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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
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Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios - In: Insurance / Mathematics & economics 74 (2017), pp. 122-134
Persistent link: https://www.econbiz.de/10011712415
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Characterization of acceptance sets for co-monotone risk measures
Rieger, Marc Oliver - In: Insurance / Mathematics & economics 74 (2017), pp. 147-152
Persistent link: https://www.econbiz.de/10011712430
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Modelling censored losses using splicing : a global fit strategy with mixed Erlang and extreme value distributions
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, … - In: Insurance / Mathematics & economics 77 (2017), pp. 65-77
Persistent link: https://www.econbiz.de/10011783900
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Model spaces for risk measures
Liebrich, Felix-Benedikt; Svindland, Gregor - In: Insurance / Mathematics & economics 77 (2017), pp. 150-165
Persistent link: https://www.econbiz.de/10011783938
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Haezendonck-Goovaerts risk measure with a heavy tailed loss
Liu, Qing; Peng, Liang; Wang, Xing - In: Insurance / Mathematics & economics 76 (2017), pp. 28-47
Persistent link: https://www.econbiz.de/10011774767
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Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun; Wang, Ying; Mao, Tiantian - In: Insurance / Mathematics & economics 75 (2017), pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
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Data breaches : Goodness of fit, pricing, and risk measurement
Eling, Martin; Loperfido, Nicola - In: Insurance / Mathematics & economics 75 (2017), pp. 126-136
Persistent link: https://www.econbiz.de/10011740788
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Stochastic orders and co-risk measures under positive dependence
Sordo, M. A.; Bello, A. J.; Suárez-Llorens, A. - In: Insurance / Mathematics & economics 78 (2018), pp. 105-113
Persistent link: https://www.econbiz.de/10011825238
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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