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Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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Special issue: Longevity risk and capital markets
Nijman, Theodore E. (contributor) - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-270
Persistent link: https://www.econbiz.de/10003953319
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Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua; Cummins, John David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
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Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Stadje, Mitja - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 391-404
Persistent link: https://www.econbiz.de/10008747001
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Correlated intensity, counter party risks, and dependent mortalities
Ma, Jin; Yun, Youngyun - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10008747023
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Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
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Risk measures in ordered normed linear spaces with non-empty cone-interior
Konstantinides, Dimitrios G.; Kountzakis, Christos E. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10008839752
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The strictest common relaxation of a family of risk measures
Roorda, Berend; Schumacher, Johannes M. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10008839771