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Risikomaß
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Insurance / Mathematics & economics
Economics Bulletin
575
NBER Working Papers
514
MPRA Paper
504
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
Economics Papers from University Paris Dauphine
184
Journal of banking & finance
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123
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51
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50
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48
International journal of theoretical and applied finance
47
The journal of operational risk
47
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43
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42
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ECONIS (ZBW)
217
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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