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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Risk management of policyholder behavior in equity-linked life insurance
MacKay, Anne; Augustyniak, Maciej; Bernard, Carole; … - In: The journal of risk and insurance : the journal of the … 84 (2017) 2, pp. 661-690
Persistent link: https://www.econbiz.de/10011705852
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Risk bounds for factor models
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; … - In: Finance and stochastics 21 (2017) 3, pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
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Asset risk management of participating contracts
Bernard, Carole; Le Courtois, Olivier - In: Asia-Pacific journal of risk and insurance : APJRI 6 (2012) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
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Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole; Kazzi, Rodrigue; Vanduffel, Steven - In: Insurance / Mathematics & economics 94 (2020), pp. 9-24
Persistent link: https://www.econbiz.de/10012419085