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The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan - In: Insurance / Mathematics & economics 83 (2018), pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
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Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.; Jiang, Wenjun - In: Insurance / Mathematics & economics 107 (2022), pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
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Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 79 (2018), pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
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Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
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An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed; Fernández, Begoña - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
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Properties of a risk measure derived from the expected area in red
Loisel, Stéphane; Trufin, Julien - In: Insurance / Mathematics & economics 55 (2014), pp. 191-199
Persistent link: https://www.econbiz.de/10010366178
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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
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Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
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Ordering optimal deductible allocations for stochastic arrangement increasing risks
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 73 (2017), pp. 31-40
Persistent link: https://www.econbiz.de/10011702042
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Risk aggregation with FGM copulas
Blier-Wong, Christopher; Cossette, Hélène; Marceau, … - In: Insurance / Mathematics & economics 111 (2023), pp. 102-120
Persistent link: https://www.econbiz.de/10014316667