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Dependence structure of risk factors and diversification effects
Chen Zhou - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 531-540
Persistent link: https://www.econbiz.de/10003981149
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On the Haezendonck-Goovaerts risk measure for extreme risks
Tang, Qihe; Fan, Yang - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 217-227
Persistent link: https://www.econbiz.de/10009501684
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Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian; Yang, Fan - In: Insurance / Mathematics & economics 64 (2015), pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Optimal reinsurance and investment problem for an insurer with counterparty risk
Zhu, Huiming; Deng, Chao; Yue, Shengjie; Deng, Yingchun - In: Insurance / Mathematics & economics 61 (2015), pp. 242-254
Persistent link: https://www.econbiz.de/10010515877
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 61 (2015), pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
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Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar; Regis, Luca - In: Insurance / Mathematics & economics 61 (2015), pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
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Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 61 (2015), pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864