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Assessing mortality inequality in the U.S. : what can be said about the future?
Li, Han; Hyndman, Rob J. - In: Insurance / Mathematics & economics 99 (2021), pp. 152-162
Persistent link: https://www.econbiz.de/10012649224
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Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi; Wang, Xing - In: Insurance / Mathematics & economics 89 (2019), pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
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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
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On optimal reinsurance policy with distortion risk measures and premiums
Assa, Hirbod - In: Insurance / Mathematics & economics 61 (2015), pp. 70-75
Persistent link: https://www.econbiz.de/10010515925
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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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Validation of association
Ćmiel, Bogdan; Ledwina, Teresa - In: Insurance / Mathematics & economics 91 (2020), pp. 55-67
Persistent link: https://www.econbiz.de/10012241981
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On sums of two counter-monotonic risks
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; … - In: Insurance / Mathematics & economics 92 (2020), pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
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Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 72 (2017), pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
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Efficient option risk measurement with reduced model risk
Mitra, Sovan - In: Insurance / Mathematics & economics 72 (2017), pp. 163-174
Persistent link: https://www.econbiz.de/10011694422