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Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 74 (2017), pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
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Extreme value behavior of aggregate dependent risks
Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
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A new class of models for heavy tailed distributions in finance and insurance risk
Ahn, Soohan; Kim, Joseph H. T.; Ramaswami, Vaidyanathan - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10009558305
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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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Tail negative dependence and its applications for aggregate loss modeling
Hua, Lei - In: Insurance / Mathematics & economics 61 (2015), pp. 135-145
Persistent link: https://www.econbiz.de/10010515904
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Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
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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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Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
Ignatieva, Ekaterina; Landsman, Zinoviy - In: Insurance / Mathematics & economics 65 (2015), pp. 172-186
Persistent link: https://www.econbiz.de/10011428649
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Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
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Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 56 (2014), pp. 88-101
Persistent link: https://www.econbiz.de/10010385024