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Excess based allocation of risk capital
Gulick, Gerwald van; De Waegenaere, Anja; Norde, Henk - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10009501704
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Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian; Hu, Taizhong - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
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Comparison of risks based on the expected proportional shortfall
Belzunce, Félix; Pinar, José F.; Ruiz, José M.; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 292-302
Persistent link: https://www.econbiz.de/10009669659
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Tail comonotonicity : properties, constructions, and asymptotic additivity of risk measures
Hua, Lei; Joe, Harry - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 492-503
Persistent link: https://www.econbiz.de/10009672166
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Optimal insurance under multiple sources of risk with positive dependence
Lu, ZhiYi; Liu, LePing; Zhang, JianYu; Meng, LiLi - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 462-471
Persistent link: https://www.econbiz.de/10009672169
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Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing; Yuen, Kam Chuen - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 457-461
Persistent link: https://www.econbiz.de/10009672170
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Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Lin, Jianxi - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 422-429
Persistent link: https://www.econbiz.de/10009672174
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Haezendonck-Goovaerts risk measures and Orlicz quantiles
Bellini, Fabio; Rosazza Gianin, Emanuela - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 107-114
Persistent link: https://www.econbiz.de/10009558264
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Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian; Hu, Taizhong - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 413-422
Persistent link: https://www.econbiz.de/10009542257
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Time-simultaneous prediction bands : a new look at the uncertainty involved in forecasting mortality
Siu-Hang Li, Johnny; Chan, Wai-Sum - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009157439