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Trufin, Julien
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Albrecher, Hansjörg
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1
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:
2
Properties of a risk measure derived from the expected area in red
Loisel, Stéphane
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 191-199
Persistent link: https://www.econbiz.de/10010366178
Saved in:
3
Properties of a risk measure derived from ruin theory
Trufin, Julien
;
Albrecher, Hansjörg
;
Denuit, Michel M.
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10009389178
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