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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
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Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
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Mean-variance analysis of sourcing decision under disruption risk
Ray, Pritee; Jenamani, Mamata - In: European journal of operational research : EJOR 250 (2016) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011441734
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Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 66 (2016), pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
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A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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Optimal investment and risk control for an insurer under inside information
Peng, Xingchun; Wang, Wenyuan - In: Insurance / Mathematics & economics 69 (2016), pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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The network structure and systemic risk in the global non-life insurance market
Kanno, Masayasu - In: Insurance / Mathematics & economics 67 (2016), pp. 38-53
Persistent link: https://www.econbiz.de/10011457147
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Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
Zheng, Xiaoxiao; Zhou, Jieming; Sun, Zhongyang - In: Insurance / Mathematics & economics 67 (2016), pp. 77-87
Persistent link: https://www.econbiz.de/10011457158
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Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150
Persistent link: https://www.econbiz.de/10011457218