Narrow search
Showing 1 - 10 of 16
Cover Image
A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
Cover Image
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Vatamidou, Eleni; Adan, Ivo; Vlasiou, Maria; Zwart, Bert - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 366-378
Persistent link: https://www.econbiz.de/10010195917
Cover Image
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad; Moutanabbir, Khouzeima - In: Insurance / Mathematics & economics 102 (2022), pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Cover Image
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat; Bermúdez, Lluís; Pitarque, Albert - In: Insurance / Mathematics & economics 99 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Cover Image
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun; Liu, Fangda - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Cover Image
A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Hou, Yanxi - In: Insurance / Mathematics & economics 104 (2022), pp. 283-301
Persistent link: https://www.econbiz.de/10013264958
Cover Image
Relative bound and asymptotic comparison of expectile with respect to expected shortfall
Tadese, Mekonnen; Drapeau, Samuel - In: Insurance / Mathematics & economics 93 (2020), pp. 387-399
Persistent link: https://www.econbiz.de/10012294144
Cover Image
Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Eckert, Christian; Gatzert, Nadine - In: Insurance / Mathematics & economics 72 (2017), pp. 122-137
Persistent link: https://www.econbiz.de/10011694399