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1
Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.
Persistent link: https://www.econbiz.de/10005843299
Saved in:
2
Testing for Concordance Ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
This paper delevops a tools to analyse the ordering of concordance of random vectors.
Persistent link: https://www.econbiz.de/10005843302
Saved in:
3
Nonparametric Tests for Positive Quadrant Dependence
Denuit, Michel
;
Scaillet, Olivier
-
2001
This papfer deals with distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent.
Persistent link: https://www.econbiz.de/10005843307
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4
The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited
Hamelink, Foort
;
Hoesli, Martin
-
2003
This paper investigates the role of real estate in a mixed-asset portfolio when the maximum drawdown (hereafter MaxDD), rather than the standard deviation, is used as the measure of risk.
Persistent link: https://www.econbiz.de/10005843487
Saved in:
5
Insurers and the Credit Crisis: Consequences for Regulatory and Solvency Systems
Schmeiser, Hato
-
International Association for the Study of Insurance …
-
2010
Financial crisis an insurance, Ten consequences for Risk Management and Supervision, Conclusion regarding an IGF...
Persistent link: https://www.econbiz.de/10005871226
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6
Financial Supervision in the Aftermath of the Crisis
Briault, Clive
-
International Association for the Study of Insurance …
-
2010
Three propositions: Insurance Companies can be systemic importance; Insurance companies should be subject to tougher regulation and supervision; Risks should be assessed on a group-wise basis...
Persistent link: https://www.econbiz.de/10005871232
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7
Political Economic Solutions for Climate Change Consequences: The (Potential) Role of the Insurance Sector
Porrini, Donatella
-
International Association for the Study of Insurance …
-
2010
Extreme weather patterns are causing major damage on property and business and the question of who pays is becoming a serious issue. A law and economics point of view focuses on the problem that emitters of greenhouse gases externalize the true costs of their contribution to climate change...
Persistent link: https://www.econbiz.de/10005871241
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8
Collective Litigation in the EU: Managing Corporate Liability Risks
Poncibo, Cristina
-
International Association for the Study of Insurance …
-
2010
Setting the scene; Ligitation strategies, Ligitation insurance, The European way for collective ligitation...
Persistent link: https://www.econbiz.de/10005871242
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9
Managing D&O Liability Risks
Modugno, Vito
-
International Association for the Study of Insurance …
-
2009
Entrepreneuroal risk vs. risks related to the pursuit of the entrepreneurship; Clear distinction vs. uncertainties, D&O liability risks(BJR)...
Persistent link: https://www.econbiz.de/10005871243
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10
Transactional Insurance and the Limits to Insurable Risks in Europe
Nico, Alberto
-
International Association for the Study of Insurance …
-
2010
The Legal Limits to Insurable Risk, Transactional Insurance Products,Legal and Regulatory Issues in Europe, Open Discussion...
Persistent link: https://www.econbiz.de/10005871244
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