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Multivariate geometric tail- and range-value-at-risk
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 265-292
Persistent link: https://www.econbiz.de/10012194132
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Asymptotics for systemic risk with dependent heavy-tailed losses
Liu, Jiajun; Yang, Yang - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 571-605
Persistent link: https://www.econbiz.de/10012523256
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Universally marketable insurance under multivariate mixtures
Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 221-243
Persistent link: https://www.econbiz.de/10012437279