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Optimal investment for insurers when the stock price follows an exponential Lévy process
Kostadinova, Radostina Ilieva - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 250-263
Persistent link: https://www.econbiz.de/10003755644
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An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge; De Schepper, Ann - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10003755755
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On the optimal product mix in life insurance companies using conditional value at risk
Tsai, Jeffrey T.; Wang, Jennifer L.; Tzeng, Larry Y. - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 235-241
Persistent link: https://www.econbiz.de/10003953364
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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
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On the distribution tail of an integrated risk model : a numerical approach
Brokate, M.; Klüppelberg, C.; Kostadinova, R.; Maller, R. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 101-106
Persistent link: https://www.econbiz.de/10003681676
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Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
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Optimal investment-reinsurance policy for an insurance company with VaR constraint
Chen, Shumin; Li, Zhongfei; Li, Kemian - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 144-153
Persistent link: https://www.econbiz.de/10008654264
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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