Narrow search
Showing 1 - 7 of 7
Cover Image
On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey - In: Insurance / Mathematics & economics 90 (2020), pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
Cover Image
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas - In: Insurance / Mathematics & economics 79 (2018), pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Cover Image
Risk aggregation with dependence uncertainty
Bernhard, Carole; Jiang, Xiao; Wang, Ruodu - In: Insurance / Mathematics & economics 54 (2014), pp. 93-108
Persistent link: https://www.econbiz.de/10010259666
Cover Image
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward; Kye, Yisub; Su, Jianxi - In: Insurance / Mathematics & economics 96 (2021), pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Cover Image
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu; Wei, Yunran - In: Insurance / Mathematics & economics 93 (2020), pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Cover Image
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
Cover Image
Parametric measures of variability induced by risk measures
Bellini, Fabio; Fadina, Tolulope; Wang, Ruodu; Wei, Yunran - In: Insurance / Mathematics & economics 106 (2022), pp. 270-284
Persistent link: https://www.econbiz.de/10013380547