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Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy; Shushi, Tomer - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
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Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis
Pesenti, Silvana M.; Bettini, Alberto; Millossovich, Pietro - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 458-483
Persistent link: https://www.econbiz.de/10012593589
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Comparing the riskiness of dependent portfolios via nested L-statistics
Samanthi, Ranadeera G.M.; Wei, Wei; Brazauskas, Vytaras - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10011820567