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Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer; Yao, Jing - In: Insurance / Mathematics & economics 93 (2020), pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
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Tail conditional moments for elliptical and log-elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: Insurance / Mathematics & economics 71 (2016), pp. 179-188
Persistent link: https://www.econbiz.de/10011630646
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Multivariate tail conditional expectation for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: Insurance / Mathematics & economics 70 (2016), pp. 216-223
Persistent link: https://www.econbiz.de/10011597276
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Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
Alonso-García, J.; Devolder, Pierre; Shushi, Tomer - In: Insurance / Mathematics & economics 70 (2016), pp. 224-236
Persistent link: https://www.econbiz.de/10011597277
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A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: Insurance / Mathematics & economics 81 (2018), pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
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The location of a minimum variance squared distance functional
Landsman, Zinoviy; Shushi, Tomer - In: Insurance / Mathematics & economics 105 (2022), pp. 64-78
Persistent link: https://www.econbiz.de/10013348932