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Search: subject:"common shock"
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Schock
18
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18
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15
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15
Common shock
14
Stochastic process
9
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9
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7
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common shock
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Taylor, Greg
5
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3
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ECONIS (ZBW)
22
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EconStor
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subject:"common stock"
(1,322 results)
11
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin
;
Cheng, Xiang
;
Zhuo, Jin
;
Wang, Hao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
Saved in:
12
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 50-71
Persistent link: https://www.econbiz.de/10012294061
Saved in:
13
Common
shock
approach to counterparty default risk of reinsurance
Hendrych, Radek
;
Cipra, Tomáš
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
2
,
pp. 123-151
Persistent link: https://www.econbiz.de/10012060290
Saved in:
14
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
15
Optimal dynamic reinsurance with
common
shock
dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
16
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
17
Common
shock
models for claim arrays
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 1109-1136
Persistent link: https://www.econbiz.de/10011999873
Saved in:
18
A dynamic bivariate
common
shock
model with cumulative effect and its acturial application
Lee, Hyunju
;
Cha, Ji Hwan
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 890-906
Persistent link: https://www.econbiz.de/10011939771
Saved in:
19
Relative performance benchmarks : do boards follow the informativeness principle?
Ma, Paul
;
Shin, Jee-Eun
;
Wang, Charles C.Y.
-
2018
Persistent link: https://www.econbiz.de/10011873666
Saved in:
20
Systemic risk in financial risk regulation
Cipra, Tomáš
;
Hendrych, Radek
- In:
Finance a úvěr
67
(
2017
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
Saved in:
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