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~isPartOf:"Journal of risk management in financial institutions"
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Insurance / Mathematics & economics
Journal of risk management in financial institutions
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Which eligible assets are compatible with comonotonic capital requirements?
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 18-26
Persistent link: https://www.econbiz.de/10011904606
Saved in:
2
Modeling loss data using composite models
Abu Bakar, S. A.
;
Hamzah, N. A.
;
Maghsoudi, M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 146-154
Persistent link: https://www.econbiz.de/10010515901
Saved in:
3
The natural Banach space for version independent risk measures
Pichler, Alois
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 405-415
Persistent link: https://www.econbiz.de/10010195914
Saved in:
4
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
Boudreault, Mathieu
;
Cossette, Hélène
;
Marceau, Étienne
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 123-132
Persistent link: https://www.econbiz.de/10010259659
Saved in:
5
Capital requirements with defaultable securities
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 58-67
Persistent link: https://www.econbiz.de/10010366206
Saved in:
6
Capital allocation based on the tail covariance premium adjusted
Wang, Min
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
Saved in:
7
Factor risk quantification in annuity models
Karabey, Uǧur
;
Kleinow, Torsten
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 34-45
Persistent link: https://www.econbiz.de/10010437638
Saved in:
8
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
9
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
Saved in:
10
Modelling extreme claims via composite models and threshold selection methods
Wang, Yinzhi
;
Hobæk Haff, Ingrid
;
Huseby, Arne
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 257-268
Persistent link: https://www.econbiz.de/10012242026
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