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A conditional equity risk model for regulatory assessment
Floryszczak, A.; Lévy Véhel, Jacques; Majri, M. - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
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Using weighted distributions to model operational risk
Afonso, Lourdes B.; Real, Pedro Corte - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
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Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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Collective risk models with dependence uncertainty
Liu, Haiyan; Wang, Ruodu - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
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Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas; Wei, Xiao - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
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Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
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Distortion risk measures, ambiguity aversion and optimal effort
Robert, Christian Yann; Therond, Pierre-E. - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 277-302
Persistent link: https://www.econbiz.de/10010393955
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Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Chi, Yichun; Lin, Sheldon - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
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Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan; Volkmer, Hans W. - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
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On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 613-633
Persistent link: https://www.econbiz.de/10010407943