Narrow search
Showing 1 - 10 of 49
Cover Image
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Cover Image
Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E. (contributor); Powell, Robert (contributor) - 2008
Persistent link: https://www.econbiz.de/10003759999
Cover Image
Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006
Persistent link: https://www.econbiz.de/10003329677
Cover Image
Risk measures and comonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Q.; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003329684
Cover Image
Industry market value at risk in Australia
Allen, David E. (contributor); Powell, Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003477132
Cover Image
CVaR and credit risk measurement
Powell, Robert; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10008667291
Cover Image
Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003989642
Cover Image
A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven; Chen, X.; Dhaene, Jan; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003610847
Cover Image
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10011418916
Cover Image
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432732