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Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.; Ghossoub, Mario - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
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Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele; Centrone, Francesca; Rosazza Gianin, … - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 173-185
Persistent link: https://www.econbiz.de/10012793922
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A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina; Landsman, Zinoviy - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
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A decomposition of general premium principles into risk and deviation
Nendel, Max; Riedel, Frank; Schmeck, Maren Diane - In: Insurance / Mathematics & economics 100 (2021), pp. 193-209
Persistent link: https://www.econbiz.de/10012622389
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Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin; Pan, Xiao; Park, Sumin - In: Applied economics 53 (2021) 50, pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
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Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan; Buitendag, S.; Barrio, Eustasio del; … - In: Insurance / Mathematics & economics 95 (2020), pp. 79-100
Persistent link: https://www.econbiz.de/10012419249
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On a family of coherent measures of variability
Hu, Taizhong; Chen, Ouxiang - In: Insurance / Mathematics & economics 95 (2020), pp. 173-182
Persistent link: https://www.econbiz.de/10012420133
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On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti; Müller, Fernanda Maria; … - In: Insurance / Mathematics & economics 95 (2020), pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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Stochastic orders and multivariate measures of risk contagion
Ortega-Jiménez, P.; Sordo, M. A.; Suárez-Llorens, A. - In: Insurance / Mathematics & economics 96 (2021), pp. 199-207
Persistent link: https://www.econbiz.de/10012482851