problems
Cheung, Ka Chun
;
Dhaene, Jan
;
Rong, Yian
;
Yam, Sheung …
-
2013
Persistent link: https://www.econbiz.de/10009731217
Saved in:
6
Ordered random vectors and equality in distribution
Cheung, Ka Chun
;
Dhaene, Jan
;
Kukush, Alexander
; …
-
2013
Persistent link: https://www.econbiz.de/10009731218
Saved in:
7
Index options : a model-free approach
Linders, Daniël
;
Dhaene, Jan
;
Hounnon, Hippolyte
; …
-
2012
Persistent link: https://www.econbiz.de/10009540840
Saved in:
8
Premium indexing in lifelong health insurance
Vercruysse, W.
;
Dhaene, Jan
;
Denuit, Michel
;
Pitacco, …
-
2012
Persistent link: https://www.econbiz.de/10009731600
Saved in:
9
Some remarks on quantiles and distortion risk measures
Dhaene, Jan
;
Kukush, Alexander
;
Linders, Daniel
;
Tang, Qihe
-
2012
Persistent link: https://www.econbiz.de/10009678492
Saved in:
10
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:
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